I am trying to evaluate the explanatory power of various (X1, X2, X3) variables to predict an event, Y. I would like know if there is a test statistic that allows me to compare the goodness of fit across several logistic regressions. I know that such a test exists for continuous dependent variables (there is a paper by Vuong 1989 in Econometrica titled "Likelihood ratio tests for model selection and non-nested hypotheses").
At the moment all I have is the output from 3 logistic regressions as follows: Y = f(X1) Y = f(X2) Y = f(X3) I can then look at the chi-square values for the likelihood ratios across the 3 regressions and rank order the variables. However, I would like to make a stronger statement that the explanatory power of one variable is statistically different from another. Is anyone aware of such a test and if so how should it be programmed for in SAS? Thanks, Scott. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
