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Chapter Contents
The PROBIT Procedure


PROC PROBIT < options > ;

The PROC PROBIT statement starts the procedure. You can specify the following options in the PROC PROBIT statement.

writes the parameter estimate covariance matrix to the OUTEST= data set.

controls how the natural response is handled. Specify the OPTC option to request that the natural response rate C be estimated. Specify the C=rate option to set the natural response rate or to provide the initial estimate of the natural response rate. The natural response rate value must be a number between 0 and 1.

names the SAS data set to be used by PROC PROBIT. By default, the procedure uses the most recently created SAS data set.

specifies a minimum probability level for the Pearson chi-square to indicate a good fit. The default value is 0.10. The LACKFIT option must also be specified for this option to have any effect. For Pearson goodness of fit chi-square values with probability greater than the HPROB= value, the fiducial limits, if requested with the INVERSECL option, are computed using a critical value of 1.96. For chi-square values with probability less than the value of the HPROB= option, the critical value is a 0.95 two-sided quantile value taken from the t distribution with degrees of freedom equal to (k - 1) ×m - q, where k is the number of levels for the response variable, m is the number of different sets of independent variable values, and q is the number of parameters fit in the model. Note that the HPROB= option can also appear in the MODEL statement.

computes confidence limits for the values of the first continuous independent variable (such as dose) that yield selected response rates. If the algorithm fails to converge (this can happen when C is nonzero), missing values are reported for the confidence limits. See the section "Inverse Confidence Limits" for details. Note that the INVERSECL option can also appear in the MODEL statement.

performs two goodness-of-fit tests (a Pearson chi-square test and a log-likelihood ratio chi-square test) for the fitted model.

Note: The data set must be sorted by the independent variables before the PROBIT procedure is run if you want to perform a test of fit. This test is not appropriate if the data are very sparse, with only a few values at each set of the independent variable values.

If the Pearson chi-square test statistic is significant, then the covariance estimates and standard error estimates are adjusted. See the "Lack of Fit Tests" section for a description of the tests. Note that the LACKFIT option can also appear in the MODEL statement.

analyzes the data by replacing the first continuous independent variable by its natural logarithm. This variable is usually the level of some treatment such as dosage. In addition to the usual output given by the INVERSECL option, the estimated dose values and 95% fiducial limits for dose are also displayed. If you specify the OPTC option, any observations with a dose value less than or equal to zero are used in the estimation as a control group. If you do not specify the OPTC option with the LOG or LN option, then any observations with the first continuous independent variable values less than or equal to zero are ignored.

specifies an analysis like that of the LN or LOG option except that the common logarithm (log to the base 10) of the dose value is used rather than the natural logarithm.

suppresses the display of all output. Note that this option temporarily disables the Output Delivery System (ODS). For more information, see Chapter 15, "Using the Output Delivery System."

controls how the natural response is handled. See the description of the C= option for details.

specifies the sorting order for the levels of the classification variables specified in the CLASS statement, including the levels of the response variable. Response level ordering is important since PROC PROBIT always models the probability of response levels at the beginning of the ordering. See the section "Response Level Ordering" for further details. This ordering also determines which parameters in the model correspond to each level in the data. The following table shows how PROC PROBIT interprets values of the ORDER= option.

Value of ORDER=   Levels Sorted By
DATA order of appearance in the input data set
FORMATTED formatted value
FREQ descending frequency count; levels with the
  most observations come first in the order
INTERNAL unformatted value

By default, ORDER=FORMATTED. For the values FORMATTED and INTERNAL, the sort order is machine dependent. For more information on sorting order, see the chapter on the SORT procedure in the SAS Procedures Guide.

OUTEST= SAS-data-set
specifies a SAS data set to contain the parameter estimates and, if the COVOUT option is specified, their estimated covariances. If you omit this option, the output data set is not created. The contents of the data set are described in the section "OUTEST= Data Set". This data set is not created if class variables are used.

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Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.