The PROBIT Procedure

Displayed Output

If you request the iteration history (ITPRINT), PROC PROBIT displays the following:

  • the current value of the log likelihood

  • the ridging parameter for the modified Newton-Raphson optimization process

  • the current estimate of the parameters

  • the current estimate of the parameter C for a natural (threshold) model

  • the values of the gradient and the Hessian on the last iteration

If you include classification variables, PROC PROBIT displays the following:

  • the numbers of levels for each classification variable

  • the (ordered) values of the levels

  • the number of observations used

After the model is fit, PROC PROBIT displays the following:

  • the name of the input data set

  • the name of the dependent variables

  • the number of observations used

  • the number of events and the number of trials

  • the final value of the log-likelihood function

  • the parameter estimates

  • the standard error estimates of the parameter estimates

  • approximate chi-square test statistics for the test

If you specify the COVB or CORRB options, PROC PROBIT displays the following:

  • the estimated covariance matrix for the parameter estimates

  • the estimated correlation matrix for the parameter estimates

If you specify the LACKFIT option, PROC PROBIT displays the following:

  • a count of the number of levels of the response and the number of distinct sets of independent variables

  • a goodness-of-fit test based on the Pearson’s chi-square

  • a goodness-of-fit test based on the likelihood-ratio chi-square

If you specify only one independent variable, the normal distribution is used to model the probabilities, and the response is binary, then PROC PROBIT displays the following:

  • the mean MU of the stimulus tolerance

  • the scale parameter SIGMA of the stimulus tolerance

  • the covariance matrix for MU, SIGMA, and the natural response parameter C

If you specify the INVERSECL options, PROC PROBIT also displays the following:

  • the estimated dose along with the 95% fiducial limits for probability levels 0.01 to 0.10, 0.15 to 0.85 by 0.05, and 0.90 to 0.99