LOGISTIC回归及SAS程序很全哦Word下载.docx

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LOGISTIC回归及SAS程序很全哦Word下载.docx

Freqcount;

Classdrug/param=refdescending;

Modelresponse=drugdegree/rsqscale=naggregate;

Run;

Rsq显示R2

Scale,SCALE=specifiesmethodtocorrectoverdispersion,指定参数,=n表示不需要修正。

Aggregate计算卡方检验统计量

Class语句将分类变量化成虚拟变量,三种药用两个虚拟变量表示。

TheLOGISTICProcedure

ModelInformation

DataSetWORK.EX12_1

ResponseVariableresponse

NumberofResponseLevels2

FrequencyVariablecount

Modelbinarylogit

OptimizationTechniqueFisher'

sscoring

NumberofObservationsRead12

NumberofObservationsUsed12

SumofFrequenciesRead577

SumofFrequenciesUsed577

ResponseProfile

OrderedTotal

ValueresponseFrequency

11315

20262

Probabilitymodeledisresponse=1.

ClassLevelInformation

Design

ClassValueVariables

drug210

101

000

ModelConvergenceStatus

Convergencecriterion(GCONV=1E-8)satisfied.

DevianceandPearsonGoodness-of-FitStatistics

CriterionValueDFValue/DFPr>

ChiSq

Deviance0.374920.18740.8291

Pearson0.368920.18440.8316

模型拟合集优度检验,

Numberofuniqueprofiles:

6

ModelFitStatistics

Intercept

Interceptand

CriterionOnlyCovariates

AIC797.017641.326

SC801.375658.757

-2LogL795.017633.326

R-Square0.2444Max-rescaledR-Square0.3268

TestingGlobalNullHypothesis:

BETA=0

TestChi-SquareDFPr>

LikelihoodRatio161.69073<

.0001

Score148.15983<

Wald118.13943<

检验模型全部系数为0,拒绝则模型有意义

Type3AnalysisofEffects

Wald

EffectDFChi-SquarePr>

drug295.0859<

degree147.4607<

AnalysisofMaximumLikelihoodEstimates

StandardWald

ParameterDFEstimateErrorChi-SquarePr>

Intercept1-1.95940.222977.2441<

drug211.83420.240658.0936<

drug112.28500.247984.9472<

degree11.38060.200447.4607<

参数估计与检验

OddsRatioEstimates

Point95%Wald

EffectEstimateConfidenceLimits

drug2vs06.2603.90610.033

drug1vs09.8266.04415.974

degree3.9772.6855.891

AssociationofPredictedProbabilitiesandObservedResponses

PercentConcordant72.2Somers'

D0.568

PercentDiscordant15.4Gamma0.649

PercentTied12.4Tau-a0.282

Pairs82530c0.784

铸铁冶炼,要对铁加热heat和水中热处理(soakingtime),n表示铸铁块数,r表示没有准备好轧制的铁块数。

dataingots;

inputHeatSoakrn@@;

datalines;

71.0010141.0031271.0156511.0313

71.7017141.7043271.7444511.701

72.207142.2233272.2021512.201

72.8012142.8031272.8122514.001

74.009144.0019274.0116

;

proclogisticdata=ingots;

modelr/n=HeatSoak;

run;

TheLOGISTICProcedure

ModelInformation

DataSetWORK.INGOTS

ResponseVariable(Events)r

ResponseVariable(Trials)n

Modelbinarylogit

OptimizationTechniqueFisher'

实验次数n,事件发生次数r

NumberofObservationsRead19

NumberofObservationsUsed19

SumofFrequenciesRead387

SumofFrequenciesUsed387

ResponseProfile

OrderedBinaryTotal

ValueOutcomeFrequency

1Event12

2Nonevent375

响应变量分析,发生12次,不发生375次。

ModelConvergenceStatus

Convergencecriterion(GCONV=1E-8)satisfied.

ModelFitStatistics

CriterionOnlyCovariates

AIC108.988101.346

SC112.947113.221

-2LogL106.98895.346

用于选择最优级模型,越小越优级

TestingGlobalNullHypothesis:

TestChi-SquareDFPr>

LikelihoodRatio11.642820.0030

Score15.109120.0005

Wald13.031520.0015

模型检验

似然比检验(likelihoodratiotest)、计分检验(scoretest)、Wald检验(Waldtest)三种

AnalysisofMaximumLikelihoodEstimates

StandardWald

Intercept1-5.55921.119724.6503<

Heat10.08200.023711.94540.0005

Soak10.05680.33120.02940.8639

系数检验

OddsRatioEstimates

Point95%Wald

EffectEstimateConfidenceLimits

Heat1.0851.0361.137

Soak1.0580.5532.026

AssociationofPredictedProbabilitiesandObservedResponses

PercentConcordant64.4Somers'

D0.460

PercentDiscordant18.4Gamma0.555

PercentTied17.2Tau-a0.028

Pairs4500c0.730

Usingtheparameterestimates,youcancalculatetheestimatedlogitofas

Logit(p)=log(p/1-p)=-5.5592+0.082×

Heat+0.0568×

Soak

IfHeat=7andSoak=1,thenlogit(p)=-4.92584.Usingthislogitestimate,youcancalculateasfollows:

P=1/(1+e4.9284)=0.0072

Y表示骑车上班(Y=1bike,Y=0,BUS),X1年龄,X2月收入,X3性别(1男,0女)

X3

X1

X2

y

18

850

21

1200

23

1

950

28

31

36

1500

42

1000

46

48

55

1800

56

2100

58

20

25

27

1300

30

32

33

38

41

45

52

Datap256;

InputX3X1X2y;

0188500

02112000

0238501

0239501

02812001

0318500

03615001

04210001

0469501

04812000

05518001

05621001

05818001

1188500

12010000

12512000

12713000

12815000

1309501

13210000

13318000

13310000

13812000

14115000

14518001

14810000

15215001

15618001

Proclogisticdata=p256descending;

Modely=x1-x3;

outputout=predp=phatlower=lclupper=ucl

predprobs=(individualcrossvalidate);

procprintdata=pred;

DataSetWORK.P256

ResponseVariabley

NumberofResponseLevels2

NumberofObservationsRead28

NumberofObservationsUsed28

OrderedTotal

ValueyFrequency

1015

2113

Probabilitymodeledisy=0.

AIC40.67333.971

SC42.00539.299

-2LogL38.67325.971

LikelihoodRatio12.702630.0053

Score10.413530.0154

Wald6.533130.0884

Intercept13.65472.09113.05450.0805

X11-0.08220.05212.48530.1149

X21-0.001520.001870.66130.4161

X312.50161.15784.66890.0307

X10.9210.8321.020

X20.9980.9951.002

X312.2031.262118.014

PercentConcordant87.2Somers'

D0.744

PercentDiscordant12.8Gamma0.744

PercentTied0.0Tau-a0.384

Pairs195c0.872

序号

样品数W

其中有房屋数

收入(千元)

10.0

1.5

2.0

2

20.0

3.2

3.0

3

25.0

4.0

4

30.0

5.0

5

40.0

8.0

6.0

6

50.0

12.0

7

60.0

18.0

8

80.0

28.0

13.0

9

100.0

45.0

15.0

10

70.0

36.0

11

65.0

39.0

12

33.0

13

35.0

14

15

27.0

16

38.0

17

48.0

58.0

Dataex1;

Inputnonn1x;

110.01.52.0

220.03.23.0

325.04.04.0

430.05.05.0

540.08.06.0

650.012.08.0

760.018.010.0

880.028.013.0

9100.045.015.0

1070.036.020.0

1165.039.025.0

1250.033.030.0

1340.030.035.0

1425.020.040.0

1530.027.050.0

1640.038.060.0

1750.048.070.0

1860.058.080.0

Proclogisticdata=ex1;

Modeln1/n=x;

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