Tuesday, May 11, 2010

link function for proc logistic

SAS use the following options to explicitly decide whether the endpoint is ordinal or nomial
LINK=keyword
specifies the link function linking the response probabilities to the linear predictors. You can specify one of the following keywords. The default is LINK=LOGIT.
CLOGLOG
the complementary log-log function. PROC LOGISTIC fits the binary complementary log-log model when there are two response categories and fits the cumulative complementary log-log model when there are more than two response categories. Aliases: CCLOGLOG, CCLL, CUMCLOGLOG.
GLOGIT (for nominal endpoint, baseline-category logit model)
the generalized logit function. PROC LOGISTIC fits the generalized logit model where each nonreference category is contrasted with the reference category. You can use the response variable option REF= to specify the reference category.
LOGIT
the log odds function. PROC LOGISTIC fits the binary logit model when there are two response categories and fits the cumulative logit model when there are more than two response categories. Aliases: CLOGIT, CUMLOGIT.
PROBIT
the inverse standard normal distribution function. PROC LOGISTIC fits the binary probit model when there are two response categories and fits the cumulative probit model when there are more than two response categories. Aliases: NORMIT, CPROBIT, CUMPROBIT 

http://data.princeton.edu/wws509/notes/c3s7.html explains more about these 3 link functions: "Although the c-log-log link differs from the other two, one would need extremely large sample sizes to be able to discriminate empirically between these links."

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