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The LOGISTIC Procedure |
Suppose the model contains s explanatory effects. For the jth observation, let be the estimated probability of the observed response. The three criteria displayed by the LOGISTIC procedure are calculated as follows:
where k and s are as defined previously.
The -2 Log Likelihood statistic has a chi-square distribution under the null hypothesis (that all the explanatory effects in the model are zero) and the procedure produces a p-value for this statistic. The AIC and SC statistics give two different ways of adjusting the -2 Log Likelihood statistic for the number of terms in the model and the number of observations used. These statistics should be used when comparing different models for the same data (for example, when you use the METHOD=STEPWISE option in the MODEL statement); lower values of the statistic indicate a more desirable model.
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