Problem Note 43169: Max-rescaled R-square does not include the binomial constant with events/trials data
When events/trials data are modeled in PROC LOGISTIC, the Max-rescaled R-square value produced by the RSQUARE option does not include the binomial constant, (nr ), in the intercept-only likelihood L(0), where n is the number of trials, and r is the number of events. That is, it is computed as though the data were not events/trials data. With the constant included, the Max-rescaled R-square is larger. Note that the omission of the constant does not affect the computation of R-square. When events/trials syntax is not used, the omission of the constant also does not affect the computation of the Max-rescaled R-square.
Currently, there is no circumvention for this problem.
Operating System and Release Information
| SAS System | SAS/STAT | Tru64 UNIX | 8.1 TS1M0 | 9.3 TS1M0 |
| Solaris | 8.1 TS1M0 | 9.3 TS1M0 |
| OpenVMS Alpha | 8.1 TS1M0 | 9.3 TS1M0 |
| IRIX | 8.1 TS1M0 | 9.3 TS1M0 |
| HP-UX | 8.1 TS1M0 | 9.3 TS1M0 |
| AIX | 8.1 TS1M0 | 9.3 TS1M0 |
| ABI+ for Intel Architecture | 8.1 TS1M0 | 9.3 TS1M0 |
| Windows Millennium Edition (Me) | 8.1 TS1M0 | |
| Microsoft Windows XP Professional | 8.1 TS1M0 | 9.3 TS1M0 |
| Microsoft Windows NT Workstation | 8.1 TS1M0 | |
| Microsoft Windows 2000 Professional | 8.1 TS1M0 | |
| Microsoft Windows 2000 Server | 8.1 TS1M0 | |
| Microsoft Windows 2000 Datacenter Server | 8.1 TS1M0 | |
| Microsoft Windows 2000 Advanced Server | 8.1 TS1M0 | |
| Microsoft Windows 95/98 | 8.1 TS1M0 | |
| OS/2 | 8.1 TS1M0 | |
| OpenVMS VAX | 8.1 TS1M0 | 9.3 TS1M0 |
| z/OS | 8.1 TS1M0 | 9.3 TS1M0 |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Categorical Data Analysis
SAS Reference ==> Procedures ==> LOGISTIC
|
| Date Modified: | 2011-05-31 11:27:45 |
| Date Created: | 2011-05-05 15:35:24 |
