The OUTPUT statement creates a data set that contains observationwise statistics that PROC HPLOGISTIC computes after fitting
the model. The variables in the input data set are not included in the output data set, in order to avoid data duplication for large data sets; however, variables that you specify
in the ID statement
or COPYVAR=
option are included.
If the input data are in distributed form, where access of data in a particular order cannot be guaranteed, the HPLOGISTIC
procedure copies the distribution or partition key to the output data set so that its contents can be joined with the input
data.
The output statistics are computed based on the final parameter estimates. If the optimization does not converge, then the
output data set is not created.
When there are more than two response levels, values are computed only for variables that are named by the XBETA, POST, and
PRED keywords; the other variables have missing values. These statistics are computed for every response category, and the
automatic variable _LEVEL_
identifies the response category upon which the computed values are based. That is, every observation generates several rows
in the output data set. If you also specify the OBSCAT
option, then the observationwise statistics are computed only for the observed response category, as indicated by the value
of the _LEVEL_
variable.
For observations in which only the response variable is missing, values of the XBETA, POST, and PRED statistics are computed
even though these observations do not affect the model fit. This enables, for instance, predicted probabilities to be computed
for new observations.
You can specify the following syntax elements in the OUTPUT statement before the slash (/).

OUT=SASdataset
DATA=SASdataset

specifies the name of the output data set. If the OUT= (or DATA=) option is omitted, the procedure uses the DATA
n convention to name the output data set.

COPYVAR=variable
COPYVARS=(variables)

transfers one or more variables from the input data set to the output data set. Variables named in an ID statement
are also copied from the input data set to the output data set.

keyword <=name>

specifies a statistic to include in the output data set and optionally names the variable name. If you do not provide a name, the HPLOGISTIC procedure assigns a default name based on the type of statistic requested.
The following are valid keywords for adding statistics to the OUTPUT data set:

LINP  XBETA

requests the linear predictor . The default name is Xbeta
.

PEARSON  PEARS  RESCHI

requests the Pearson residual, , where is the estimate of the predicted event probability, w is the weight of the observation, and n is the number of binomial trials (n=1 for binary observations). The default name is Pearson
. This statistic is not computed for multinomial models.

POSTERIOR  POST

requests a numeric variable that contains the posterior predicted probability of each observation that is used in fitting
the model. The default name is _POST_
. If you do not specify the PRIOR
option in the MODEL statement, then this value is the same as the predicted probability.

PREDICTED  PRED  P

requests predicted values (predicted probabilities of events) for the response variable. The default name is Pred
.

RESIDUAL  RESID  R

requests the raw residual, , where is the estimate of the predicted event probability. The default name is Residual
. This statistic is not computed for multinomial models.

ROLE

requests a numeric variable that indicates the role played by each observation in fitting the model. The default name is _ROLE_
. Table 54.5 shows how this variable is interpreted for each observation.
Table 54.5: Role Interpretation
Value

Observation Role

0

Not used

1

Training

2

Validation

3

Testing

If you do not partition the input data by specifying a PARTITION
statement, then the role variable value is 1 for observations that are used in fitting the model and 0 for observations that
have at least one missing or invalid value for the response, regressors, frequency or weight variables.
You can specify the following options in the OUTPUT statement after the slash (/):

ALLSTATS

adds all available statistics to the output data set.

OBSCAT

requests (for multinomial models) that observationwise statistics be produced for the response level only. If you do not specify
the OBSCAT option and the response variable has J levels, then the following outputs are created: for cumulative link models, records are output for every observation in the input data that corresponds to the lowerordered response categories; for generalized logit models, J records are output that correspond to all J response categories.