The PROBIT Procedure

ODS Graphics

Statistical procedures use ODS Graphics to create graphs as part of their output. ODS Graphics is described in detail in Chapter 24, Statistical Graphics Using ODS.

Before you create graphs, ODS Graphics must be enabled (for example, by specifying the ODS GRAPHICS ON statement). For more information about enabling and disabling ODS Graphics, see the section Enabling and Disabling ODS Graphics in Chapter 24, Statistical Graphics Using ODS.

The overall appearance of graphs is controlled by ODS styles. Styles and other aspects of using ODS Graphics are discussed in the section A Primer on ODS Statistical Graphics in Chapter 24, Statistical Graphics Using ODS.

These ODS graphs are controlled by the PLOTS= option in the PROC PROBIT statement. You can specify more than one graph request with the PLOTS= option. Table 42 summarizes these requests.

Table 42: Options for Plots

Option Plot
ALL All appropriate plots
CDFPLOT Estimated cumulative probability
IPPPLOT Inverse predicted probability
LPREDPLOT Linear predictor
NONE No plot
PREDPPLOT Predicted probability


The following subsections provide information about these graphs.

ODS Graph Names

PROC PROBIT assigns a name to each graph it creates using ODS. You can use these names to reference the graphs when using ODS. The names are listed in Table 43.

Table 43: Graphs Produced by PROC PROBIT

ODS Graph Name Plot Description Statement PLOTS= Option
CDFPlot Estimated cumulative probability PROC PROBIT CDFPLOT
IPPPlot Inverse predicted probability PROC PROBIT IPPPLOT
LPredPlot Linear predictor PROC PROBIT LPREDPLOT
PredPPlot Predicted probability PROC PROBIT PREDPPLOT


CDF Plot

For a multinomial model, the predicted cumulative distribution function is defined as

ModifyingAbove upper F With caret Subscript j Baseline left-parenthesis bold x right-parenthesis equals upper C plus left-parenthesis 1 minus upper C right-parenthesis upper F left-parenthesis ModifyingAbove a With caret Subscript j Baseline plus bold x prime ModifyingAbove bold b With bold caret right-parenthesis

where j equals 1 comma ellipsis comma k are the indexes of the k levels of the multinomial response variable, F is the CDF of the distribution used to model the cumulative probabilities, ModifyingAbove bold b With bold caret is the vector of estimated parameters, bold x is the covariate vector, ModifyingAbove a With caret Subscript j are estimated ordinal intercepts with ModifyingAbove a With caret Subscript 1 Baseline equals 0, and C is the threshold parameter, either known or estimated from the model. Let x 1 be the covariate corresponding to the dose variable and bold x Subscript negative 1 be the vector of the rest of the covariates. Let the corresponding estimated parameters be ModifyingAbove b With caret Subscript 1 and ModifyingAbove bold b With bold caret Subscript negative 1. Then

StartLayout 1st Row  ModifyingAbove upper F With caret Subscript j Baseline left-parenthesis bold x right-parenthesis equals upper C plus left-parenthesis 1 minus upper C right-parenthesis upper F left-parenthesis ModifyingAbove a With caret Subscript j Baseline plus x 1 ModifyingAbove b With caret Subscript 1 Baseline plus bold x prime Subscript negative 1 Baseline ModifyingAbove bold b With bold caret Subscript negative 1 Baseline right-parenthesis EndLayout

To plot ModifyingAbove upper F With caret Subscript j as a function of x 1, bold x Subscript negative 1 must be specified. You can use the XDATA= option to provide the values of bold x Subscript negative 1 (see the XDATA= option in the PROC PROBIT statement for details), or use the default values that follow these rules:

  • If the effect contains a continuous variable (or variables), the overall mean of this effect is used.

  • If the effect is a single classification variable, the highest level of the variable is used.

The LEVEL= suboption specify the levels of the multinomial response variable for which the CDF curves are requested. There are k – 1 curves for a k-level multinomial response variable (for the highest level, it is the constant line 1). You can specify any of them to be plotted by the LEVEL= suboption. See the plot in Output 100.2.6 for an example.

Inverse Predicted Probability Plot

For the binomial model, the response variable is a probability. An estimate of the dose level ModifyingAbove x With caret Subscript 1 needed for a response of p is given by

StartLayout 1st Row  ModifyingAbove x With caret Subscript 1 Baseline equals left-parenthesis upper F Superscript negative 1 Baseline left-parenthesis p right-parenthesis minus bold x prime Subscript negative 1 Baseline ModifyingAbove bold b With bold caret Subscript negative 1 Baseline right-parenthesis slash ModifyingAbove b With caret Subscript 1 EndLayout

where F is the cumulative distribution function used to model the probability, bold x Subscript negative 1 is the vector of the rest of the covariates, ModifyingAbove bold b With bold caret Subscript negative 1 is the vector of the estimated parameters corresponding to bold x Subscript negative 1, and ModifyingAbove b With caret Subscript 1 is the estimated parameter for the dose variable of interest.

To plot ModifyingAbove x With caret Subscript 1 as a function of p, bold x Subscript negative 1 must be specified. You can use the XDATA= option to provide the values of bold x Subscript negative 1 (see the XDATA= option in the PROC PROBIT statement for details), or use the default values that follow these rules:

  • If the effect contains a continuous variable (or variables), the overall mean of this effect is used.

  • If the effect is a single classification variable, the highest level of the variable is used.

Output 100.4.12 in Example 100.4 shows an inverse predicted probability plot.

Linear Predictor Plot

For both binomial models and multinomial models, the linear predictor bold x prime bold b can be plotted against the first single continuous variable (dose variable) in the MODEL statement.

Let x 1 be the covariate of the dose variable, bold x Subscript negative 1 be the vector of the rest of the covariates, ModifyingAbove bold b With bold caret Subscript negative 1 be the vector of estimated parameters corresponding to bold x Subscript negative 1, and ModifyingAbove b With caret Subscript 1 be the estimated parameter for the dose variable of interest.

To plot ModifyingAbove bold x With bold caret prime bold b as a function of x 1, bold x Subscript negative 1 must be specified. You can use the XDATA= option to provide the values of bold x Subscript negative 1 (see the XDATA= option in the PROC PROBIT statement for details), or use the default values that follow these rules:

  • If the effect contains a continuous variable (or variables), the overall mean of this effect is used.

  • If the effect is a single classification variable, the highest level of the variable is used.

For the multinomial model, you can use the LEVEL= suboption to specify the levels for which the linear predictor lines are plotted.

The confidence limits for the predicted values are only available for the binomial model. Output 100.4.13 in Example 100.4 shows a linear predictor plot for a binomial model.

Predicted Probability Plot

The predicted probability is

StartLayout 1st Row  ModifyingAbove p With caret equals upper C plus left-parenthesis 1 minus upper C right-parenthesis upper F left-parenthesis bold x prime ModifyingAbove bold b With bold caret right-parenthesis EndLayout

for the binomial model and

StartLayout 1st Row 1st Column ModifyingAbove p With caret Subscript 1 2nd Column equals 3rd Column upper C plus left-parenthesis 1 minus upper C right-parenthesis upper F left-parenthesis bold x prime ModifyingAbove bold b With bold caret right-parenthesis 2nd Row 1st Column ModifyingAbove p With caret Subscript j 2nd Column equals 3rd Column left-parenthesis 1 minus upper C right-parenthesis left-parenthesis upper F left-parenthesis ModifyingAbove a With caret Subscript j Baseline plus bold x prime ModifyingAbove bold b With bold caret right-parenthesis minus upper F left-parenthesis ModifyingAbove a With caret Subscript j minus 1 Baseline plus bold x prime ModifyingAbove bold b With bold caret right-parenthesis right-parenthesis comma j equals 2 comma ellipsis comma k minus 1 3rd Row 1st Column ModifyingAbove p With caret Subscript k 2nd Column equals 3rd Column left-parenthesis 1 minus upper C right-parenthesis left-parenthesis 1 minus upper F left-parenthesis ModifyingAbove a With caret Subscript k minus 1 Baseline plus bold x prime ModifyingAbove bold b With bold caret right-parenthesis right-parenthesis EndLayout

for the multinomial model with k response levels, where F is the cumulative distribution function used to model the probability, bold x prime is the vector of the covariates, ModifyingAbove a With caret Subscript j are the estimated ordinal intercepts with ModifyingAbove a With caret Subscript 1 Baseline equals 0, C is the threshold parameter, either known or estimated from the model, and ModifyingAbove bold b With bold caret prime is the vector of estimated parameters.

To plot ModifyingAbove p With caret (or ModifyingAbove p With caret Subscript j) as a function of a continuous variable x 1, the remaining covariates bold x Subscript negative 1 must be specified. You can use the XDATA= option to provide the values of bold x Subscript negative 1 (see the XDATA= option in the PROC PROBIT statement for details), or use the default values that follow these rules:

  • If the effect contains a continuous variable (or variables), the overall mean of this effect is used.

  • If the effect is a single classification variable, the highest level of the variable is used.

For the multinomial model, you can use the LEVEL= suboption to specify the levels for which the linear predictor lines are plotted.

Confidence limits are plotted only for the binomial model. Output 100.1.7 in Example 100.1 shows a predicted probability plot for a binomial model; and Output 100.2.3 in Example 100.2 shows a predicted probability plot for a multinomial model.

Last updated: December 09, 2022