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Hello all,
I have been interested in the logistic regression model for some years
now. As SAS was always my preferred statistical software, some SAS
code to fit logistic regression models accumulated over the years.
Actually I found 12 different SAS procedures (LOGISTIC, GENMOD,
PROBIT, GAM, LIFEREG, GLIMMIX, QLIM, NLMIXED, NLIN, IML, MDC, PHREG)
which were able to fit a simple logistic model.
I collected the codes and the data set on my website (http://
www.oliverkuss.de/science/software/Twelve_procedures_to_do_logistic_regression_in_SAS.sas)
The data set is from a project which I conducted with Dr. Stefan
Rimbach from the Gynecology Department of the University of
Heidelberg, Germany. The sample consisted of 162 women who wanted to
become pregnant and were observed at the department. The response was
pregnancy within the first 3 years of observation and the covariates
were age at baseline (AGE), years of infertility at baseline (INFER),
and a physiological tube defect (TUBPHYSD).
All of the above mentioned procedures below do reproduce exactly the
result from a simple maximum likelihood fit in terms of the parameter
estimates and their standard errors, which are
Intercept 2.0117 (1.3734)
AGE -0.0510 (0.0422)
INFER -0.1409 (0.0791)
TUBPHYSD -0.8880 (0.4284)
Though I certainly agree that PROC LOGISTIC is sufficient for most
practical cases, some additional things can be learned from the other
procedures. For example, PROC QLIM and PROC MDC have a number of R-
Square-measures (note that PROC QLIM has the correct ones, because
PROC MDC is maximizing a partial likelihood), PROC GENMOD, PROC
LIFEREG, PROC GLIMMIX and PROC NLMIXED give additional information
criteria, PROC PROBIT gives inverse probabilities, or it might be
instructive to look at the actual fitting algorithm in PROC IML. PROC
QLIM gives estimates of marginal effects and PROC NLMIXED allows the
estimation of nonlinear contrasts. Finally, you can use PROC GENMOD
(with the REPEATED statement) to get robust standard errors.
I am curious if you could find some more PROCs to do the job. For
example, I did not succeed with the MODEL and the SURVEYLOGISTIC
procedure.
Hope you enjoy it,
Oliver
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