Question

I want to perform the standard likelihood ratio test in logsitic regression using SAS. I will have a full logistic model, containing all variables, named A and a nested logistic model B, which is derived by dropping out one variable from A.

If I want to test whether that drop out variable is significant or not, I shall perform a likelihood ratio test of model A and B. Is there an easy way to perform this test (essentially a chi-square test) in SAS using a PROC? Thank you very much for the help.

Answer 1

If you want to perform likelihood ratio tests that are full model v.s. one variable dropped model, you can use the GENMOD procedure with the type3 option.

Script:

data d1;
do z = 0 to 2;
do y = 0 to 1;
do x = 0 to 1;
  input n @@;
  output;
end; end; end;
cards;
100 200 300 400
50 100 150 200
50 100 150 200
;
proc genmod data = d1;
  class y z;
  freq n;
  model x = y z / error = bin link = logit type3;
run;

Output:

     LR Statistics For Type 3 Analysis

                          Chi-
Source           DF     Square    Pr > ChiSq

y                 1      16.09        <.0001
z                 2       0.00        1.0000