Proc Logistic: Ranking Strength of Predictors

0
votes

I have built a model using Proc logistic and I need to rank the strength of predictors. Should I be looking for something in one of the outputs? Or is there some code that will calculate the strength?

1
saslogistic-regression
I may not be understanding your question, but wouldn't your standardized regression coefficients be the weights you can use to rank your predictors? – ESmith5988
I'm not sure what you mean, would you mind giving me an example? I'm never used standardize weights to rank my predictors - I'm very new to this, . I'm using SAS by the way. – user2270911

1 Answers

1
votes

This document explains how to use standardized coefficients to rank the predictors of a logistic regression model. In proc logistic you specify stb option to get the standardized coefficients and ods output parameterestimates = params; to get these in a table. Then you calculate the absolute values of the standardized coefficients and rank them from highest (stronger predictors) to lowest (weaker predictors).

PROC LOGISTIC DATA=SASHELP.JUNKMAIL;
    MODEL CLASS = MAKE -- CAPTOTAL / STB;
    ODS OUTPUT PARAMETERESTIMATES = PARAMS;
RUN;

DATA PARAMS;
    SET PARAMS;
    WHERE VARIABLE NE 'Intercept';
    ABSSTANDARDIZEDEST = ABS(STANDARDIZEDEST);
    KEEP VARIABLE STANDARDIZEDEST ABSSTANDARDIZEDEST;
RUN;

PROC RANK DATA=PARAMS OUT=RANKPARAMS DESCENDING;
   VAR ABSSTANDARDIZEDEST;
   RANKS RANK;
RUN;

PROC SORT DATA=RANKPARAMS;
    BY RANK;
RUN;

PROC PRINT DATA=RANKPARAMS NOOBS;
RUN;