Date:         Sun, 8 Jan 2006 18:36:23 -0500
Reply-To:     Paul Walker <walker.627@OSU.EDU>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Paul Walker <walker.627@OSU.EDU>
Subject:      Logistic Regression Diagnostics

I wondered if anyone had a SAS macro that they could post to SAS-L which
performs diagnostics for logistic regression analysis as outlined in
Chapter 5 of the Hosmer and Lemeshow textbook?  Specifically, I am looking
for a macro which would produce the following graphics:

(1) Delta Chi-square vs. predicted probability
(2) Delta Deviance vs. predicted probability
(3) Delta Beta vs. predicted probability

all of these at the covariate-pattern level (J) rather than the
observation level (n).  I would usually obtain these graphs based on the
proc logistic output, but I would like to obtain them for a VALIDATION
sample which is not processed with proc logistic.  So, I think this would
require going through PROC IML to do the matrix computations to arrive at
the estimated hat matrix.

Thanks.