How do I change the threshold value of predicted probability in a logistic regression model where the dependent variable is binary? This value is set at 0.5 by default by the software.
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1 Answers
1
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One option:
PPROB=value PPROB=(list) specifies one critical probability value (or cutpoint) or a list of critical probability values for classifying observations with the CTABLE option. Each value must be between 0 and 1. A response that has a cross validated predicted probability greater than or equal to the current PPROB= value is classified as an event response. The PPROB= option is ignored if the CTABLE option is not specified.
Depending on what you're looking for there may be other ways. I'd also check to make sure it was applied in place where I was expecting it to be, i.e. output tables as well was CTABLE.
proc logistic data=sashelp.heart ;
class sex smoking_status;
model status = sex smoking_status weight/ctable pprob=0.7;
output out=want;
run;quit;