The SAS System

The LOGISTIC
Procedure
09:16 Wednesday, November 06, 2013 1

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 1

396

2 0

186

Probability modeled is
RESPONSE='1'.

Class Level Information

Class

Valu
e

HISTORY

SAV_ACC
T

Design
Variables

The SAS System

The LOGISTIC
Procedure
2

09:16 Wednesday, November 06, 2013 2

Model Convergence Status

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

Model Fit Statistics

Criterio
n

Interce
pt
Only

Intercept
and
Covariate
s

AIC

731.314

574.486

SC

735.680

648.716

-2 Log
L

729.314

540.486

Testing Global Null Hypothesis: BETA=0

ChiSquare

D
F

Pr > ChiS
q

Likelihood
Ratio

188.8275

16

<.0001

Score

166.6646

16

<.0001

Wald

120.9115

16

<.0001

Test

Type 3 Analysis of Effects

Effect

D
F

Wald
ChiSquare

Pr > ChiS
q

CHK_ACCT

46.8225

<.0001

DURATION

23.1688

<.0001

HISTORY

25.4103

<.0001

NEW_CAR

11.9978

0.0005

EDUCATION

11.6838

0.0006

SAV_ACCT

8.6969

0.0691

The SAS System

The LOGISTIC
Procedure
MALE_SINGLE

6.1741

0.0130

GUARANTOR

9.1246

0.0025

AGE

4.6551

0.0310

OTHER_INSTAL
L

4.3686

0.0366

09:16 Wednesday, November 06, 2013 3

Analysis of Maximum Likelihood Estimates

Standar
d
Error

Wald
ChiSquare

Pr > ChiS
q

Parameter

D Estimat
F
e

Intercept

0.0732

0.4935

0.0220

0.8821

CHK_ACCT

0.6307

0.0922

46.8225

<.0001

DURATION

-0.0455

0.00945

23.1688

<.0001

HISTORY

-1.0542

0.4058

6.7486

0.0094

HISTORY

0.2056

0.2056

0.9998

0.3174

HISTORY

0.6087

0.3277

3.4503

0.0632

HISTORY

1.1049

0.2493

19.6459

<.0001

NEW_CAR

-0.9330

0.2694

11.9978

0.0005

EDUCATION

-1.7301

0.5061

11.6838

0.0006

SAV_ACCT

-0.2418

0.3091

0.6122

0.4340

SAV_ACCT

-0.0787

0.3903

0.0407

0.8401

SAV_ACCT

0.6072

0.5463

1.2352

0.2664

SAV_ACCT

0.2515

0.2827

0.7913

0.3737

MALE_SINGLE

0.5631

0.2266

6.1741

0.0130

GUARANTOR

1.9221

0.6363

9.1246

0.0025

AGE

0.0219

0.0102

4.6551

0.0310

OTHER_INSTAL
L

-0.5731

0.2742

4.3686

0.0366

Odds Ratio Estimates

Effect

Point
Estimat
e

95% Wald
Confidence Limits

CHK_ACCT

1.879

1.568

2.251

DURATION

0.956

0.938

0.973

The SAS System

The LOGISTIC
Procedure
HISTORY

1 vs 0

0.828

0.199

3.432

HISTORY

2 vs 0

2.917

0.957

8.892

HISTORY

3 vs 0

4.365

1.209

15.754

HISTORY

4 vs 0

7.169

2.222

23.134

NEW_CAR

0.393

0.232

0.667

EDUCATION

0.177

0.066

0.478

SAV_ACCT

1 vs 0

1.345

0.680

2.659

SAV_ACCT

2 vs 0

1.583

0.631

3.973

SAV_ACCT

3 vs 0

3.143

0.826

11.958

SAV_ACCT

4 vs 0

2.202

1.190

4.075

MALE_SINGLE

1.756

1.126

2.738

GUARANTOR

6.835

1.964

23.790

AGE

1.022

1.002

1.043

OTHER_INSTALL

0.564

0.329

0.965

Association of Predicted Probabilities and

Observed Responses
Percent
Concordant

82.9

Somers'
D

0.65
9

Percent Discordant

16.9

Gamma

0.66
1

Tau-a

0.28
7

0.83
0

Percent Tied
Pairs

0.2
7365
6

09:16 Wednesday, November 06, 2013 4