Logistic Regression Using SAS

Logistic Regression Using SAS
For this handout we will examine a dataset that is part of the data collected from A study of preventive
lifestyles and womens health conducted by a group of students in School of Public Health, at the University
of Michigan during the1997 winter term. There are 370 women in this study aged 40 to 91 years.
Description of variables:
Variable Name
Location
IDNUM
STOPMENS
AGESTOP1
NUMPREG1
AGEBIRTH
MAMFREQ4
DOB
EDUC
TOTINCOM
SMOKER
WEIGHT1
Description
Column
Identification number
1-4
1= Yes, 2= NO, 9= Missing
5
88=NA (haven't stopped) 99= Missing
6-7
88=NA (no births) 99= Missing
8-9
88=NA (no births) 99= Missing
10-11
1= Every 6 months
12
2= Every year
3= Every 2 years
4= Every 5 years
5= Never
6= Other
9= Missing
01/01/00 to 12/31/57
13-20
99/99/99= Missing
1= No formal school
21-22
2= Grade school
3= Some high school
4= High school graduate/ Diploma equivalent
5= Some college education/ Associates degree
6= College graduate
7= Some graduate school
8= Graduate school or professional degree
9= Other
99= Missing
1= Less than $10,000
23
2= $10.000 to 24,999
3= $25,000 to 39,999
4= $40.000 to 54,999
5= More than $55,000
8= Dont know
9= Missing
1= Yes, 2= No, 9= Missing
999= Missing
24
25-27
The yearcutoff option is used, which defines the 100-year window SAS will use for a two-digit year. We set
yearcutoff=1900 so that a date of birth of 12/21/05 will be read as Dec 21, 1905, rather than as Dec 21, 2005
(the default yearcutoff for SAS 9.2 is 1920).
options yearcutoff=1900;
The data step commands read in the raw data and set up the missing value codes. We set up the missing value
code for DOB to be 09/09/99, using a SAS date constant ("09SEP99"D). We also create some new variables:
MENOPAUSE (a 0,1 dummy variable), YEARBIRTH, AGE (age in years), EDCAT (a 3-level categorical
variable), AGECAT (a 4-level categorical variable), OVER50 (a 0, 1 dummy variable), and HIGHAGE (a
categorical variable with values 1 and 2).
data bcancer;
infile "brca.dat" lrecl=300;
input idnum 1-4 stopmens 5 agestop1 6-7 numpreg1 8-9 agebirth 10-11
mamfreq4 12 @13 dob mmddyy8. educ 21-22
totincom 23 smoker 24 weight1 25-27;
format dob mmddyy10.;
if
if
if
if
if
if
if
if
if
if
dob = "09SEP99"D then dob=.;

stopmens=9 then stopmens=.;
agestop1 = 88 or agestop1=99 then agestop1=.;
agebirth =99 then agebirth=.;
numpreg1=99 then numpreg1=.;
mamfreq4=9 then mamfreq4=.;
educ=99 then educ=.;
totincom=8 or totincom=9 then totincom=.;
smoker=9 then smoker=.;
weight1=999 then weight1=.;
if stopmens = 1 then menopause=1;

if stopmens = 2 then menopause=0;
yearbirth = year(dob);
age = int(("01JAN1997"d - dob)/365.25);
if educ not=. then do;
if educ in (1,2,3,4) then edcat = 1;
if educ in (5,6)
then edcat = 2;
if educ in (7,8)
then edcat = 3;
highed = (educ in (6,7,8));
end;
if age not=. then do;
if age <50 then agecat=1;
if age >=50 and age < 60 then agecat=2;
if age >=60 and age < 70 then agecat=3;
if age >=70 then agecat=4;
if age < 50 then over50 = 0;
if age >=50 then over50 = 1;
if age >= 50 then highage = 1;
if age < 50 then highage = 2;
end;
run;
Descriptives and Frequencies

We first get descriptive statistics for all the numerical variables in the dataset. We request specific statistics,
including nmiss, to stress the number of missing values for each variable.
title "Descriptive Statistics";
proc means data=bcancer n nmiss min max mean std;
run;
Descriptive Statistics
The MEANS Procedure
N
Variable
N Miss
Minimum
Maximum
Mean
Std Dev
---------------------------------------------------------------------------------------idnum
370
0
1008.00
2448.00
1761.69
412.7290352
stopmens
369
1
1.0000000
2.0000000
1.1598916
0.3670031
agestop1
297
73
27.0000000
61.0000000
47.1818182
6.3101650
numpreg1
366
4
0
12.0000000
2.9480874
1.8726683
agebirth
359
11
9.0000000
88.0000000
30.2228412
19.5615468
mamfreq4
328
42
1.0000000
6.0000000
2.9420732
1.3812853
dob
361
9
-19734.00
-1248.00
-7899.50
4007.12
educ
365
5
1.0000000
9.0000000
5.6410959
1.6374595
totincom
325
45
1.0000000
5.0000000
3.8276923
1.3080364
smoker
364
6
1.0000000
2.0000000
1.4862637
0.5004993
weight1
360
10
86.0000000
295.0000000
148.3527778
31.1093049
menopause 369
1
0
1.0000000
0.8401084
0.3670031
yearbirth 361
9
1905.00
1956.00
1937.86
10.9836177
age
361
9
40.0000000
91.0000000
58.1440443
10.9899588
edcat
364
6
1.0000000
3.0000000
2.0137363
0.7694786
highed
365
5
0
1.0000000
0.4383562
0.4968666
agecat
361
9
1.0000000
4.0000000
2.3296399
1.0798313
over50
361
9
0
1.0000000
0.7257618
0.4467488
highage
361
9
1.0000000
2.0000000
1.2742382
0.4467488
----------------------------------------------------------------------------------------
Next, we examine oneway frequencies for selected variables. Note that these could all have been requested in a
single tables statement. We will carefully check the Frequency Missing for each variable.
title "Oneway Frequencies";
proc freq data=bcancer;
tables dob stopmens menopause educ edcat age agecat over50 highage;
run;
The FREQ Procedure
Cumulative Cumulative
dob Frequency
Percent
Frequency
Percent
--------------------------------------------------------------12/21/1905
1
0.28
1
0.28
09/11/1909
1
0.28
2
0.55
12/04/1909
1
0.28
3
0.83
07/15/1911
1
0.28
4
1.11
04/01/1913
1
0.28
5
1.39
07/28/1913
1
0.28
6
1.66
....
11/18/1955
1
0.28
358
99.17
11/22/1955
1
0.28
359
99.45
02/24/1956
1
0.28
360
99.72
08/01/1956
1
0.28
361
100.00
Frequency Missing = 9
stopmens Frequency
Percent
Frequency
Percent
------------------------------------------------------------1
310
84.01
310
84.01
2
59
15.99
369
100.00
menopause Frequency
Percent
Frequency
-------------------------------------------------------------0
59
15.99
59
15.99
1
310
84.01
369
100.00
Percent
educ Frequency
Percent
Frequency
Percent
--------------------------------------------------------1
1
0.27
1
0.27
2
4
1.10
5
1.37
3
11
3.01
16
4.38
4
89
24.38
105
28.77
5
99
27.12
204
55.89
6
50
13.70
254
69.59
7
23
6.30
277
75.89
8
87
23.84
364
99.73
9
1
0.27
365
100.00
edcat Frequency
Percent
Frequency
Percent
---------------------------------------------------------1
105
28.85
105
28.85
2
149
40.93
254
69.78
3
110
30.22
364
100.00
age Frequency
Percent
Frequency
Percent
-------------------------------------------------------40
2
0.55
2
0.55
41
5
1.39
7
1.94
42
7
1.94
14
3.88
43
11
3.05
25
6.93
44
7
1.94
32
8.86
45
11
3.05
43
11.91
46
10
2.77
53
14.68
47
16
4.43
69
19.11
48
13
3.60
82
22.71
49
17
4.71
99
27.42
50
12
3.32
111
30.75
51
9
2.49
120
33.24
52
14
3.88
134
37.12
53
13
3.60
147
40.72
54
13
3.60
160
44.32
55
10
2.77
170
47.09
56
9
2.49
179
49.58
57
10
2.77
189
52.35
58
11
3.05
200
55.40
59
14
3.88
214
59.28
60
10
2.77
224
62.05
61
8
2.22
232
64.27
62
11
3.05
243
67.31
63
5
1.39
248
68.70
64
4
1.11
252
69.81
65
8
2.22
260
72.02
66
8
2.22
268
74.24
67
8
2.22
276
76.45
68
7
1.94
283
78.39
69
7
1.94
290
80.33
70
9
2.49
299
82.83
71
10
2.77
309
85.60
72
13
3.60
322
89.20
73
5
1.39
327
90.58
74
4
1.11
331
91.69
75
76
77
78
79
80
81
82
83
85
87
91
5
4
5
2
2
2
3
1
2
1
2
1
1.39
1.11
1.39
0.55
0.55
0.55
0.83
0.28
0.55
0.28
0.55
0.28
336
340
345
347
349
351
354
355
357
358
360
361
93.07
94.18
95.57
96.12
96.68
97.23
98.06
98.34
98.89
99.17
99.72
100.00
agecat Frequency
Percent
Frequency
Percent
----------------------------------------------------------1
99
27.42
99
27.42
2
115
31.86
214
59.28
3
76
21.05
290
80.33
4
71
19.67
361
100.00
over50 Frequency
Percent
Frequency
Percent
----------------------------------------------------------0
99
27.42
99
27.42
1
262
72.58
361
100.00
highage Frequency
Percent
Frequency
Percent
-----------------------------------------------------------1
262
72.58
262
72.58
2
99
27.42
361
100.00
Crosstabulation
Prior to fitting a logistic regression model, we check a crosstabulation to understand the relationship between
menopause and high age. In this 2 by 2 table both the predictor variable, HIGHAGE, and the outcome variable,
STOPMENS, are coded as 1 and 2. For HIGHAGE, the value 1 represents the high risk group (those whose age
is greater than or equal to 50 years), and for STOPMENS, the value 1 represents the outcome of interest (those
who are in menopause). Notice also that HIGHAGE is considered to be the risk factor so it is listed first (the
row variable) in the tables statement and STOPMENS is the outcome of interest so it is listed second (the
column variable).
We request the relative risk and the odds ratio.
/*Crosstabs of HIGHAGE by STOPMENS*/
title "2 x 2 Table";
title2 "HIGHAGE Coded as 1, 2";
tables highage*stopmens / relrisk chisq;
run;
2 x 2 Table
HIGHAGE Coded as 1, 2
The FREQ Procedure
Table of highage by stopmens
highage
stopmens
Frequency|
Percent |
Row Pct |
Col Pct |
1|
2| Total
---------+--------+--------+
1 | 251 |
10 | 261
| 69.72 | 2.78 | 72.50
| 96.17 | 3.83 |
| 83.39 | 16.95 |
---------+--------+--------+
2|
50 |
49 |
99
| 13.89 | 13.61 | 27.50
| 50.51 | 49.49 |
| 16.61 | 83.05 |
---------+--------+--------+
Total
301
59
360
83.61 16.39 100.00
Statistics for Table of highage by stopmens
Statistic
DF
Value
Prob
-----------------------------------------------------Chi-Square
1 109.2191 <.0001
Likelihood Ratio Chi-Square 1
99.0815 <.0001
Continuity Adj. Chi-Square
1 105.9122 <.0001
Mantel-Haenszel Chi-Square
1 108.9157 <.0001
Phi Coefficient
0.5508
Contingency Coefficient
0.4825
Cramer's V
0.5508
Fisher's Exact Test

---------------------------------Cell (1,1) Frequency (F)
251
Left-sided Pr <= F
1.0000
Right-sided Pr >= F
5.719E-23
Table Probability (P)
Two-sided Pr <= P
1.204E-21
5.719E-23
The output below says "Estimates of the Relative Risk (Row1/Row2)". This is what we want: the risk of
menopause for those who are high age (ROW1) divided by the risk of menopause for those who are not high
age (ROW2). To get the relative risk, we read the Cohort (Col 1 Risk) because we are interested in the relative
risk for being in menopause (Column 1 of STOPMENS). Notice that the odds ratio (24.6) is not a good estimate
of the risk ratio (1.90), because the outcome is not rare in this group of older women.
Estimates of the Relative Risk (Row1/Row2)
Type of Study
Value
95% Confidence Limits
----------------------------------------------------------------Case-Control (Odds Ratio)
24.5980
11.6802
51.8021
Cohort (Col1 Risk)
1.9041
1.5644
2.3176
Cohort (Col2 Risk)
0.0774
0.0408
0.1467
Effective Sample Size = 360
Logistic Regression Model with a dummy variable predictor

We now fit a logistic regression model, but using two different variables: OVER50 (coded as 0, 1) is used as the
predictor, and MENOPAUSE (also coded as 0,1) is used as the outcome. We use the descending option so SAS
will fit the probability of being a 1, rather than of being a zero.
proc logistic data=bcancer descending;
model menopause = over50/ rsquare;
run;
Alternatively, the same model can be fitted by specifying the level of menopause that is to be considered the
"event", as shown below:
proc logistic data=bcancer;
model menopause(event="1") =
run;
over50/ rsquare;
You can check that the correct probability is being modeled by looking at the portion of the output that lists it.
In this case, SAS reports "Probability modeled is menopause=1." so we know the model is set up correctly. We use
the predictor variable in this model as OVER50, which is a binary dummy variable coded as 0, 1. Just as in a
linear regression model, we can use a dummy variable as a predictor in a logistic regression model.
The value of the parameter estimate for OVER50 (3.2) tells us that the log-odds of being in menopause increase
(because the estimate is positive) by 3.2 units for those in menopause compared to those women who are not.
This result is significant, Wald chi-square (1 df) = 71.04, p< 0.0001. The odds ratio (24.6) is easier to interpret.
It tells us that the odds of being in menopause are 24.6 times higher for a woman who is over 50 than for
someone who is not. We can see that the 95% CI for the odds ratio does not include 1, so we can be pretty
confident that there is a strong relationship between being over 50 and being in menopause.
Logistic Regression with Dummy Variable Predictor
Over50 Coded as 0, 1
The LOGISTIC Procedure
Model Information
Data Set
WORK.BCANCER
Response Variable
menopause
Number of Response Levels
2
Model
binary logit
Optimization Technique
Fisher's scoring
Number of Observations Read
Number of Observations Used
370
360
Response Profile
Ordered
Total
Value
menopause
Frequency
1
1
301
2
0
59
Probability modeled is menopause=1.
NOTE: 10 observations were deleted due to missing values for the response or explanatory
variables.
Model Convergence Status
Convergence criterion (GCONV=1E-8) satisfied.
Model Fit Statistics
Intercept
Intercept
and
Criterion
Only
Covariates
AIC
323.165
226.084
SC
327.051
233.856
-2 Log L
321.165
222.084
R-Square 0.2406 Max-rescaled R-Square
0.4076
Testing Global Null Hypothesis: BETA=0

Test
Chi-Square
DF
Pr > ChiSq
Likelihood Ratio
99.0815
1
<.0001
Score
109.2191
1
<.0001
Wald
71.0363
1
<.0001
Analysis of Maximum Likelihood Estimates
Standard
Wald
Parameter DF Estimate
Error Chi-Square Pr > ChiSq
Intercept
1
0.0202
0.2010
0.0101
0.9199
over50
1
3.2026
0.3800
71.0363
<.0001
Odds Ratio Estimates
Point
95% Wald
Effect Estimate
Confidence Limits
over50
24.596
11.680
51.798
Association
Percent
Percent
Percent
Pairs
of Predicted Probabilities and Observed Responses

Concordant
69.3 Somers' D 0.664
Discordant
2.8 Gamma
0.922
Tied
27.9 Tau-a
0.183
17759 c
0.832
Logistic Regression Model with a class variable as predictor

We now fit the same model, but using a class variable, HIGHAGE (coded as 1=Highage and 2=Not Highage),
as the predictor. In this case, we want to use a class statement, because this predictor is not a dummy (0,1)
variable as in the previous example. Note that in the class statement, we specify the reference level for
HIGHAGE (ref="2"), and we also use the option param=ref after a forward slash. So, we will be fitting a
model in which we are comparing the odds of being in menopause for those women who are over 50
(HIGHAGE=1) to those who are not over 50 (HIGHAGE=2, the reference category).
Note that the results of this model fit are the same as in the previous model, but with some minor modifications.
8

class highage(ref="2") / param=ref;
model menopause(event="1") = highage/ rsquare;
run;
Logistic Regression with a Class Statement
Highage used as Predictor
Reference Category is Not-Highage (HighAge=2)
Model Information
Data Set
WORK.BCANCER
Response Variable
menopause
2
Model
binary logit
Fisher's scoring
370
360
Response Profile
Ordered
Total
Value
menopause
Frequency
1
2
1
0
301
59

variables.
Check the Class Level Information to be sure SAS has set up the coding for HIGHAGE correctly. We see that
the Design Variables are set up so that HIGHAGE=1 is coded as 1, and HIGHAGE=2 is coded as 0, as we
intended.
Class Level Information
Design
Class
Value
Variables
highage
1
1
2
0

Intercept
Intercept
and
Criterion
Only
Covariates
AIC
323.165
226.084
SC
327.051
233.856
-2 Log L
321.165
222.084
R-Square
0.2406
Max-rescaled R-Square
0.4076

Test
Chi-Square
DF
Pr > ChiSq
Likelihood Ratio
99.0815
1
<.0001
Score
109.2191
1
<.0001
Wald
71.0363
1
<.0001
Type 3 Analysis of Effects
Wald
Effect
DF Chi-Square Pr > ChiSq
highage
1
71.0363
<.0001
The output for the parameter estimate is slightly different than for the previous model. In this case, we see
highage 1, to emphasize that this is for HIGHAGE=1 compared to the reference category (HIGHAGE=2).
Standard
Wald
Parameter
DF Estimate
Intercept
1
0.0202
0.2010
0.0101
0.9199
highage 1
1
3.2026
0.3800
71.0363
<.0001
The output for the odds ratio also emphasizes that we are looking at the odds ratio for HIGHAGE=1 vs. 2.
Point
95% Wald
Effect
Estimate
Confidence Limits
highage 1 vs 2
24.596
11.680
51.798
Logistic Regression Model with a class predictor with more than two categories
We now look at the relationship of education categories to menopause. Again, we begin by checking the crosstabulation between education and menopause, using the variable EDCAT as the "exposure" and STOPMENS as
the "outcome" or event. Because we are interested in the probability of STOPMENS = 1, for each level of
EDCAT, we really need only the row percents, so we suppress the display of column and total percent by using
the nocol nopercent options. We see in the output that the proportion of women in menopause decreases with
increasing education level.
title "Relationship of Education Categories to Menopause";
tables edcat*stopmens / chisq nocol nopercent;
run;
10
Table of edcat by stopmens

edcat
stopmens
Frequency|
Row Pct |
1|
2| Total
---------+--------+--------+
1|
96 |
9 | 105
| 91.43 | 8.57 |
---------+--------+--------+
2 | 125 |
23 | 148
| 84.46 | 15.54 |
---------+--------+--------+
3|
84 |
26 | 110
| 76.36 | 23.64 |
---------+--------+--------+
Total
305
58
363
Statistics for Table of edcat by stopmens
Statistic
DF
Value
Prob
-----------------------------------------------------Chi-Square
2
9.1172 0.0105
Likelihood Ratio Chi-Square 2
9.3370 0.0094
1
9.0715 0.0026
Phi Coefficient
0.1585
0.1565
Cramer's V
0.1585
We now fit a logistic regression model, using EDCAT as a predictor, by including it in the class statement. The
reference category is EDCAT=1.
class edcat(ref="1") / param = ref;
model menopause(event="1") = edcat/ rsquare;
run;
Logistic Regression to Predict Menopause From Education
Model Information
Data Set
WORK.BCANCER
Response Variable
menopause
2
Model
binary logit
Fisher's scoring
370
363
Response Profile
Ordered
Total
Value
menopause
Frequency
1
1
305
2
0
58
variables.
We can look at the class level information below to see that EDCAT=1 is the reference category, because it has
a value of 0 for all of the design variables.
Design
Class
Value
Variables
11
edcat
2
3
1
0
0
1

Intercept
Intercept
and
Criterion
Only
Covariates
AIC
320.935
315.598
SC
324.829
327.281
-2 Log L
318.935
309.598
R-Square
0.0254
0.0434
The portion of the output on Testing the Global Null Hypothesis provides an overall test for all parameters in
the model. Thus, we can see that there is a likelihood ratio chi-square test of whether there is any effect of
EDCAT, 2 (2df) = 9.337, p=.0094. The Wald chi-square test is slightly smaller 2 (2df) = 8.63, p=.0134, but
gives similar results.
Test
Chi-Square
DF
Pr > ChiSq
Likelihood Ratio
9.3370
2
0.0094
Score
9.1172
2
0.0105
Wald
8.6314
2
0.0134
Wald
Effect
edcat
2
8.6314
0.0134
The parmeter estimate for EDCAT 2 shows that the log-odds of menopause for someone with EDCAT=2 are
smaller than for someone with EDCAT=1, but this difference is not significant (p=0.1050). The parameter
estimate for EDCAT 3 are negative, indicating that someone with EDCAT=3 has a lower log-odds of
menopause than a person with EDCAT=1, and this difference is significant (p=0.004) .
Standard
Wald
Parameter
DF Estimate
Intercept
1
2.3671
0.3486
46.1069
<.0001
edcat
2
1
-0.6743
0.4159
2.6279
0.1050
edcat
3
1
-1.1944
0.4146
8.2990
0.0040
The odds ratio estimate for EDCAT 3 vs 1 is .303, indicating that the odds of being in menopause for a person
with EDCAT=3 are only 30% of the odds of being in menopause for a person with EDCAT=1.
Point
95% Wald
Effect
Estimate
Confidence Limits
edcat 2 vs 1
0.510
0.225
1.151
edcat 3 vs 1
0.303
0.134
0.683
Association
Percent
Percent
Percent
Pairs

Concordant
45.0 Somers' D 0.234
Discordant
21.6 Gamma
0.352
Tied
33.5 Tau-a
0.063
17690 c
0.617
Logistic Regression Model with a continuous predictor

12
We now look at a logistic regression model, but this time with a single continuous predictor (AGE). We also
request ods graphics to obtain a plot showing the relationship between AGE and the estimated probability of
being in menopause. The units statement allows us to see the effect of a 1-year, 5-year, and 10-year increase in
age on the odds of being in menopause.
The parameter estimate for AGE is positive (0.2829) telling us that the log-odds of being in menopause increase
by .28 units for a woman who is one year older compared to her counterpart who is one year younger. The odds
ratio (1.33) tells us that the odds of being in menopause for a woman who is one year older are 1.33 times
greater. The last part of the output shows us the odds ratio for a one-year, five-year and 10-year increase in age.
We estimate that the odds of being in menopause for a woman who is five years older than her counterpart are
4.1 times greater, and for a 10-year increase in age, the odds of being in menopause are almost 17 times greater.
ods graphics on;
proc logistic data=bcancer plots=(effect);
model menopause(event="1") = age / rsquare;
units age = 1 5 10;
run;
ods graphics off;
Logistic Regression with a Continuous Predictor
Model Information
Data Set
WORK.BCANCER
Response Variable
menopause
2
Model
binary logit
Fisher's scoring
370
360
Response Profile
Ordered
Total
Value
menopause
Frequency
1
1
301
2
0
59
variables.
Intercept
Intercept
and
Criterion
Only
Covariates
AIC
323.165
201.019
SC
327.051
208.792
-2 Log L
321.165
197.019
R-Square
0.2917
0.4942

Test
Chi-Square
DF
Pr > ChiSq
Likelihood Ratio
124.1456
1
<.0001
Score
81.0669
1
<.0001
Wald
49.7646
1
<.0001
Standard
Wald
Parameter DF Estimate
13
Intercept
age
1
1
-12.8675
0.2829
1.9360
0.0401
44.1735
49.7646
<.0001
<.0001

Effect
age
Association
Percent
Percent
Percent
Pairs
Point
Estimate
1.327
95% Wald
Confidence Limits
1.227
1.436

Concordant
89.3 Somers' D 0.806
Discordant
8.7 Gamma
0.822
Tied
2.0 Tau-a
0.222
17759 c
0.903
Adjusted Odds Ratios

Effect
Unit
Estimate
age
1.0000
1.327
age
5.0000
4.115
age
10.0000
16.935
Quasi-Complete Separation in a Logistic Regression Model

One fairly common occurrence in a logistic regression model is that the model fails to converge. This often
happens when you have a categorical predictor that is too perfect, that is, there may be a category with no
variability in the response (all subjects in one category of the predictor have the same response). This is called
14
quasi-complete separation. When this happens, SAS will give a warning message in the output. These warnings
should be taken seriously, and the model should be refitted, perhaps by combining some categories of the
predictor.
Even if there is not quasi-complete separation, separation may be nearly complete, so the standard error for a
parameter estimate can become very large. It is good practice to examine the parameter estimates and their
standard errors carefully for any logistic regression output.
We now examine a situation where quasi-complete separation occurs, using the variable AGECAT as a predictor
in a logistic regression. However, first we check the crosstabulation between AGECAT and STOPMENS, using
Proc Freq. Notice that in the highest age category, all 71 women are in menopause (not surprisingly).
title "Relationship of AGECAT to MENOPAUSE";
tables agecat*stopmens/ chisq nocol nopercent;
run;
Relationship of AGECAT to MENOPAUSE

The FREQ Procedure
Table of agecat by stopmens
agecat
stopmens
Frequency|
Row Pct |
1|
2| Total
---------+--------+--------+
1|
50 |
49 |
99
| 50.51 | 49.49 |
---------+--------+--------+
2 | 106 |
9 | 115
| 92.17 | 7.83 |
---------+--------+--------+
3|
74 |
1|
75
| 98.67 | 1.33 |
---------+--------+--------+
4|
71 |
0|
71
| 100.00 | 0.00 |
---------+--------+--------+
Total
301
59
360
Statistics for Table of agecat by stopmens
Statistic
DF
Value
Prob
-----------------------------------------------------Chi-Square
3 111.6605 <.0001
Likelihood Ratio Chi-Square 3 110.1752 <.0001
1
78.6978 <.0001
Phi Coefficient
0.5569
0.4866
Cramer's V
0.5569
Effective Sample Size = 360
We now fit the corresponding logistic regression model, using AGECAT in a class statement, with AGECAT=1
as the reference category.
class agecat(ref="1") / param = ref;
model menopause(event="1") = agecat/ rsquare;
run;
15
Logistic Regression with AGECAT as Predictor

This Analysis Does not Work
Check out the Parameter Estimates and Standard Errors
Model Information
Data Set
WORK.BCANCER
Response Variable
menopause
2
Model
binary logit
Fisher's scoring
370
360
Response Profile
Ordered
Total
Value
menopause
Frequency
1
1
301
2
0
59
variables.
We check out the Class Level Information to see that the design variables are set up correctly to have
AGECAT=1 as the reference category.
Class
Value
Design Variables
agecat
1
0
0
0
2
1
0
0
3
0
1
0
4
0
0
1
The notes in the output below alert us to the problem of quasi-complete separation of data points.
Quasi-complete separation of data points detected.
WARNING: The maximum likelihood estimate may not exist.
WARNING: The LOGISTIC procedure continues in spite of the above warning. Results shown are
based on the last maximum likelihood iteration. Validity of the model fit is
questionable.
WARNING: The validity of the model fit is questionable.
Intercept
Intercept
and
Criterion
Only
Covariates
AIC
323.165
218.990
SC
327.051
234.534
-2 Log L
321.165
210.990
R-Square
0.2636
0.4467

Test
Chi-Square
DF
Pr > ChiSq
Likelihood Ratio
110.1752
3
<.0001
Score
111.6605
3
<.0001
Wald
50.0793
3
<.0001
Wald
Effect
agecat
3
50.0793
<.0001
16

Parameter
Intercept
agecat 2
agecat 3
agecat 4
DF
1
1
1
1
Standard
Wald
Estimate
Error Chi-Square
0.0202
0.2010
0.0101
2.4460
0.4012
37.1721
4.2839
1.0266
17.4126
14.8969
205.9
0.0052
Pr > ChiSq
0.9199
<.0001
<.0001
0.9423
WARNING: The validity of the model fit is questionable.
Note that the point estimate of the odds ratio for AGECAT=4 is >999.999 and the 95% confidence interval is
huge. This alerts us that there is a problem with AGECAT=4.
Point
95% Wald
Effect
Estimate
Confidence Limits
agecat 2 vs 1
11.542
5.258
25.339
agecat 3 vs 1
72.520
9.696
542.384
agecat 4 vs 1 >999.999
<0.001 >999.999
Association
Percent
Percent
Percent
Pairs

Concordant
77.0 Somers' D 0.736
Discordant
3.4 Gamma
0.915
Tied
19.6 Tau-a
0.202
17759 c
0.868
Based on the information that we saw in the crosstabulation, we will create a new variable AGECAT3, with 3
age categories, collapsing category 3 and category 4.
/*Recode Agecat into AGECAT3
data bcancer2;
set bcancer;
if age not=. then do;
if age < 50 then agecat3
if age >=50 and age < 60
if age >=60 then agecat3
end;
run;
with 3 categories*/
= 1;
then agecat3 = 2;
= 3;
We now fit a new logistic regression, with AGECAT3 as a categorical predictor. Note in the output for this
model, we do not have a problem with quasi-complete separation, but we do have a very large confidence
interval for the odds ratio for AGECAT=3, owing to the fact that there was only one person who was not in
menopause in this category.
proc logistic data=bcancer2;
class agecat3(ref="1") / param = ref;
model menopause(event="1") = agecat3/ rsquare;
run;
17
Logistic Regression with Recoded Age Categories

This Analysis Works
Model Information
Data Set
WORK.BCANCER2
Response Variable
menopause
2
Model
binary logit
Fisher's scoring
370
360
Response Profile
Ordered
Total
Value
menopause
Frequency
1
2
1
0
301
59

variables.
Design
Class
Value
Variables
agecat3
1
0
0
2
1
0
3
0
1
Intercept
Intercept
and
Criterion
Only
Covariates
AIC
323.165
218.329
SC
327.051
229.987
-2 Log L
321.165
212.329
R-Square
0.2609
0.4420

Test
Chi-Square
DF
Pr > ChiSq
Likelihood Ratio
108.8365
2
<.0001
Score
111.6132
2
<.0001
Wald
55.3535
2
<.0001
Wald
Effect
agecat3
2
55.3535
<.0001
Standard
Wald
Parameter
DF Estimate
Error Chi-Square
Intercept
1
0.0202
0.2010
0.0101
agecat3 2
1
2.4460
0.4012
37.1721
agecat3 3
1
4.9565
1.0234
23.4578
Pr > ChiSq
0.9199
<.0001
<.0001

Point
95% Wald
18
Effect
Estimate
Confidence Limits
agecat3 2 vs 1
11.542
5.258
25.339
agecat3 3 vs 1
142.097
19.120 >999.999
Association
Percent
Percent
Percent
Pairs

Concordant
76.6 Somers' D 0.732
Discordant
3.4 Gamma
0.915
Tied
20.0 Tau-a
0.201
17759 c
0.866
Logistic Regression Model with Several Predictors

We now fit a logistic regression model with several predictors, both continuous and categorical. Note especially
the global test for the model, which has 6 degrees of freedom, due to the 6 parameters that are estimated for the
predictors in the model. There are two parameters for EDCAT and one each for AGE, SMOKER, TOTINCOM,
and NUMPREG1. The only predictor that is significant in this model is AGE (p<0.0001)..
model menopause(event="1") = age edcat smoker totincom numpreg1
/ rsquare;
run;
Logistic Regression with Several Predictors
Model Information
Data Set
WORK.BCANCER
Response Variable
menopause
2
Model
binary logit
Fisher's scoring
370
313
Response Profile
Ordered
Total
Value
menopause
Frequency
1
1
259
2
0
54
variables.
Design
Class
Value
Variables
edcat
1
0
0
2
1
0
3
0
1
Intercept
Intercept
and
Criterion
Only
Covariates
AIC
289.876
191.510
SC
293.622
217.734
-2 Log L
287.876
177.510
R-Square 0.2971 Max-rescaled R-Square
0.4941
19

Test
Chi-Square
DF
Pr > ChiSq
Likelihood Ratio
110.3657
6
<.0001
Score
73.1512
6
<.0001
Wald
44.6630
6
<.0001
Wald
Effect
age
1
40.6094
<.0001
edcat
2
2.3776
0.3046
smoker
1
2.9092
0.0881
totincom
1
0.3032
0.5819
numpreg1
1
0.0025
0.9605
Standard
Wald
Parameter
DF Estimate
Intercept
1 -10.8151
2.2132
23.8788
<.0001
age
1
0.2797
0.0439
40.6094
<.0001
edcat
2
1
-0.4356
0.5524
0.6219
0.4304
edcat
3
1
-0.8401
0.5636
2.2214
0.1361
smoker
1
-0.6543
0.3836
2.9092
0.0881
totincom
1
-0.0927
0.1683
0.3032
0.5819
numpreg1
1
0.00646
0.1305
0.0025
0.9605
Point
95% Wald
Effect
Estimate
Confidence Limits
age
1.323
1.214
1.442
edcat 2 vs 1
0.647
0.219
1.910
edcat 3 vs 1
0.432
0.143
1.303
smoker
0.520
0.245
1.102
totincom
0.911
0.655
1.268
numpreg1
1.006
0.779
1.300
Association
Percent
Percent
Percent
Pairs

Concordant
90.0 Somers' D 0.802
Discordant
9.8 Gamma
0.804
Tied
0.2 Tau-a
0.230
13986 c
0.901
Logistic Regression Model Using Proc Genmod

Logistic regression models, along with several other types of models, can be fitted using Proc Genmod. You
need to supply the distribution that the dependent variable has (in this case we use dist=bin), and you can also
specify a link function. In this case we use the default link (for a binary distribution, the default link is logit), so
we will be fitting the same model as in Proc Logistic. The type3 option in the model statement gives us the
type3 test for each predictor in the model. However, unlike Proc Logistic, which gives Wald tests in the type3
output, we get Likelihood Ratio tests, which are preferable.
proc genmod data=bcancer descending;
model menopause = age edcat smoker totincom numpreg1
/ dist=bin type3;
run;
Logistic Regression Using Proc Genmod
The GENMOD Procedure
Model Information
Data Set
WORK.BCANCER
Distribution
Binomial
Link Function
Logit
20
Dependent Variable
menopause

370
313
Number of Events
259
Number of Trials
313
Missing Values
57
Design
Class
Value
Variables
edcat
1
0
0
2
1
0
3
0
1
Response Profile
Ordered
Total
Value menopause Frequency
1 1
259
2 0
54
PROC GENMOD is modeling the probability that menopause='1'.
Criteria For Assessing Goodness Of Fit
Criterion
DF
Value
Value/DF
Deviance
306
177.5102
0.5801
Scaled Deviance
306
177.5102
0.5801
Pearson Chi-Square
306
297.4367
0.9720
Scaled Pearson X2
306
297.4367
0.9720
Log Likelihood
-88.7551
Algorithm converged.
Analysis Of Parameter Estimates
Standard
Wald 95% Confidence
ChiParameter
DF Estimate
Error
Limits
Square Pr > ChiSq
Intercept
1 -10.8151
2.2132 -15.1530
-6.4773
23.88
<.0001
age
1
0.2797
0.0439
0.1937
0.3658
40.61
<.0001
edcat
2
1
-0.4356
0.5524
-1.5182
0.6470
0.62
0.4304
edcat
3
1
-0.8401
0.5636
-1.9448
0.2647
2.22
0.1361
smoker
1
-0.6543
0.3836
-1.4062
0.0976
2.91
0.0881
totincom
1
-0.0927
0.1683
-0.4226
0.2372
0.30
0.5819
numpreg1
1
0.0065
0.1305
-0.2494
0.2623
0.00
0.9605
Scale
0
1.0000
0.0000
1.0000
1.0000
NOTE: The scale parameter was held fixed.
LR Statistics For Type 3 Analysis
ChiSource
DF
Square Pr > ChiSq
age
1
89.12
<.0001
edcat
2
2.45
0.2932
smoker
1
2.96
0.0852
totincom
1
0.31
0.5794
numpreg1
1
0.00
0.9605
Compare these LR (Likelihood Ratio) statistics in the Type 3 Analysis with the Type 3 tests from Proc Logistic
shown below. Those given below show more significant digits, and are in some cases quite different.
Wald
Effect
age
1
40.6094
<.0001
edcat
2
2.3776
0.3046
smoker
1
2.9092
0.0881
totincom
1
0.3032
0.5819
numpreg1
1
0.0025
0.9605
Estimating the Risk Ratio Using Proc Genmod

21
Because we can specify a large range of link functions using Proc Genmod, we have the opportunity to fit a
model using the Log link with the binary distribution. When we exponentiate this estimate, we get an estimate
of the Risk Ratio, rather than the Odds Ratio. Here is the code for this example, using HIGHAGE as the
predictor:
proc genmod data=bcancer descending;
class highage(ref="2") / param = ref;
model menopause = highage / dist=bin type3 link=log;
estimate "Effect of High Age" highage 1 / exp;
run;
Partial output from this model is shown below. Note that the Risk Ratio (1.90) matches the one we calculated
for HIGHAGE in the Proc Freq output at the beginning of this handout:
Criteria For Assessing Goodness Of Fit
Criterion
DF
Log Likelihood
Full Log Likelihood
AIC (smaller is better)
AICC (smaller is better)
BIC (smaller is better)
Value
Value/DF
-111.0418
-111.0418
226.0836
226.1172
233.8558
Algorithm converged.
Analysis Of Maximum Likelihood Parameter Estimates
Parameter
Intercept
highage
Scale
DF
1
Standard
Estimate
Wald 95% Confidence

Error
Limits
Wald
Chi-Square
1
-0.6831
0.0995
-0.8781
-0.4881
1
0.6440
0.1003
0.4475
0.8405
0
1.0000
0.0000
1.0000
1.0000
47.14
41.26
Pr > ChiSq
<.0001
<.0001
NOTE: The scale parameter was held fixed.

LR Statistics For Type 3 Analysis
Source
highage
ChiDF
Square
1
99.08
Pr > ChiSq
<.0001
Contrast Estimate Results

Mean
Mean
L'Beta Standard
L'Beta
Label
Estimate Confidence Limits Estimate
Error Alpha Confidence Limits
Effect of High Age
1.9041 1.5644 2.3176 0.6440 0.1003 0.05 0.4475 0.8405
Exp(Effect of High Age)
1.9041 0.1909 0.05 1.5644 2.3176
Contrast Estimate Results
ChiLabel
Square Pr > ChiSq
Effect of High Age
41.26
<.0001
Exp(Effect of High Age)
22

Logistic Regression Using SAS

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Logistic Regression Using SAS

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Logistic Regression Using SAS

dob = "09SEP99"D then dob=.;

if stopmens = 1 then menopause=1;

Descriptives and Frequencies

Fisher's Exact Test

Logistic Regression Model with a dummy variable predictor

Testing Global Null Hypothesis: BETA=0

of Predicted Probabilities and Observed Responses

Logistic Regression Model with a class variable as predictor

proc logistic data=bcancer;

Probability modeled is menopause=1.

Model Fit Statistics

Testing Global Null Hypothesis: BETA=0

Table of edcat by stopmens

Model Convergence Status

of Predicted Probabilities and Observed Responses

Logistic Regression Model with a continuous predictor

Testing Global Null Hypothesis: BETA=0

Odds Ratio Estimates

of Predicted Probabilities and Observed Responses

Adjusted Odds Ratios

Quasi-Complete Separation in a Logistic Regression Model

Relationship of AGECAT to MENOPAUSE

Logistic Regression with AGECAT as Predictor

Testing Global Null Hypothesis: BETA=0

Analysis of Maximum Likelihood Estimates

WARNING: The validity of the model fit is questionable.

of Predicted Probabilities and Observed Responses

Logistic Regression with Recoded Age Categories

Probability modeled is menopause=1.

Testing Global Null Hypothesis: BETA=0

Odds Ratio Estimates

of Predicted Probabilities and Observed Responses

Logistic Regression Model with Several Predictors

Testing Global Null Hypothesis: BETA=0

of Predicted Probabilities and Observed Responses

Logistic Regression Model Using Proc Genmod

Number of Observations Read

Estimating the Risk Ratio Using Proc Genmod

Wald 95% Confidence

NOTE: The scale parameter was held fixed.

Contrast Estimate Results

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