sas 9.2 逻辑斯蒂回归分析模块使用手册

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The LOGISTIC Procedure
Contents
Overview: LOGISTIC Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . 3255
Getting Started: LOGISTIC Procedure . . . . . . . . . . . . . . . . . . . . . . . . 3258
Syntax: LOGISTIC Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3264
PROC LOGISTIC Statement . . . . . . . . . . . . . . . . . . . . . . . . . 3265
BY Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3277
CLASS Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3278
CONTRAST Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3280
EXACT Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3283
FREQ Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3285
MODEL Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3286
ODDSRATIO Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3301
OUTPUT Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3303
ROC Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3308
ROCCONTRAST Statement . . . . . . . . . . . . . . . . . . . . . . . . . . 3309
SCORE Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3310
STRATA Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3312
TEST Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3313
UNITS Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3314
WEIGHT Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3315
Details: LOGISTIC Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3316
Missing Values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3316
Response Level Ordering . . . . . . . . . . . . . . . . . . . . . . . . . . . 3316
CLASS Variable Parameterization . . . . . . . . . . . . . . . . . . . . . . . 3317
Link Functions and the Corresponding Distributions . . . . . . . . . . . . . 3320
Determining Observations for Likelihood Contributions . . . . . . . . . . . 3322
Iterative Algorithms for Model Fitting . . . . . . . . . . . . . . . . . . . . . 3322
Convergence Criteria . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3325
Existence of Maximum Likelihood Estimates . . . . . . . . . . . . . . . . . 3325
Effect-Selection Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . 3326
Model Fitting Information . . . . . . . . . . . . . . . . . . . . . . . . . . . 3327
Generalized Coefficient of Determination . . . . . . . . . . . . . . . . . . . 3328
Score Statistics and Tests . . . . . . . . . . . . . . . . . . . . . . . . . . . 3329
Confidence Intervals for Parameters . . . . . . . . . . . . . . . . . . . . . . 3331
Odds Ratio Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3333

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关键词：逻辑斯蒂回归 使用手册 回归分析 observations distribution 回归分析

不知道9.1和9.2在logistic回归上有啥区别，哪位大侠能简单介绍一下么？

多謝分享！多謝多謝

firstknife 发表于 2009-11-17 11:22
不知道9.1和9.2在logistic回归上有啥区别，哪位大侠能简单介绍一下么？

That is the only new stuffs in logistic in SAS 9.2

LOGISTIC ProcedureThe LOGISTIC procedure performs Firth's penalizedmaximum likelihood. The MULTIPASS option forces theprocedure to reread the input data set as needed ratherthan requiring its storage in memory or in a temporary fileon disk. Estimated culmulative probabilities have beenadded to the SCORE statement output. The CONTRAST statementnow includes the inverse link. The ROCCONTRAST statementcompares different ROC models. Odds ratios in the presenceof interactions are now computed, and odds ratio plots areprovided. Note that the GRAPHICS statement has beenreplaced with the PLOTS= option in the PROC statement. TheEFFECT plot can now handle multiple CLASS and continuousvariables. Standard errors are now produced for the exactparameter estimates.




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