Hi,
I am new to logistic reg so I think I am missing some basics on how to write equation from Maximum Likelihood Estimates.
I am in the final steps of scoring a dataset after building a Logistic Regression model. I have used Reference Cell coding for categorical variable. The confusion I have is:
If I use the Score statement in Proc Logistic, I get the output table with scored probabilities column called P_1. However, If I try to write equation from Maximum Likelihood Estimates, I get different probability values.
Why is that so? Is it because, in the equation, I am not mentioning the reference level for any categorical variable. Can someone please help me write equation for these results (just an example):
Maximum liklihood Coefficients:
Intercept: -0.2367
Var 1: Age_LE_18: This is reference level
Age_18_to_40: 0.3245
Age_Above_40: 0.4125
Var2 Good_credit_History: Reference Level
Bad_Credit_History: - 0.8795
The equation I am writing is: -0.2367 + 0.3245*(Var1='Age_LE_18') + 0.4125*(Var1='Age_Above_40') - 0.8795* (VAR2='Bad_Credit_History')
If you see, I am not mentioning Reference levels in my equation. If this is right, then why the probabilities do not match with Score Statement?
Thanks
Sachin
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