The SAS System

The LOGISTIC
Procedure
Model Information
Data Set

LOGIT.TRAININ
G

Response Variable

RESPONSE

Number of Response
Levels

Model

binary logit

Optimization Technique

Fisher's scoring

Number of Observations
Read

58
2

Number of Observations
Used

58
2

Response Profile
Ordere
d RESPONS
Value E

Total
Frequenc
y

1 0

186

2 1

396

Probability modeled is
RESPONSE='0'.
Stepwise Selection
Procedure
Step 0. Intercept
entered:

Model Convergence Status

Convergence criterion (GCONV=1E-8) satisfied.

-2 Log
L

= 729.31
4

08:29 Wednesday, November 06, 2013 1

The SAS System

The LOGISTIC
Procedure
08:29 Wednesday, November 06, 2013 2
Residual Chi-Square Test
ChiSquare

D
F

Pr > ChiS
q

181.7798

30

<.0001

Step 1. Effect CHK_ACCT

entered:

Model Convergence Status

Convergence criterion (GCONV=1E-8) satisfied.

Model Fit Statistics

Criterio
n

Interce
pt
Only

Intercept
and
Covariate
s

AIC

731.314

649.365

SC

735.680

658.098

-2 Log
L

729.314

645.365

Testing Global Null Hypothesis: BETA=0

ChiSquare

D
F

Pr > ChiS
q

Likelihood
Ratio

83.9490

<.0001

Score

80.3076

<.0001

Wald

72.2446

<.0001

Test

Residual Chi-Square Test

ChiSquare

D
F

Pr > ChiS
q

113.1569

29

<.0001

The SAS System

The LOGISTIC
Procedure
08:29 Wednesday, November 06, 2013 3
No
te:

No effects for the model in Step 1 are

removed.

Step 2. Effect HISTORY

entered:

Model Convergence Status

Convergence criterion (GCONV=1E-8) satisfied.

Model Fit Statistics

Criterio
n

Interce
pt
Only

Intercept
and
Covariate
s

AIC

731.314

627.001

SC

735.680

640.100

-2 Log
L

729.314

621.001

Testing Global Null Hypothesis: BETA=0

ChiSquare

D
F

Pr > ChiS
q

Likelihood
Ratio

108.3131

<.0001

Score

101.2467

<.0001

Wald

86.5994

<.0001

Test

Residual Chi-Square Test

No
te:

ChiSquare

D
F

Pr > ChiS
q

93.9797

28

<.0001

No effects for the model in Step 2 are

removed.

The SAS System

The LOGISTIC
Procedure
08:29 Wednesday, November 06, 2013 4
Step 3. Effect DURATION
entered:

Model Convergence Status

Convergence criterion (GCONV=1E-8) satisfied.

Model Fit Statistics

Criterio
n

Interce
pt
Only

Intercept
and
Covariate
s

AIC

731.314

608.852

SC

735.680

626.318

-2 Log
L

729.314

600.852

Testing Global Null Hypothesis: BETA=0

ChiSquare

D
F

Pr > ChiS
q

Likelihood
Ratio

128.4615

<.0001

Score

119.2274

<.0001

Wald

97.9442

<.0001

Test

Residual Chi-Square Test

No
te:

ChiSquare

D
F

Pr > ChiS
q

76.0874

27

<.0001

No effects for the model in Step 3 are

removed.

Step 4. Effect EDUCATION

entered:

The SAS System

The LOGISTIC
Procedure
08:29 Wednesday, November 06, 2013 5
Model Convergence Status
Convergence criterion (GCONV=1E-8) satisfied.

Model Fit Statistics

Criterio
n

Interce
pt
Only

Intercept
and
Covariate
s

AIC

731.314

598.985

SC

735.680

620.817

-2 Log
L

729.314

588.985

Testing Global Null Hypothesis: BETA=0

ChiSquare

D
F

Pr > ChiS
q

Likelihood
Ratio

140.3290

<.0001

Score

129.5696

<.0001

Wald

103.1047

<.0001

Test

Residual Chi-Square Test

No
te:

ChiSquare

D
F

Pr > ChiS
q

65.4585

26

<.0001

No effects for the model in Step 4 are

removed.

Step 5. Effect GUARANTOR

entered:

Model Convergence Status

Convergence criterion (GCONV=1E-8) satisfied.

The SAS System

The LOGISTIC
Procedure
08:29 Wednesday, November 06, 2013 6
Model Fit Statistics

Criterio
n

Interce
pt
Only

Intercept
and
Covariate
s

AIC

731.314

590.079

SC

735.680

616.278

-2 Log
L

729.314

578.079

Testing Global Null Hypothesis: BETA=0

ChiSquare

D
F

Pr > ChiS
q

Likelihood
Ratio

151.2348

<.0001

Score

138.0135

<.0001

Wald

108.4775

<.0001

Test

Residual Chi-Square Test

No
te:

ChiSquare

D
F

Pr > ChiS
q

55.9063

25

0.0004

No effects for the model in Step 5 are

removed.

Step 6. Effect SAV_ACCT

entered:

Model Convergence Status

Convergence criterion (GCONV=1E-8) satisfied.

Model Fit Statistics

The SAS System

The LOGISTIC
Procedure

Criterio
n

Interce
pt
Only

Intercept
and
Covariate
s

AIC

731.314

583.022

SC

735.680

613.587

-2 Log
L

729.314

569.022

08:29 Wednesday, November 06, 2013 7

Testing Global Null Hypothesis: BETA=0

ChiSquare

D
F

Pr > ChiS
q

Likelihood
Ratio

160.2917

<.0001

Score

144.2913

<.0001

Wald

110.8435

<.0001

Test

Residual Chi-Square Test

No
te:

ChiSquare

D
F

Pr > ChiS
q

47.5784

24

0.0028

No effects for the model in Step 6 are

removed.

Step 7. Effect NEW_CAR

entered:

Model Convergence Status

Convergence criterion (GCONV=1E-8) satisfied.

Model Fit Statistics

Criterio
n

Interce
pt
Only

Intercept
and
Covariate
s

The SAS System

The LOGISTIC
Procedure
AIC

731.314

575.862

SC

735.680

610.793

-2 Log
L

729.314

559.862

08:29 Wednesday, November 06, 2013 8

Testing Global Null Hypothesis: BETA=0

ChiSquare

D
F

Pr > ChiS
q

Likelihood
Ratio

169.4522

<.0001

Score

151.4106

<.0001

Wald

114.3261

<.0001

Test

Residual Chi-Square Test

ChiSquare

D
F

Pr > ChiS
q

38.8915

23

0.0204

No
te:

No effects for the model in Step 7 are

removed.

Step 8. Effect MALE_SINGLE

entered:

Model Convergence Status

Convergence criterion (GCONV=1E-8) satisfied.

Model Fit Statistics

Criterio
n

Interce
pt
Only

Intercept
and
Covariate
s

AIC

731.314

571.415

SC

735.680

610.713

The SAS System

The LOGISTIC
Procedure
729.314

-2 Log
L

08:29 Wednesday, November 06, 2013 9

553.415

Testing Global Null Hypothesis: BETA=0

ChiSquare

D
F

Pr > ChiS
q

Likelihood
Ratio

175.8990

<.0001

Score

155.5248

<.0001

Wald

116.3012

<.0001

Test

Residual Chi-Square Test

ChiSquare

D
F

Pr > ChiS
q

33.2889

22

0.0579

No
te:

No effects for the model in Step 8 are

removed.

Step 9. Effect OTHER_INSTALL

entered:

Model Convergence Status

Convergence criterion (GCONV=1E-8) satisfied.

Model Fit Statistics

Criterio
n

Interce
pt
Only

Intercept
and
Covariate
s

AIC

731.314

567.875

SC

735.680

611.540

-2 Log
L

729.314

547.875

The SAS System

The LOGISTIC
Procedure
08:29 Wednesday, November 06, 2013 10
Testing Global Null Hypothesis: BETA=0
ChiSquare

D
F

Pr > ChiS
q

Likelihood
Ratio

181.4385

<.0001

Score

159.4925

<.0001

Wald

117.9663

<.0001

Test

Residual Chi-Square Test

ChiSquare

D
F

Pr > ChiS
q

27.9243

21

0.1423

No
te:

No effects for the model in Step 9 are

removed.

Step 10. Effect AGE

entered:

Model Convergence Status

Convergence criterion (GCONV=1E-8) satisfied.

Model Fit Statistics

Criterio
n

Interce
pt
Only

Intercept
and
Covariate
s

AIC

731.314

565.406

SC

735.680

613.437

-2 Log
L

729.314

543.406

Testing Global Null Hypothesis: BETA=0

The SAS System

The LOGISTIC
Procedure
ChiSquare

D
F

Pr > ChiS
q

Likelihood
Ratio

185.9077

10

<.0001

Score

162.9988

10

<.0001

Wald

119.8387

10

<.0001

Test

08:29 Wednesday, November 06, 2013 11

Residual Chi-Square Test

ChiSquare

D
F

Pr > ChiS
q

23.6845

20

0.2564

No
te:

No effects for the model in Step 10 are

removed.

No
te:

No (additional) effects met the 0.05 significance level for entry into the model.

Summary of Stepwise Selection

Effect
D
F

Numb
er
In

Score
ChiSquare

1 CHK_ACCT

80.3076

<.0001

2 HISTORY

23.7661

<.0001

3 DURATION

20.3067

<.0001

4 EDUCATION

12.6465

0.0004

5 GUARANTOR

9.4956

0.0021

6 SAV_ACCT

8.8211

0.0030

7 NEW_CAR

9.3732

0.0022

8 MALE_SINGLE

6.4278

0.0112

9 OTHER_INSTAL
L

5.6425

0.0175

10

4.3933

0.0361

Ste
p Entered

10 AGE

Remove
d

Analysis of Maximum Likelihood Estimates

Wald
ChiSquare

Pr > ChiS
q

The SAS System

The LOGISTIC
Procedure
08:29 Wednesday, November 06, 2013 12

Standar
d
Error

Wald
ChiSquare

Pr > ChiS
q

Parameter

D Estimat
F
e

Intercept

1.3291

0.4674

8.0880

0.0045

CHK_ACCT

-0.6445

0.0911

50.0238

<.0001

DURATION

0.0452

0.00930

23.6589

<.0001

HISTORY

-0.5273

0.1085

23.6068

<.0001

NEW_CAR

0.9546

0.2655

12.9281

0.0003

EDUCATION

1.7385

0.5026

11.9663

0.0005

SAV_ACCT

-0.2049

0.0743

7.6139

0.0058

MALE_SINGLE

-0.5501

0.2226

6.1054

0.0135

GUARANTOR

-1.8261

0.6141

8.8419

0.0029

AGE

-0.0208

0.00997

4.3352

0.0373

OTHER_INSTAL
L

0.6597

0.2648

6.2056

0.0127

Odds Ratio Estimates

Effect

Point
Estimat
e

95% Wald
Confidence Limits

CHK_ACCT

0.525

0.439

0.628

DURATION

1.046

1.027

1.066

HISTORY

0.590

0.477

0.730

NEW_CAR

2.598

1.544

4.371

EDUCATION

5.689

2.124

15.234

SAV_ACCT

0.815

0.704

0.942

MALE_SINGLE

0.577

0.373

0.892

GUARANTOR

0.161

0.048

0.537

AGE

0.979

0.961

0.999

OTHER_INSTAL
L

1.934

1.151

3.251

Association of Predicted Probabilities and

Observed Responses
Percent
Concordant

82.6

Somers'
D

0.65
3

The SAS System

The LOGISTIC
Procedure
Percent Discordant
Percent Tied
Pairs

17.3
0.2
7365
6

Gamma

0.65
4

Tau-a

0.28
5

0.82
7

08:29 Wednesday, November 06, 2013 13