MODEL Statement
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- MODEL response=effects < / options >
;
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- MODEL events/trials=effects < / options >
;
-
AGGREGATE
- AGGREGATE= (variable-list)
-
specifies the subpopulations
on which
the Pearson chi-square test statistic
and the log-likelihood ratio chi-square test statistic
(deviance) are calculated if the LACKFIT option is specified.
See the section "Rescaling the Covariance Matrix" for details of
Pearson's chi-square and deviance calculations.
Observations with common values
in the given list of variables are regarded as coming from
the same subpopulation.
Variables in the list can be any variables in the input data set.
Specifying the AGGREGATE option is equivalent
to specifying the AGGREGATE= option with
a variable list that includes all independent variables in the
MODEL statement. The PROBIT procedure sorts the input data set
according to the variables specified in this list. Information
for the sorted data set is reported in the
"Response-Covariate Profile" table.
The deviance and Pearson goodness-of-fit statistics
are calculated if the LACKFIT option is specified in the
MODEL statement. The calculated results are reported in the
"Goodness-of-Fit" table.
If the Pearson chi-square test is significant with the test
level specified by the HPROB= option, the fiducial limits, if
required with the INVERSECL option in the MODEL statement,
are modified.
Also, the covariance matrix is re-scaled by the dispersion
parameter when the SCALE= option is specified.
-
ALPHA=value
-
sets the significance level for the confidence intervals for
regression parameters, fiducial limits for the predicted
values, and confidence intervals for the predicted probabilities.
The value must be between 0 and 1. The default value is ALPHA=0.05.
- CONVERGE=value
-
The default is changed to CONVERGE=1E-8.
- SCALE= scale
-
enables you to specify the method for estimating the dispersion parameter.
To correct for overdispersion or underdispersion, the covariance
matrix is multiplied by the estimate of the dispersion parameter.
Valid values for scale are as follows:
- D | DEVIANCE
- specifies that the dispersion parameter be
estimated by the deviance divided by its degrees
of freedom.
- P | PEARSON
- specifies that the dispersion parameter be
estimated by the Pearson chi-square statistic divided by
its degrees of freedom. This is set as the default.
You can use the AGGREGATE= option to define the subpopulations
for calculating the Pearson chi-square statistic and the deviance.
The "Goodness-of-Fit" table
includes the Pearson chi-square statistic,
the deviance,
their degrees of freedom, the ratio of each statistic
divided by its degrees of freedom, and the corresponding p-value.
Copyright © 2001 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
