I decided to port my "normal" model build code to proc hplogistic. After wrestling with all the options I think I managed to do this, however in the process I have noticed something odd. When fed with the same settings (same data set, same target variable, same variable list) proc logistic and proc hplogisitc end up with ever so slightly different estimates for the coefficients. This is true even I I specify the same technique in proc logistic as in proc hplogisitc (technique=newton). The differences are very small, however I am worried I have missed something. Any idea what it could be? Estimate differences Variable name Proc logistic estimate Proc hplogisitc estimate Intercept -0.40017041503038 -0.40016018866442 Variable A -0.86355666216567 -0.86355818846804 Variable B -0.00421933005198 -0.00421943244787 Proc logistic code proc logistic data=&modelin. descending outest=lib.modparams; weight &weightvar.; model &targetvar.= &modnum. /selection=stepwise slentry=&entry. slstay=&exit. RSQ lackfit outroc=Roc technique=newton MAXITER=50; output out=&modelout. p=pred; run; Proc hplogistic code proc hplogistic data=&modelin. technique=NRRIDG; model &targetvar. (descending) = &modnum. / lackfit rsquare; selection method=stepwise(slentry=&entry. slstay=&exit.) details=all; output out=&modelout. p=pred copyvar=(&keyCol. &weightvar.); run; Any ideas what the difference is,
... View more