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Date:   Mon, 10 Oct 2005 14:35:18 -0400
Reply-To:   Sigurd Hermansen <HERMANS1@WESTAT.COM>
Sender:   "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:   Sigurd Hermansen <HERMANS1@WESTAT.COM>
Subject:   Re: Dummy variables & proc logistic - what am I missing?
Content-Type:   text/plain; charset="iso-8859-1"

Adam: At least you are giving careful thought to discrepancies between the model's parameter estimates and a priori expectations of odds. I'd advise that you switch to GENMOD with the DESCENDING option. Your attempts at recoding and specifying ordinal and continuous variables appear to be a distraction. GENMOD's variant of logistic regression tolerates a wider range of data types and should give you estimates very close to those of a correctly-specified LOGISTIC regression. You may also want to take a look at one of the continuing examples in Hastie et al's Statistical Learning text. They carry over an example of a SA heart disease study that 'features' parameter estimates with the wrong sign. It takes some time to verify that your model specification reflects what you think that you are estimating. Before GENMOD or LOGISTIC, I wrote a SESUG paper about using 2X2 tables to estimate single predictor parameters of CATMOD models. Correct specifications will not necessarily eliminate 'wrong signs' or give you meaningful estimates. Search for Cassell in the SAS-L archives to learn more than you want to know about how Statistical Models Go Wrong. Sig

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From: owner-sas-l@listserv.uga.edu on behalf of Adam Sent: Mon 10/10/2005 11:53 AM To: sas-l@uga.edu Subject: Re: Dummy variables & proc logistic - what am I missing?

Yes, sorry about that - I was switching back and forth between "ac6" and "stroke"...here are the results when "stroke" is replaced with "ac6" in the model (and I ran it both ways again just to make sure; the parameter estimates for the predictor variables come back the same whether stroke is coded in ascending or descending order)...sorry for the confusion...here are the results for with "stroke" instead of "ac6":

The LOGISTIC Procedure

Analysis of Maximum Likelihood Estimates

Standard Wald Parameter DF Estimate Error Chi-Square Pr > ChiSq

Intercept 1 4.0015 0.0256 24358.2853 <.0001 lowincome 1 -0.1333 0.00389 1174.3857 <.0001 SRAGE_P 1 -0.0471 0.000304 24077.9639 <.0001 SRSEX 1 -0.0604 0.00396 232.3938 <.0001 AB29 1 0.7180 0.00434 27401.5473 <.0001 diabetes 1 -0.3277 0.00439 5562.5470 <.0001 AB34 1 0.7701 0.00388 39346.4711 <.0001 AE13 1 0.0856 0.00141 3675.4610 <.0001 smokes 1 -0.8101 0.00488 27585.4492 <.0001

Odds Ratio Estimates

Point 95% Wald Effect Estimate Confidence Limits

lowincome 0.875 0.869 0.882 SRAGE_P 0.954 0.953 0.955 SRSEX 0.941 0.934 0.949 AB29 2.050 2.033 2.068 diabetes 0.721 0.714 0.727 AB34 2.160 2.144 2.176 AE13 1.089 1.086 1.092 smokes 0.445 0.441 0.449

Association of Predicted Probabilities and Observed Responses

Percent Concordant 68.9 Somers' D 0.389 Percent Discordant 30.0 Gamma 0.393 Percent Tied 1.1 Tau-a 0.061 Pairs 5931331 c 0.695


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