Date:         Sat, 19 Sep 2009 15:23:33 -0400
Reply-To:     William Shakespeare <shakespeare_1040@HOTMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         William Shakespeare <shakespeare_1040@HOTMAIL.COM>
Subject:      Re: proc glm

This is the way I do it with proc logistic and I would think there would
be some way to set up the F-test for a glm in a similar fashion.

/*FULL MODEL*/
ods listing;
ods output Globaltests=sasdata.full;
proc logistic data=sasdata.cf_log_training_2008;
  model buy(event='1')= cust_sales
                        cust_trans
                        cust_trans2
                        cust_sales_07
                        cust_sales_06
                        cust_sales_05
                        cust_sales_04
                        cust_sales_03
                        cust_sales_02
                        cust_sales_022
                        cust_orders_07
                        cust_orders_06
                        cust_orders_05
                        cust_orders_04
                        cust_orders_03
                        cust_orders_02
                        /link=logit aggregate scale=none rsquare lackfit;
  title 'Full Model';
run;

ods listing;
ods output Globaltests=sasdata.nested;
proc logistic data=sasdata.cf_log_training_2008;
  model buy(event='1')= cust_sales
                        cust_trans
                        cust_trans2
                        /*cust_sales_07
                        cust_sales_06*/
                        cust_sales_05
                        /*cust_sales_04
                        cust_sales_03*/
                        cust_sales_02
                        cust_sales_022
                        cust_orders_07
                        cust_orders_06
                        cust_orders_05
                        cust_orders_04
                        cust_orders_03
                        cust_orders_02
                        /link=logit aggregate scale=none rsquare lackfit;
  title 'Reduced Model';
run;

/*LR TEST*/
data sasdata.both;
  merge sasdata.full(in=full keep=test chisq df rename=(chisq=fullchisq
df=fulldf))
        sasdata.nested(in=nested keep=test chisq df);
  where (index(test,"Likelihood Ratio") ge 1);
  lldiff=fullchisq - chisq;
  dfdiff=fulldf - df;
  pdiff=1-probchi(lldiff,dfdiff);
  output sasdata.both;
  label fullchisq="Chi-squared (full model)";
  label chisq="Chi-squared (nested model)";
  label fulldf="Degrees of freedom (full model)":
  label df="Degrees of freedom (nested model)";
  label lldiff="-2*log likelihood chi-squared";
  label dfdiff="DF difference (full - nested)";
  label pdiff="Probability: difference betw full + nested";
run;

proc print data=sasdata.both uniform label;
  id test;
  title2 "Statistics for difference between full and reduced models";
run;