Program for Chapter Four Example
Check Constructed Variables

The FREQ Procedure

ivhx ivhx_2 ivhx_3 Frequency Percent Cumulative
Frequency		 Cumulative
Percent
1 0 0 223 38.78 223 38.78
2 1 0 109 18.96 332 57.74
3 0 1 243 42.26 575 100.00

 

 
Program for Chapter Four Example
Table 4.1 on Page 105

The LOGISTIC Procedure

Model Information
Data Set WORK.UISDATA
Response Variable dfree
Number of Response Levels 2
Number of Observations 575
Model binary logit
Optimization Technique Fisher's scoring
 
Response Profile
Ordered
Value		 dfree Total
Frequency
1 1 147
2 0 428

Probability modeled is dfree=1.

 
Model Convergence Status
Convergence criterion (GCONV=1E-8) satisfied.
 
Model Fit Statistics
Criterion Intercept
Only 		Intercept
and
Covariates
AIC 655.729 656.331
SC 660.083 665.040
-2 Log L 653.729 652.331
 
Testing Global Null Hypothesis: BETA=0
Test Chi-Square DF Pr > ChiSq
Likelihood Ratio 1.3980 1 0.2371
Score 1.4063 1 0.2357
Wald 1.4027 1 0.2363
 
Analysis of Maximum Likelihood Estimates
Parameter DF Estimate Standard
Error		 Wald
Chi-Square		 Pr > ChiSq
Intercept 1 -1.6602 0.5111 10.5524 0.0012
age 1 0.0182 0.0153 1.4027 0.2363
 
Odds Ratio Estimates
Effect Point Estimate 95% Wald
Confidence Limits
age 1.018 0.988 1.049
 
Association of Predicted Probabilities and
Observed Responses
Percent Concordant 50.2 Somers' D 0.048
Percent Discordant 45.4 Gamma 0.050
Percent Tied 4.4 Tau-a 0.018
Pairs 62916 c 0.524
 
Profile Likelihood Confidence Interval for
Adjusted Odds Ratios
Effect Unit Estimate 95% Confidence Limits
age 10.0000 1.199 0.887 1.620
 
Wald Confidence Interval for Adjusted Odds
Ratios
Effect Unit Estimate 95% Confidence Limits
age 10.0000 1.199 0.888 1.620

 

 
Program for Chapter Four Example
Table 4.1 on Page 105

The LOGISTIC Procedure

Model Information
Data Set WORK.UISDATA
Response Variable dfree
Number of Response Levels 2
Number of Observations 575
Model binary logit
Optimization Technique Fisher's scoring
 
Response Profile
Ordered
Value		 dfree Total
Frequency
1 1 147
2 0 428

Probability modeled is dfree=1.

 
Model Convergence Status
Convergence criterion (GCONV=1E-8) satisfied.
 
Model Fit Statistics
Criterion Intercept
Only 		Intercept
and
Covariates
AIC 655.729 657.092
SC 660.083 665.801
-2 Log L 653.729 653.092
 
Testing Global Null Hypothesis: BETA=0
Test Chi-Square DF Pr > ChiSq
Likelihood Ratio 0.6365 1 0.4250
Score 0.6331 1 0.4262
Wald 0.6324 1 0.4265
 
Analysis of Maximum Likelihood Estimates
Parameter DF Estimate Standard
Error		 Wald
Chi-Square		 Pr > ChiSq
Intercept 1 -0.9273 0.2003 21.4285 <.0001
beck 1 -0.00822 0.0103 0.6324 0.4265
 
Odds Ratio Estimates
Effect Point Estimate 95% Wald
Confidence Limits
beck 0.992 0.972 1.012
 
Association of Predicted Probabilities and
Observed Responses
Percent Concordant 50.8 Somers' D 0.055
Percent Discordant 45.3 Gamma 0.057
Percent Tied 3.9 Tau-a 0.021
Pairs 62916 c 0.527
 
Profile Likelihood Confidence Interval for
Adjusted Odds Ratios
Effect Unit Estimate 95% Confidence Limits
beck 5.0000 0.960 0.866 1.061
 
Wald Confidence Interval for Adjusted Odds
Ratios
Effect Unit Estimate 95% Confidence Limits
beck 5.0000 0.960 0.867 1.062

 

 
Program for Chapter Four Example
Table 4.1 on Page 105

The LOGISTIC Procedure

Model Information
Data Set WORK.UISDATA
Response Variable dfree
Number of Response Levels 2
Number of Observations 575
Model binary logit
Optimization Technique Fisher's scoring
 
Response Profile
Ordered
Value		 dfree Total
Frequency
1 1 147
2 0 428

Probability modeled is dfree=1.

 
Model Convergence Status
Convergence criterion (GCONV=1E-8) satisfied.
 
Model Fit Statistics
Criterion Intercept
Only 		Intercept
and
Covariates
AIC 655.729 645.890
SC 660.083 654.598
-2 Log L 653.729 641.890
 
Testing Global Null Hypothesis: BETA=0
Test Chi-Square DF Pr > ChiSq
Likelihood Ratio 11.8392 1 0.0006
Score 9.7585 1 0.0018
Wald 9.2203 1 0.0024
 
Analysis of Maximum Likelihood Estimates
Parameter DF Estimate Standard
Error		 Wald
Chi-Square		 Pr > ChiSq
Intercept 1 -0.7678 0.1303 34.7133 <.0001
ndrugtx 1 -0.0749 0.0247 9.2203 0.0024
 
Odds Ratio Estimates
Effect Point Estimate 95% Wald
Confidence Limits
ndrugtx 0.928 0.884 0.974
 
Association of Predicted Probabilities and
Observed Responses
Percent Concordant 54.6 Somers' D 0.203
Percent Discordant 34.3 Gamma 0.228
Percent Tied 11.1 Tau-a 0.077
Pairs 62916 c 0.602

 

 
Program for Chapter Four Example
Table 4.1 on Page 105

The LOGISTIC Procedure

Model Information
Data Set WORK.UISDATA
Response Variable dfree
Number of Response Levels 2
Number of Observations 575
Model binary logit
Optimization Technique Fisher's scoring
 
Response Profile
Ordered
Value		 dfree Total
Frequency
1 1 147
2 0 428

Probability modeled is dfree=1.

 
Model Convergence Status
Convergence criterion (GCONV=1E-8) satisfied.
 
Model Fit Statistics
Criterion Intercept
Only 		Intercept
and
Covariates
AIC 655.729 657.519
SC 660.083 666.228
-2 Log L 653.729 653.519
 
Testing Global Null Hypothesis: BETA=0
Test Chi-Square DF Pr > ChiSq
Likelihood Ratio 0.2096 1 0.6471
Score 0.2072 1 0.6490
Wald 0.2070 1 0.6491
 
Analysis of Maximum Likelihood Estimates
Parameter DF Estimate Standard
Error		 Wald
Chi-Square		 Pr > ChiSq
Intercept 1 -1.0478 0.1057 98.3416 <.0001
ivhx_2 1 -0.1130 0.2483 0.2070 0.6491
 
Odds Ratio Estimates
Effect Point Estimate 95% Wald
Confidence Limits
ivhx_2 0.893 0.549 1.453
 
Association of Predicted Probabilities and
Observed Responses
Percent Concordant 16.0 Somers' D 0.017
Percent Discordant 14.3 Gamma 0.056
Percent Tied 69.8 Tau-a 0.007
Pairs 62916 c 0.509

 

 
Program for Chapter Four Example
Table 4.1 on Page 105

The LOGISTIC Procedure

Model Information
Data Set WORK.UISDATA
Response Variable dfree
Number of Response Levels 2
Number of Observations 575
Model binary logit
Optimization Technique Fisher's scoring
 
Response Profile
Ordered
Value		 dfree Total
Frequency
1 1 147
2 0 428

Probability modeled is dfree=1.

 
Model Convergence Status
Convergence criterion (GCONV=1E-8) satisfied.
 
Model Fit Statistics
Criterion Intercept
Only 		Intercept
and
Covariates
AIC 655.729 647.769
SC 660.083 656.478
-2 Log L 653.729 643.769
 
Testing Global Null Hypothesis: BETA=0
Test Chi-Square DF Pr > ChiSq
Likelihood Ratio 9.9600 1 0.0016
Score 9.7368 1 0.0018
Wald 9.5860 1 0.0020
 
Analysis of Maximum Likelihood Estimates
Parameter DF Estimate Standard
Error		 Wald
Chi-Square		 Pr > ChiSq
Intercept 1 -0.8273 0.1193 48.0970 <.0001
ivhx_3 1 -0.6273 0.2026 9.5860 0.0020
 
Odds Ratio Estimates
Effect Point Estimate 95% Wald
Confidence Limits
ivhx_3 0.534 0.359 0.794
 
Association of Predicted Probabilities and
Observed Responses
Percent Concordant 31.6 Somers' D 0.147
Percent Discordant 16.9 Gamma 0.304
Percent Tied 51.5 Tau-a 0.056
Pairs 62916 c 0.574

 

 
Program for Chapter Four Example
Table 4.1 on Page 105

The LOGISTIC Procedure

Model Information
Data Set WORK.UISDATA
Response Variable dfree
Number of Response Levels 2
Number of Observations 575
Model binary logit
Optimization Technique Fisher's scoring
 
Response Profile
Ordered
Value		 dfree Total
Frequency
1 1 147
2 0 428

Probability modeled is dfree=1.

 
Model Convergence Status
Convergence criterion (GCONV=1E-8) satisfied.
 
Model Fit Statistics
Criterion Intercept
Only 		Intercept
and
Covariates
AIC 655.729 653.105
SC 660.083 661.814
-2 Log L 653.729 649.105
 
Testing Global Null Hypothesis: BETA=0
Test Chi-Square DF Pr > ChiSq
Likelihood Ratio 4.6235 1 0.0315
Score 4.7791 1 0.0288
Wald 4.7378 1 0.0295
 
Analysis of Maximum Likelihood Estimates
Parameter DF Estimate Standard
Error		 Wald
Chi-Square		 Pr > ChiSq
Intercept 1 -1.1939 0.1142 109.3946 <.0001
race 1 0.4592 0.2110 4.7378 0.0295
 
Odds Ratio Estimates
Effect Point Estimate 95% Wald
Confidence Limits
race 1.583 1.047 2.393
 
Association of Predicted Probabilities and
Observed Responses
Percent Concordant 24.7 Somers' D 0.091
Percent Discordant 15.6 Gamma 0.226
Percent Tied 59.8 Tau-a 0.035
Pairs 62916 c 0.545

 

 
Program for Chapter Four Example
Table 4.1 on Page 105

The LOGISTIC Procedure

Model Information
Data Set WORK.UISDATA
Response Variable dfree
Number of Response Levels 2
Number of Observations 575
Model binary logit
Optimization Technique Fisher's scoring
 
Response Profile
Ordered
Value		 dfree Total
Frequency
1 1 147
2 0 428

Probability modeled is dfree=1.

 
Model Convergence Status
Convergence criterion (GCONV=1E-8) satisfied.
 
Model Fit Statistics
Criterion Intercept
Only 		Intercept
and
Covariates
AIC 655.729 652.551
SC 660.083 661.259
-2 Log L 653.729 648.551
 
Testing Global Null Hypothesis: BETA=0
Test Chi-Square DF Pr > ChiSq
Likelihood Ratio 5.1782 1 0.0229
Score 5.1626 1 0.0231
Wald 5.1266 1 0.0236
 
Analysis of Maximum Likelihood Estimates
Parameter DF Estimate Standard
Error		 Wald
Chi-Square		 Pr > ChiSq
Intercept 1 -1.2978 0.1433 82.0211 <.0001
treat 1 0.4371 0.1931 5.1266 0.0236
 
Odds Ratio Estimates
Effect Point Estimate 95% Wald
Confidence Limits
treat 1.548 1.060 2.260
 
Association of Predicted Probabilities and
Observed Responses
Percent Concordant 30.7 Somers' D 0.109
Percent Discordant 19.8 Gamma 0.215
Percent Tied 49.5 Tau-a 0.041
Pairs 62916 c 0.554

 

 
Program for Chapter Four Example
Table 4.1 on Page 105

The LOGISTIC Procedure

Model Information
Data Set WORK.UISDATA
Response Variable dfree
Number of Response Levels 2
Number of Observations 575
Model binary logit
Optimization Technique Fisher's scoring
 
Response Profile
Ordered
Value		 dfree Total
Frequency
1 1 147
2 0 428

Probability modeled is dfree=1.

 
Model Convergence Status
Convergence criterion (GCONV=1E-8) satisfied.
 
Model Fit Statistics
Criterion Intercept
Only 		Intercept
and
Covariates
AIC 655.729 656.063
SC 660.083 664.772
-2 Log L 653.729 652.063
 
Testing Global Null Hypothesis: BETA=0
Test Chi-Square DF Pr > ChiSq
Likelihood Ratio 1.6659 1 0.1968
Score 1.6921 1 0.1933
Wald 1.6874 1 0.1939
 
Analysis of Maximum Likelihood Estimates
Parameter DF Estimate Standard
Error		 Wald
Chi-Square		 Pr > ChiSq
Intercept 1 -1.1527 0.1171 96.9397 <.0001
site 1 0.2642 0.2034 1.6874 0.1939
 
Odds Ratio Estimates
Effect Point Estimate 95% Wald
Confidence Limits
site 1.302 0.874 1.940
 
Association of Predicted Probabilities and
Observed Responses
Percent Concordant 24.6 Somers' D 0.057
Percent Discordant 18.9 Gamma 0.131
Percent Tied 56.4 Tau-a 0.022
Pairs 62916 c 0.529

 

 
Program for Chapter Four Example
Table 4.2 on Page 106

The LOGISTIC Procedure

Model Information
Data Set WORK.UISDATA
Response Variable dfree
Number of Response Levels 2
Number of Observations 575
Model binary logit
Optimization Technique Fisher's scoring
 
Response Profile
Ordered
Value		 dfree Total
Frequency
1 1 147
2 0 428

Probability modeled is dfree=1.

 
Model Convergence Status
Convergence criterion (GCONV=1E-8) satisfied.
 
Model Fit Statistics
Criterion Intercept
Only 		Intercept
and
Covariates
AIC 655.729 635.248
SC 660.083 670.083
-2 Log L 653.729 619.248
 
Testing Global Null Hypothesis: BETA=0
Test Chi-Square DF Pr > ChiSq
Likelihood Ratio 34.4806 7 <.0001
Score 32.6795 7 <.0001
Wald 30.6395 7 <.0001
 
Analysis of Maximum Likelihood Estimates
Parameter DF Estimate Standard
Error		 Wald
Chi-Square		 Pr > ChiSq
Intercept 1 -2.4054 0.5548 18.7975 <.0001
age 1 0.0504 0.0173 8.4550 0.0036
ndrugtx 1 -0.0615 0.0256 5.7559 0.0164
ivhx_2 1 -0.6033 0.2872 4.4118 0.0357
ivhx_3 1 -0.7327 0.2523 8.4328 0.0037
race 1 0.2261 0.2233 1.0251 0.3113
treat 1 0.4425 0.1993 4.9302 0.0264
site 1 0.1486 0.2172 0.4681 0.4939
 
Odds Ratio Estimates
Effect Point Estimate 95% Wald
Confidence Limits
age 1.052 1.017 1.088
ndrugtx 0.940 0.894 0.989
ivhx_2 0.547 0.312 0.960
ivhx_3 0.481 0.293 0.788
race 1.254 0.809 1.942
treat 1.557 1.053 2.300
site 1.160 0.758 1.776
 
Association of Predicted Probabilities and
Observed Responses
Percent Concordant 66.6 Somers' D 0.336
Percent Discordant 33.0 Gamma 0.337
Percent Tied 0.4 Tau-a 0.128
Pairs 62916 c 0.668

 

 
Program for Chapter Four Example
Table 4.7 on Page 113

The LOGISTIC Procedure

Model Information
Data Set WORK.UISDATA
Response Variable dfree
Number of Response Levels 2
Number of Observations 575
Model binary logit
Optimization Technique Fisher's scoring
 
Response Profile
Ordered
Value		 dfree Total
Frequency
1 1 147
2 0 428

Probability modeled is dfree=1.

 
Model Convergence Status
Convergence criterion (GCONV=1E-8) satisfied.
 
Model Fit Statistics
Criterion Intercept
Only 		Intercept
and
Covariates
AIC 655.729 631.451
SC 660.083 670.640
-2 Log L 653.729 613.451
 
Testing Global Null Hypothesis: BETA=0
Test Chi-Square DF Pr > ChiSq
Likelihood Ratio 40.2777 8 <.0001
Score 38.7032 8 <.0001
Wald 36.1456 8 <.0001
 
Analysis of Maximum Likelihood Estimates
Parameter DF Estimate Standard
Error		 Wald
Chi-Square		 Pr > ChiSq
Intercept 1 -4.3137 0.7925 29.6321 <.0001
age 1 0.0544 0.0175 9.6928 0.0018
ndrgfp1 1 0.9814 0.2888 11.5446 0.0007
ndrgfp2 1 0.3611 0.1099 10.8050 0.0010
ivhx_2 1 -0.6088 0.2911 4.3740 0.0365
ivhx_3 1 -0.7238 0.2556 8.0213 0.0046
race 1 0.2477 0.2242 1.2205 0.2693
treat 1 0.4224 0.2004 4.4435 0.0350
site 1 0.1732 0.2210 0.6144 0.4331
 
Odds Ratio Estimates
Effect Point Estimate 95% Wald
Confidence Limits
age 1.056 1.020 1.093
ndrgfp1 2.668 1.515 4.700
ndrgfp2 1.435 1.157 1.780
ivhx_2 0.544 0.307 0.962
ivhx_3 0.485 0.294 0.800
race 1.281 0.826 1.988
treat 1.526 1.030 2.259
site 1.189 0.771 1.834
 
Association of Predicted Probabilities and
Observed Responses
Percent Concordant 67.2 Somers' D 0.348
Percent Discordant 32.4 Gamma 0.349
Percent Tied 0.5 Tau-a 0.133
Pairs 62916 c 0.674

 

 
Program for Chapter Four Example
Table 4.9 on Page 115

The LOGISTIC Procedure

Model Information
Data Set WORK.UISDATA
Response Variable dfree
Number of Response Levels 2
Number of Observations 575
Model binary logit
Optimization Technique Fisher's scoring
 
Response Profile
Ordered
Value		 dfree Total
Frequency
1 1 147
2 0 428

Probability modeled is dfree=1.

 
Model Convergence Status
Convergence criterion (GCONV=1E-8) satisfied.
 
Model Fit Statistics
Criterion Intercept
Only 		Intercept
and
Covariates
AIC 655.729 619.963
SC 660.083 667.861
-2 Log L 653.729 597.963
 
Testing Global Null Hypothesis: BETA=0
Test Chi-Square DF Pr > ChiSq
Likelihood Ratio 55.7660 10 <.0001
Score 52.0723 10 <.0001
Wald 47.2784 10 <.0001
 
Analysis of Maximum Likelihood Estimates
Parameter DF Estimate Standard
Error		 Wald
Chi-Square		 Pr > ChiSq
Intercept 1 -6.8429 1.2193 31.4989 <.0001
age 1 0.1166 0.0289 16.3137 <.0001
ndrgfp1 1 1.6687 0.4071 16.8000 <.0001
ndrgfp2 1 0.4336 0.1169 13.7585 0.0002
ivhx_2 1 -0.6346 0.2987 4.5134 0.0336
ivhx_3 1 -0.7049 0.2616 7.2623 0.0070
race 1 0.6841 0.2641 6.7074 0.0096
treat 1 0.4349 0.2038 4.5559 0.0328
site 1 0.5162 0.2549 4.1013 0.0429
age_ndrgfp1 1 -0.0153 0.00603 6.4177 0.0113
race_site 1 -1.4294 0.5298 7.2799 0.0070
 
Odds Ratio Estimates
Effect Point Estimate 95% Wald
Confidence Limits
age 1.124 1.062 1.189
ndrgfp1 5.306 2.389 11.784
ndrgfp2 1.543 1.227 1.940
ivhx_2 0.530 0.295 0.952
ivhx_3 0.494 0.296 0.825
race 1.982 1.181 3.326
treat 1.545 1.036 2.303
site 1.676 1.017 2.761
age_ndrgfp1 0.985 0.973 0.997
race_site 0.239 0.085 0.676
 
Association of Predicted Probabilities and
Observed Responses
Percent Concordant 69.7 Somers' D 0.398
Percent Discordant 29.9 Gamma 0.399
Percent Tied 0.4 Tau-a 0.152
Pairs 62916 c 0.699

 

 
Program for Chapter Four Example
Table 5.1 on Page 150

The MEANS Procedure

Analysis Variable : phat Estimated Probability
decile N Obs Maximum Sum
1 58 0.0939309 4.1007052
2 57 0.1251462 6.2301709
3 58 0.1631125 8.5398818
4 57 0.2035398 10.4026719
5 58 0.2335343 12.7064096
6 57 0.2785926 14.4644875
7 58 0.3240173 17.5073709
8 57 0.3760808 19.7966976
9 58 0.4589714 23.9157073
10 57 0.7283063 29.3404351

 

 
Program for Chapter Four Example
Table 5.1 on Page 150

The FREQ Procedure

Frequency
Table of decile by dfree
decile dfree Total
0 1
1 54 4 58
2 52 5 57
3 50 8 58
4 46 11 57
5 42 16 58
6 46 11 57
7 40 18 58
8 33 24 57
9 35 23 58
10 30 27 57
Total 428 147 575