2.7. Maximum Likelihood Estimation with PROC LOGISTIC

SAS has four procedures that will estimate a binary logit model via maximum likelihood: LOGISTIC, GENMOD, PROBIT and CATMOD. I won’t discuss the PROBIT procedure at all because its capabilities are mostly duplicated by the LOGISTIC procedure, except for certain specialized bioassay statistics. I’ll postpone a discussion of the CATMOD procedure until Chapter 4 because it’s most useful for estimating the multinomial logit model. That leaves the LOGISTIC and GENMOD procedures for this chapter. PROC LOGISTIC has been around longer and, as a result, is more widely used. But PROC GENMOD has features that make it attractive for many applications, especially the analysis of contingency tables. GENMOD’s ...

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