Analyses in the LOGISTIC Statement

Likelihood Ratio Chi-Square Test for One Predictor (TEST=LRCHI)

The power computing formula is based on Shieh and O’Brien (1998), Shieh (2000), and Self, Mauritsen, and Ohara (1992).

Define the following notation for a logistic regression analysis:

     
     
     
     
     
     
     
     
     
     
     
     
     
     
     
     
     
     
     
     
     
     
     

The logistic regression model is

     

The hypothesis test of the first predictor variable is

     
     

Assuming independence among all predictor variables, is defined as follows:

     

where is calculated according to the following algorithm:

     
     
     
     
     

This algorithm causes the elements of the transposed vector to vary fastest to slowest from right to left as increases, as shown in the following table of values:

     

The values are determined in a completely analogous manner.

The discretization is handled as follows (unless the distribution is ordinal, or binomial with sample size parameter at least as large as requested number of bins): for , generate quantiles at evenly spaced probability values such that each such quantile is at the midpoint of a bin with probability . In other words,

     
     
     

The primary noncentrality for the power computation is

     

where

     
     
     
     

where

     
     

The power is

     

Alternative input parameterizations are handled by the following transformations: