Logistic regression Analysis - Dev Val OOT

/*Logistic regression Analysis for development sample*/



proc logistic descending data=reg_test outest=alt.modest

outmodel=dev_model_estimate;

model =

/ selection= stepwise slstay=0.0001 /*include=13*/;



output out=calculated_scores p=prob xbeta=logit;

run;



proc npar1way data=calculated_scores;

class bad_new1;

var prob;

run;





/*KS calculation for validation sample*/



proc logistic inmodel=dev_model_estimate;

score data=reg_test_val out=calculated_scores_val;

run;



proc npar1way data= calculated_scores_val;

class bad_new1;

var P_1;

run;



/*KS calculation for OOT-validation sample*/



proc logistic inmodel=dev_model_estimate;

score data=reg_test_OOTval out=calculated_scores_OOTval;

run;



proc npar1way data= calculated_scores_OOTval;

class bad_new1;

var P_1;

run;