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Logistic Regression Using SAS®: Theory and Application by Paul D. Allison

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3.8. Predicted Values, Residuals, and Influence Statistics

Next, we turn to diagnostic statistics that are computed for each individual observation. GENMOD and LOGISTIC produce a large number of case-wise statistics that can either be printed in the output display or written to a separate file. Here are the ones produced by both procedures:

  • Linear predictor— Predicted log-odds for each case. In matrix notation, this is , so it’s commonly referred to as XBETA.

  • Standard error of linear predictor— Used in generating confidence intervals.

  • Predicted values— Predicted frequency of the event, based on the estimated model and values of the explanatory variables. For individual-level data, this is a predicted probability.

  • Confidence intervals for predicted ...

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