SDA 3.4 Documentation for LOGIT


NAME

LOGIT - Logit and Probit Regression

USAGE

logit -b batchfile

DESCRIPTION

LOGIT carries out a logit or probit regression analysis, using the method of maximum likelihood, for specified input variables. A weight variable can be used to give different weights to each case, and filter variables may be used to exclude some of the cases. If a case has missing data on ANY of the specified variables, it is excluded from all the calculations.

Recodes, dummy variables, and product terms can be generated temporarily within the program itself, so that the user will not have to create such variables before running a regression.

Ordinarily this program is invoked by the Web interface for the SDA programs, and the user does not have to deal with the keywords given in this document. Output from the program is in HTML, which can be viewed with a Web browser.

It is also possible to run the program directly by preparing a command file, which specifies the variables to be analyzed and the options to use. This document explains how to prepare such a file. The name of this batch command file is specified to the program after the ‘-b’ option flag.

KEYWORDS

The batch file contains specifications for the analysis. These specifications are given in the form "keyword = something" with one keyword per line. Keywords may be given in any order, either in upper or in lower case. The valid keywords are as follows (with significant characters shown in capital letters):

Keyword       Possible Specification          Default (if no keyword)
_____________________________________________________________________


COefficients= PROBIT                          Calculate logit regression
                                                coefficients and results

STUdy=        path of dataset directory       Look for variables in
                                                current directory only

SAvefile=     filename to receive output      Output sent to screen
               (overwrites existing file)      (standard output)

DEP=          name of dependent variable      REQUIRED

INDep=        names of independent vars       REQUIRED
              (separated by spaces/commas)

Weight=       name of weight variable         No weighting

Filter=       name(s) and codes of filter     No filter
                variable(s)

GVARCase=     LOWER or UPPER                  No force to lower/upper case



COLORcoding=  Yes                             No color coding of
                                                coefficients or headings

LAnguagefile= Name of file with non-English   English labels on
                labels and messages             output

NDEcimals=    number of decimals for results  3 decimal places
               (affects all major statistics)

RUNtitle=     Title or comments for run       No title or comments


TExt=         Yes                             No text for variables

In addition to the main results, one or more of the following optional statistics can be displayed. If the product of B times the mean (BPRODuct) is requested, univariate statistics are also included automatically. The ’OTHERstats’ keyword can be repeated.

You can specify the desired number of decimal places in parentheses for univariate statistics and ’BPRODuct’ if the default, listed below, is not satisfactory. Note, however, that the number of decimals specified for ’BPRODuct’ will override the number specified for ’UNIvariate’.


Keyword       Possible Specification          Default (if no keyword)
_____________________________________________________________________


OTHERstats=
              TTests                          No T-tests
              EXPB                            No exp(B) for logit
              UNIvariate (ndec)               No univariate statistics
              BPRODuct (ndec)                 No B*Mean statistics

There are some other options for the maximum likelihood estimation and for ASCII output of results. These options are not accessible from the standard SDA Web interface.

Keyword       Possible Specification          Default (if no keyword)
_____________________________________________________________________


MAXIter=      Maximum number of iterations    15

NOVerbose=    Yes                             Report results of each
                                                iteration

TOLerance=    Tolerance for convergence       .000001


ASCiifile=    Name of file for ascii output   Only HTML output

DECIMAL PLACES

The default number of decimal places for all the statistics is 3 places. The ‘NDECimals=’ keyword is used for changing the number of decimals output for everything EXCEPT univariate statistics and the product of B*Mean.

To change the default for univariate statistics or the product of B*Mean, put the desired number of decimals in parentheses after specifying the ’UNIvariate’ or ’BPRODuct’ keyword. If both are specified, the number of decimals for ’BPRODuct’ will override the specification for ’UNIvariate’.

ABBREVIATIONS

Keywords can usually be abbreviated down to the number of characters required to differentiate them from other keywords. The keyword for the name of the dependent variable, for instance, can be given as ‘dependent=’ or ‘dep=’. Either upper or lower case may be used. In the list of keywords given above, the minimum set of characters for each keyword is capitalized.

COMMENTS

Anything on a line beginning with "#" is ignored by the batch processor and can therefore be used for comments. Blank lines are also ignored.

MENTION OF KEYWORD SUFFICIENT

The form ‘keyword=yes’ may be shortened to ‘keyword’. That is, the ‘=yes’ may be omitted for those options which require no further specification. For example, ‘text=yes’ can be shortened to ‘text’.

REPETITION OF KEYWORDS

If there is not enough room on a line to list all of the desired variables, the keyword can be repeated on a new line, and more variables can be listed. In such a case the second list is appended to the first list, for purposes of generating tables. This appending feature applies to the keywords for specifying the independent variables, the filter variables, and the ‘otherstats=’ keyword. If other keywords are repeated, the program will print an error message and stop.

EXAMPLES OF BATCH FILES


# Basic example, specifying the dependent variable as a dummy variable study = /sa/testdata dep = spend(d:1-2) indep = age, educ gender savefile = mylogit.htm
----------------------------------- # Run a probit regression, with t-tests and univariate statistics. # Redefine some ranges; use weight and filter variables; # and request descriptive text for the variables. dep = spend(d:1-2) indep = age(18-30) educ gender coefficients = probit otherstats = ttests otherstats = univariate weight= wtvar filters= var21(1-3) var30(1) text = yes savefile = mylogit.htm


CSM, UC Berkeley
January 25, 2010