| Date: | Mon, 22 Jun 2009 15:02:39 -0700 |
| Reply-To: | Daniel Nordlund <djnordlund@VERIZON.NET> |
| Sender: | "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU> |
| From: | Daniel Nordlund <djnordlund@VERIZON.NET> |
| Subject: | Re: bootstrap confidence intervals |
| In-Reply-To: | <6952c34c-4d07-4390-8614-cb9e5a828578@h11g2000yqb.googlegroups.com> |
| Content-type: | text/plain; charset=iso-8859-1 |
> -----Original Message-----
> From: SAS(r) Discussion [mailto:SAS-L@LISTSERV.UGA.EDU] On
> Behalf Of Shiling Zhang
> Sent: Monday, June 22, 2009 2:54 PM
> To: SAS-L@LISTSERV.UGA.EDU
> Subject: Re: bootstrap confidence intervals
>
> Here is a basic example on how to use bootstrap resampling to do a
> regression.
>
> SAS surveyselect procedure provides a easy way to obtain a bootstrap
> resampling data set. The left over things are standard in regression.
>
> %let n=20;
>
> data t1;
> do i =1 to &n;
> x=rannor(567);
> y=1 + 1 *x +rannor(567);
> output;
> end;
> run;
>
> proc surveyselect seed=789 data=t1
> METHOD=urs rate=1
> rep=1000 outhits out=bootstrapped;
> run;
>
> proc print data=bootstrapped(obs=100);
> run;
>
> proc reg data=bootstrapped outest=est noprint;
> by replicate;
> model y = x ;
> run;
> quit;
>
> proc means data=est;
> var intercept x;
> run;
>
> proc reg data=t1 ;
> model y = x ;
> run;
> quit;
>
>
>
> On Jun 22, 9:11 am, adel_ta...@YAHOO.FR ("adel F.") wrote:
> > Hi,=0A=0AI=A0would like to =A0run a logistic regression
> models using bootst=
> > rap to get bootstrap confidence intervals for my odds
> ratios and bootstrap =
> > confidence intervals for AUC.=0A=0AIs there a SAS
> procedure, which can help=
> > me do that.=0A=0AThanks a lot,=0A=0AAdel=0A=0A=0A
In addition to other advice/suggestions you have received, I highly
recommend the paper by David Cassell at the link below.
http://www2.sas.com/proceedings/forum2007/183-2007.pdf
Hope this is helpful,
Dan
Daniel Nordlund
Bothell, WA USA
|