Logistic regression, also called a logit model, is used to model dichotomous outcome variables. In the logit model the log odds of the outcome is modeled as a linear combination of the predictor variables.
Please note: The purpose of this page is to show how to use various data analysis commands. It does not cover all aspects of the research process which researchers are expected to do. In particular, it does not cover data cleaning and checking, verification of assumptions, model diagnostics and potential follow-up analyses.
Example 1: Suppose that we are interested in the factors that influence whether a political candidate wins an election. The outcome (response) variable is binary (0/1); win or lose. The predictor variables of interest are the amount of money spent on the campaign, the amount of time spent campaigning negatively, and whether the candidate is an incumbent. Example 2: A researcher is interested in how variables, such as GRE (Graduate Record Exam scores), GPA (grade point average) and prestige of the undergraduate institution, effect admission into graduate school. The outcome variable, admit/don’t admit, is binary.
Description of the data
For our data analysis below, we are going to expand on Example 2 about getting into graduate school. We have generated hypothetical data, which can be obtained from our website by clicking on https://stats.idre.ucla.edu/wp-content/uploads/2016/02/binary.sas7bdat. You can store this anywhere you like, but the syntax below assumes it has been stored in the directory c:data. This data set has a binary response (outcome, dependent) variable called admit, which is equal to 1 if the individual was admitted to graduate school, and 0 otherwise. There are three predictor variables: gre, gpa, and rank. We will treat the variables gre and gpa as continuous. The variable rank takes on the values 1 through 4. Institutions with a rank of 1 have the highest prestige, while those with a rank of 4 have the lowest. We start out by looking at some descriptive statistics.
proc means data="c:\data\binary"; var gre gpa; run; The MEANS Procedure Variable N Mean Std Dev Minimum Maximum ------------------------------------------------------------------------------- GRE 400 587.7000000 115.5165364 220.0000000 800.0000000 GPA 400 3.3899000 0.3805668 2.2600000 4.0000000 ------------------------------------------------------------------------------- proc freq data="c:\data\binary"; tables rank admit admit*rank; run; The FREQ Procedure Cumulative Cumulative RANK Frequency Percent Frequency Percent ---------------------------------------------------------- 1 61 15.25 61 15.25 2 151 37.75 212 53.00 3 121 30.25 333 83.25 4 67 16.75 400 100.00 Cumulative Cumulative ADMIT Frequency Percent Frequency Percent ---------------------------------------------------------- 0 273 68.25 273 68.25 1 127 31.75 400 100.00 Table of ADMIT by RANK ADMIT RANK Frequency| Percent | Row Pct | Col Pct | 1| 2| 3| 4| Total ---------+--------+--------+--------+--------+- 0 | 28 | 97 | 93 | 55 | 273 | 7.00 | 24.25 | 23.25 | 13.75 | 68.25 | 10.26 | 35.53 | 34.07 | 20.15 | | 45.90 | 64.24 | 76.86 | 82.09 | ---------+--------+--------+--------+--------+- 1 | 33 | 54 | 28 | 12 | 127 | 8.25 | 13.50 | 7.00 | 3.00 | 31.75 | 25.98 | 42.52 | 22.05 | 9.45 | | 54.10 | 35.76 | 23.14 | 17.91 | ---------+--------+--------+--------+--------+- Total 61 151 121 67 400 15.25 37.75 30.25 16.75 100.00
Analysis methods you might consider
Below is a list of some analysis methods you may have encountered. Some of the methods listed are quite reasonable while others have either fallen out of favor or have limitations.
- Logistic regression, the focus of this page.
- Probit regression. Probit analysis will produce results similar tologistic regression. The choice of probit versus logit depends largely onindividual preferences.
- OLS regression. When used with a binary response variable, this model is knownas a linear probability model and can be used as a way todescribe conditional probabilities. However, the errors (i.e., residuals) from the linear probability model violate the homoskedasticity andnormality of errors assumptions of OLSregression, resulting in invalid standard errors and hypothesis tests. Fora more thorough discussion of these and other problems with the linearprobability model, see Long (1997, p. 38-40).
- Two-group discriminant function analysis. A multivariate method for dichotomous outcome variables.
- Hotelling’s T2. The 0/1 outcome is turned into thegrouping variable, and the former predictors are turned into outcomevariables. This will produce an overall test of significance but will notgive individual coefficients for each variable, and it is unclear the extentto which each “predictor” is adjusted for the impact of the other”predictors.”
Using the logit model
Below we run the logistic regression model. To model 1s rather than 0s, we use the descending option. We do this because by default, proc logistic models 0s rather than 1s, in this case that would mean predicting the probability of not getting into graduate school (admit=0) versus getting in (admit=1). Mathematically, the models are equivalent, but conceptually, it probably makes more sense to model the probability of getting into graduate school versus not getting in. The class statement tells SAS that rank is a categorical variable. The param=ref option after the slash requests dummy coding, rather than the default effects coding, for the levels of rank. For more information on dummy versus effects coding in proc logistic, see our FAQ page: In PROC LOGISTIC why aren’t the coefficients consistent with the odds ratios?.
proc logistic data="c:\data\binary" descending; class rank / param=ref ; model admit = gre gpa rank; run;
The output from proc logistic is broken into several sections each of which is discussed below.
The LOGISTIC Procedure Model Information Data Set c:\data\binary Written by SAS Response Variable ADMIT Number of Response Levels 2 Model binary logit Optimization Technique Fisher's scoring Number of Observations Read 400 Number of Observations Used 400 Response Profile Ordered Total Value ADMIT Frequency 1 1 127 2 0 273 Probability modeled is ADMIT=1. Class Level Information Class Value Design Variables RANK 1 1 0 0 2 0 1 0 3 0 0 1 4 0 0 0 Model Convergence Status Convergence criterion (GCONV=1E-8) satisfied.
- The first part of the above output tells us the file being analyzed (c:\data\binary) and the number of observations used. We see that all 400 observations in our data set were used in the analysis (fewer observations would have been used if any of our variables had missing values).
- We also see that SAS is modeling admit using a binary logit model and that the probability that of admit = 1 is being modeled. (If we omitted the descending option, SAS would model admit being 0 and our results would be completely reversed.)
Model Fit Statistics Intercept Intercept and Criterion Only Covariates AIC 501.977 470.517 SC 505.968 494.466 -2 Log L 499.977 458.517 Testing Global Null Hypothesis: BETA=0 Test Chi-Square DF Pr > ChiSq Likelihood Ratio 41.4590 5 <.0001 Score 40.1603 5 <.0001 Wald 36.1390 5 <.0001 Type 3 Analysis of Effects Wald Effect DF Chi-Square Pr > ChiSq GRE 1 4.2842 0.0385 GPA 1 5.8714 0.0154 RANK 3 20.8949 0.0001
- The portion of the output labeled Model Fit Statistics describes and tests the overall fit of the model. The -2 Log L (499.977) can be used in comparisons of nested models, but we won’t show an example of that here.
- In the next section of output, the likelihood ratio chi-square of 41.4590 with a p-value of 0.0001 tells us that our model as a whole fits significantly better than an empty model. The Score and Wald tests are asymptotically equivalent tests of the same hypothesis tested by the likelihood ratio test, not surprisingly, these tests also indicate that the model is statistically significant.
- The section labeled Type 3 Analysis of Effects, shows the hypothesis tests for each of the variables in the model individually. The chi-square test statistics and associated p-values shown in the table indicate that each of the three variables in the model significantly improve the model fit. For gre and gpa, this test duplicates the test of the coefficients shown below. However, for class variables (e.g., rank), this table gives the multiple degree of freedom test for the overall effect of the variable.
Analysis of Maximum Likelihood Estimates Standard Wald Parameter DF Estimate Error Chi-Square Pr > ChiSq Intercept 1 -5.5414 1.1381 23.7081 <.0001 GRE 1 0.00226 0.00109 4.2842 0.0385 GPA 1 0.8040 0.3318 5.8714 0.0154 RANK 1 1 1.5514 0.4178 13.7870 0.0002 RANK 2 1 0.8760 0.3667 5.7056 0.0169 RANK 3 1 0.2112 0.3929 0.2891 0.5908
- The above table shows the coefficients (labeled Estimate), their
standard errors (error), the Wald Chi-Square statistic, and associated
p-values. The coefficients for gre, and gpa are statistically
significant, as are the terms for rank=1 and rank=2 (versus
the omitted category rank=4). The logistic
regression coefficients give the change in the log odds of the outcome for a
one unit increase in the predictor variable.
- For every one unit change in gre, the log odds of admission (versus non-admission) increases by 0.002.
- For a one unit increase in gpa, the log odds of being admitted to graduate school increases by 0.804.
- The coefficients for the categories of rank have a slightly different interpretation. For example, having attended an undergraduate institution with a rank of 1, versus an institution with a rank of 4, increases the log odds of admission by 1.55.
Odds Ratio Estimates Point 95% Wald Effect Estimate Confidence Limits GRE 1.002 1.000 1.004 GPA 2.235 1.166 4.282 RANK 1 vs 4 4.718 2.080 10.701 RANK 2 vs 4 2.401 1.170 4.927 RANK 3 vs 4 1.235 0.572 2.668 Association of Predicted Probabilities and Observed Responses Percent Concordant 69.3 Somers' D 0.386 Percent Discordant 30.7 Gamma 0.386 Percent Tied 0.0 Tau-a 0.168 Pairs 34671 c 0.693
- The first table above gives the coefficients as odds ratios. An odds ratio is the exponentiated coefficient, and can be interpreted as the multiplicative change in the odds for a one unit change in the predictor variable. For example, for a one unit increase in gpa, the odds of being admitted to graduate school (versus not being admitted) increase by a factor of 2.24. For more information on interpreting odds ratios see our FAQ page: How do I interpret odds ratios in logistic regression?
The output gives a test for the overall effect of rank, as well as coefficients that describe the difference between the reference group (rank=4) and each of the other three groups. We can also test for differences between the other levels of rank. For example, we might want to test for a difference in coefficients for rank=2 and rank=3, that is, to compare the odds of admission for students who attended a university with a rank of 2, to students who attended a university with a rank of 3. We can test this type of hypothesis by adding a contrast statement to the code for proc logistic. The syntax shown below is the same as that shown above, except that it includes a contrast statement. Following the word contrast, is the label that will appear in the output, enclosed in single quotes (i.e., ‘rank 2 vs. rank 3’). This is followed by the name of the variable we wish to test hypotheses about (i.e., rank), and a vector that describes the desired comparison (i.e., 0 1 -1). In this case the value computed is the difference between the coefficients for rank=2 and rank=3. After the slash (i.e., / ) we use the estimate = parm option to request that the estimate be the difference in coefficients. For more information on use of the contrast statement, see our FAQ page: How can I create contrasts with proc logistic?.
proc logistic data="c:\data\binary" descending; class rank / param=ref ; model admit = gre gpa rank; contrast 'rank 2 vs 3' rank 0 1 -1 / estimate=parm; run; Contrast Test Results Wald Contrast DF Chi-Square Pr > ChiSq rank 2 vs 3 1 5.5052 0.0190 Contrast Estimation and Testing Results by Row Standard Wald Contrast Type Row Estimate Error Alpha Confidence Limits Chi-Square Pr > ChiSq rank 2 vs 3 PARM 1 0.6648 0.2833 0.05 0.1095 1.2200 5.5052 0.0190
Because the models are the same, most of the output produced by the above proc logistic command is the same as before. The only difference is the additional output produced by the contrast statement. Under the heading Contrast Test Results we see the label for the contrast (rank 2 versus 3) along with its degrees of freedom, Wald chi-square statistic, and p-value. Based on the p-value in this table we know that the coefficient for rank=2 is significantly different from the coefficient for rank=3. The second table, shows more detailed information, including the actual estimate of the difference (under Estimate), it’s standard error, confidence limits, test statistic, and p-value. We can see that the estimated difference was 0.6648, indicating that having attended an undergraduate institution with a rank of 2, versus an institution with a rank of 3, increases the log odds of admission by 0.67.
You can also use predicted probabilities to help you understand the model. The contrast statement can be used to estimate predicted probabilities by specifying estimate=prob. In the syntax below we use multiple contrast statements to estimate the predicted probability of admission as gre changes from 200 to 800 (in increments of 100). When estimating the predicted probabilities we hold gpa constant at 3.39 (its mean), and rank at 2. The term intercept followed by a 1 indicates that the intercept for the model is to be included in estimate.
proc logistic data="c:\data\binary" descending; class rank / param=ref ; model admit = gre gpa rank; contrast 'gre=200' intercept 1 gre 200 gpa 3.3899 rank 0 1 0 / estimate=prob; contrast 'gre=300' intercept 1 gre 300 gpa 3.3899 rank 0 1 0 / estimate=prob; contrast 'gre=400' intercept 1 gre 400 gpa 3.3899 rank 0 1 0 / estimate=prob; contrast 'gre=500' intercept 1 gre 500 gpa 3.3899 rank 0 1 0 / estimate=prob; contrast 'gre=600' intercept 1 gre 600 gpa 3.3899 rank 0 1 0 / estimate=prob; contrast 'gre=700' intercept 1 gre 700 gpa 3.3899 rank 0 1 0 / estimate=prob; contrast 'gre=800' intercept 1 gre 800 gpa 3.3899 rank 0 1 0 / estimate=prob; run; Contrast Test Results Wald Contrast DF Chi-Square Pr > ChiSq gre=200 1 9.7752 0.0018 gre=300 1 11.2483 0.0008 gre=400 1 13.3231 0.0003 gre=500 1 15.0984 0.0001 gre=600 1 11.2291 0.0008 gre=700 1 3.0769 0.0794 gre=800 1 0.2175 0.6409 Contrast Estimation and Testing Results by Row Standard Wald Contrast Type Row Estimate Error Alpha Confidence Limits Chi-Square Pr > ChiSq gre=200 PROB 1 0.1844 0.0715 0.05 0.0817 0.3648 9.7752 0.0018 gre=300 PROB 1 0.2209 0.0647 0.05 0.1195 0.3719 11.2483 0.0008 gre=400 PROB 1 0.2623 0.0548 0.05 0.1695 0.3825 13.3231 0.0003 gre=500 PROB 1 0.3084 0.0443 0.05 0.2288 0.4013 15.0984 0.0001 gre=600 PROB 1 0.3587 0.0399 0.05 0.2847 0.4400 11.2291 0.0008 gre=700 PROB 1 0.4122 0.0490 0.05 0.3206 0.5104 3.0769 0.0794 gre=800 PROB 1 0.4680 0.0685 0.05 0.3391 0.6013 0.2175 0.6409
As with the previous example, we have omitted most of the proc logistic output, because it is the same as before. The predicted probabilities are included in the column labeled Estimate in the second table shown above. Looking at the estimates, we can see that the predicted probability of being admitted is only 0.18 if one’s gre score is 200, but increases to 0.47 if one’s gre score is 800, holding gpa at its mean (3.39), and rank at 2.
Things to consider
- Empty cells or small cells: You should check for empty or smallcells by doing a crosstab between categorical predictors and the outcome variable. If a cell has very few cases (a small cell), the model may become unstable or it might not run at all.
- Separation or quasi-separation (also called perfect prediction): A condition in which the outcome does not vary at some levels of the independent variables. See our page FAQ: What is complete or quasi-complete separation in logistic/probit regression and how do we deal with them? for information on models with perfect prediction.
- Sample size: Both logit and probit models require more cases than OLS regression because they use maximum likelihood estimation techniques. It is sometimes possible to estimate models for binary outcomes in datasets with only a small number of cases using exact logistic regression (available with the exact option in proc logistic). For more information see our data analysis example for exact logistic regression. It is also important to keep in mind that when the outcome is rare, even if the overall dataset is large, it can be difficult to estimate a logit model.
- Pseudo-R-squared: Many different measures of psuedo-R-squared exist. They all attempt to provide information similar to that provided by R-squared in OLS regression; however, none of them can be interpreted exactly as R-squared in OLS regression is interpreted. For a discussion of various pseudo-R-squareds see Long and Freese (2006) or our FAQ page What are pseudo R-squareds?
- Diagnostics: The diagnostics for logistic regression are different from those for OLS regression. For a discussion of model diagnostics for logistic regression, see Hosmer and Lemeshow (2000, Chapter 5). Note that diagnostics done for logistic regression are similar to those done for probit regression.
- By default, proc logistic models the probability of the lower valued category (0 if your variable is coded 0/1), rather than the higher valued category.
Hosmer, D. and Lemeshow, S. (2000). Applied Logistic Regression (Second Edition).
New York: John Wiley and Sons, Inc.
Long, J. Scott (1997). Regression Models for Categorical and Limited Dependent Variables.
Thousand Oaks, CA: Sage Publications.
- How do I interpret odds ratios in logistic regression?
- Why are my logistic results reversed?
- SAS Annotated Output: proc logistic
- SAS Seminar: Logistic Regression in SAS
- AS Textbook Examples: Applied Logistic Regression (Second Edition) by David Hosmer and Stanley Lemeshow
- A Tutorial on Logistic Regression (PDF) by Ying So, from SUGI Proceedings, 1995, courtesy of SAS).
- Some Issues in Using PROC LOGISTIC for Binary Logistic Regression (PDF) by David C. Schlotzhauer, courtesy of SAS).
- Logistic Regression Examples Using the SAS System by SAS Institute
- Logistic Regression Using the SAS System: Theory and Application by Paul D. Allison