Assessment and Evaluation Flashcards

Which PROC GLMSELECT option chooses the final model with 5-fold cross validation?

Answer: CVMETHOD=RANDOM(5) with CHOOSE=CV

CVMETHOD= defines the folds and CHOOSE=CV picks the model with the smallest CV PRESS.

Two nested logistic models have -2 Log L values of 412.6 and 398.2, and the larger model has 2 more parameters. What does the test statistic follow?

Answer: Chi-square with 2 df; value 14.4

The likelihood ratio statistic is the difference in -2 Log L (14.4), compared with a chi-square distribution whose df equal the number of added parameters.

PROC LOGISTIC reports c = 0.80. What is the value of Somers' D?

Answer: 0.60

Somers' D = 2c - 1 = 0.60.

What does the PRESS statistic in PROC REG measure?

Answer: The sum of the squared leave-one-out prediction residuals

PRESS sums the squared residuals from predicting each observation with a model fit without it; lower values indicate better predictive ability.

Which three tests appear in PROC LOGISTIC's 'Testing Global Null Hypothesis: BETA=0' table?

Answer: Likelihood Ratio, Score, Wald

Global significance is tested with the likelihood ratio, score, and Wald chi-square tests.

Which PROC LOGISTIC MODEL statement option requests the generalized (Cox-Snell) and max-rescaled R-square?

Answer: RSQUARE

The RSQUARE option prints the generalized R-square and the max-rescaled R-square.

Two raters classify the same subjects. Which PROC FREQ TABLES option produces Cohen's kappa?

Answer: AGREE

The AGREE option computes the simple and weighted kappa coefficients and McNemar's test.