```Date: Wed, 12 Oct 2011 17:03:21 -0500 Reply-To: Warren Schlechte Sender: "SAS(r) Discussion" From: Warren Schlechte Subject: Re: logistic Regression Standard Error Content-Type: text/plain; charset="us-ascii" I think what Robin was trying to say (he can correct me if he wants) is that the standard errors are derived from the variance-covariance matrix. That matrix is estimated by inverting a matrix called the Hessian, which in turn is composed of the partial second derivatives of the log likelihood with respect to the parameters. In other words, doing it by hand is difficult, except in trivial situations (i.e., 2 parameters); that's what we use computers and numerical approximations for. SAS's Proc Logistic documentation (http://www.okstate.edu/sas/v8/saspdf/stat/chap39.pdf) may provide some clarification, assuming you've had sufficient math. Warren Schlechte -----Original Message----- From: Robin R High [mailto:rhigh@UNMC.EDU] Sent: Wednesday, October 12, 2011 2:27 PM Subject: Re: logistic Regression Standard Error "An Introduction to Generalized Linear Models" by Annette Dobson has a good example of the computations in the chapter on binary variables, though it helps to do your math stat homework and look into the unified explanations of statistical models that belong to the exponential family and also have basic knowledge of calculus (derivatives) and matrix inversion Robin High UNMC From: satish Kumar To: SAS-L@LISTSERV.UGA.EDU Date: 10/11/2011 09:12 PM Subject: logistic Regression Standard Error Sent by: "SAS(r) Discussion" Hi, I'm trying to learn and apply logistic regression using SAS. Can someone please help me how standard error estimates are calculated using in logistic regression. I tried several books including Hosmer and lemeshow also Allison but was not successful. If you can point me to an example or hand calcuations that would be great. Regards Satish ```

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