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  • SAS LOGISTIC 逻辑回归中加(EVENT='1')和不加(EVENT='1')区别

    区别在于:最大似然估计分析中估计是刚好正负对调
    加上EVENT:
    %LET DVVAR = Y;
    %LET LOGIT_IN = S.T3;
    %LET LOGIT_MODEL = S.Model_Params;
    %LET LOGIT_SCORE = S.Pred_Probs;

    %let VarList= X1_WOE--B&BN._WOE;


    /* Storing the results of the model in a dataset */
    proc logistic data=&LOGIT_IN OUTEST=&LOGIT_MODEL;
    model &DVVAR (event='1')= &VarList /
    selection =stepwise sls=0.05 sle=0.05;
    OUTPUT OUT=&LOGIT_SCORE P=Pred_Y;
    run;


    输出结果
    最大似然估计分析

    标准 Wald
    参数 自由度 估计 误差 卡方 Pr > 卡方

    Intercept 1 -0.2769 0.0618 20.0856 <.0001
    X1_WOE 1 0.8903 0.2490 12.7851 0.0003
    X3_WOE 1 1.0583 0.1558 46.1674 <.0001
    X4_WOE 1 1.0319 0.1264 66.6874 <.0001
    B1_WOE 1 0.8293 0.4066 4.1600 0.0414


    没有加上EVENT:
    %LET DVVAR = Y;
    %LET LOGIT_IN = S.T3;
    %LET LOGIT_MODEL = S.Model_Params;
    %LET LOGIT_SCORE = S.Pred_Probs;

    %let VarList= X1_WOE--B&BN._WOE;


    /* Storing the results of the model in a dataset */
    proc logistic data=&LOGIT_IN OUTEST=&LOGIT_MODEL;
    model &DVVAR= &VarList /
    selection =stepwise sls=0.05 sle=0.05;
    OUTPUT OUT=&LOGIT_SCORE P=Pred_Y;
    run;


    输出结果:

    最大似然估计分析

    标准 Wald
    参数 自由度 估计 误差 卡方 Pr > 卡方

    Intercept 1 0.2769 0.0618 20.0856 <.0001
    X1_WOE 1 -0.8903 0.2490 12.7851 0.0003
    X3_WOE 1 -1.0583 0.1558 46.1674 <.0001
    X4_WOE 1 -1.0319 0.1264 66.6874 <.0001
    B1_WOE 1 -0.8293 0.4066 4.1600 0.0414

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  • 原文地址:https://www.cnblogs.com/wdkshy/p/9999851.html
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