The PROBIT Procedure

Example 94.1 Dosage Levels

(View the complete code for this example.)

In this example, Dose is a variable representing the level of a stimulus, N represents the number of subjects tested at each level of the stimulus, and Response is the number of subjects responding to that level of the stimulus. Both probit and logit response models are fit to the data. The LOG10 option in the PROC PROBIT statement requests that the log base 10 of Dose is used as the independent variable. Specifically, for a given level of Dose, the probability p of a positive response is modeled as

The probabilities are estimated first by using the normal distribution function (the default) and then by using the logistic distribution function. Note that, in this model specification, the natural rate is assumed to be zero.

The LACKFIT option specifies lack-of-fit tests and the INVERSECL option specifies inverse confidence limits.

In the DATA step that reads the data, a number of observations are generated that have a missing value for the response. Although the PROBIT procedure does not use the observations with the missing values to fit the model, it does give predicted values for all nonmissing sets of independent variables. These data points fill in the plot of fitted and observed values in the logistic model displayed in Output 94.1.7. The plot, requested with the PLOT=PREDPPLOT option, displays the estimated logistic cumulative distribution function and the observed response rates.

The following statements produce Output 94.1.1:

data a;
   infile cards eof=eof;
   input Dose N Response @@;
   Observed= Response/N;
   output;
   return;
eof: do Dose=0.5 to 7.5 by 0.25;
        output;
     end;
   datalines;
1 10 1  2 12 2  3 10 4  4 10 5
5 12 8  6 10 8  7 10 10
;
ods graphics on;

proc probit log10;
   model Response/N=Dose / lackfit inversecl itprint;
   output out=B p=Prob std=std xbeta=xbeta;
run;

Output 94.1.1: Probit Analysis with Normal Distribution

The Probit Procedure

Iteration History for Parameter Estimates
IterRidgeLoglikelihoodInterceptLog10(Dose)
00-51.29289100
10-37.881166-1.3558170082.635206083
20-37.286169-1.7649391713.3408954936
30-37.280389-1.8121478633.4172391614
40-37.280388-1.8127049623.418117919
50-37.280388-1.8127049623.418117919

Model Information
Data SetWORK.A
Events VariableResponse
Trials VariableN
Number of Observations7
Number of Events38
Number of Trials74
Name of DistributionNormal
Log Likelihood-37.28038802

Last Evaluation of the Negative
of the Gradient
InterceptLog10(Dose)
3.4349069E-7-2.09809E-8

Last Evaluation of the Negative of the Hessian
 InterceptLog10(Dose)
Intercept36.00528038320.152675982
Log10(Dose)20.15267598213.078826305

Goodness-of-Fit Tests
StatisticValueDFValue/DFPr > ChiSq
Pearson Chi-Square3.649750.72990.6009
L.R. Chi-Square4.638150.92760.4616

Response-Covariate Profile
Response Levels2
Number of Covariate Values7

Analysis of Maximum Likelihood Parameter Estimates
ParameterDFEstimateStandard
Error
95% Confidence LimitsChi-SquarePr > ChiSq
Intercept1-1.81270.4493-2.6934-0.932016.27<.0001
Log10(Dose)13.41810.74551.95694.879421.02<.0001

Probit Model in Terms of
Tolerance Distribution
MUSIGMA
0.530322540.29255866

Estimated Covariance Matrix for Tolerance
Parameters
 MUSIGMA
MU0.002418-0.000409
SIGMA-0.0004090.004072


The p-values in the goodness-of-fit table of 0.6009 for the Pearson’s chi-square and 0.4616 for the likelihood ratio chi-square indicate an adequate fit for the model fit with the normal distribution.

Tolerance distribution parameter estimates for the normal distribution indicate a mean tolerance for the population of 0.5303.

Output 94.1.2 displays probit analysis with the logarithm of dose levels. The LD50 (ED50 for log dose) is 0.5303, the dose corresponding to a probability of 0.5. This is the same as the mean tolerance for the normal distribution.

Output 94.1.2: Probit Analysis with Normal Distribution

The Probit Procedure

Probit Analysis on Log10(Dose)
ProbabilityLog10(Dose)95% Fiducial Limits
0.01-0.15027-0.695180.07710
0.02-0.07052-0.557660.13475
0.03-0.01992-0.470640.17156
0.040.01814-0.405340.19941
0.050.04911-0.352330.22218
0.060.07546-0.307310.24165
0.070.09857-0.267930.25881
0.080.11926-0.232730.27425
0.090.13807-0.200800.28837
0.100.15539-0.171470.30142
0.150.22710-0.050860.35631
0.200.284100.043690.40124
0.250.332990.123430.44116
0.300.376900.193480.47857
0.350.417590.256580.51504
0.400.456200.314290.55182
0.450.493560.367540.58999
0.500.530320.416930.63057
0.550.567090.462960.67451
0.600.604440.506180.72271
0.650.643050.547340.77603
0.700.683740.587450.83550
0.750.727650.627760.90265
0.800.776550.669990.98008
0.850.833540.716751.07279
0.900.905250.773131.19191
0.910.922570.786461.22098
0.920.941390.800831.25265
0.930.962080.816531.28759
0.940.985190.833941.32672
0.951.011540.853671.37149
0.961.042500.876691.42424
0.971.080560.904801.48928
0.981.131160.941891.57602
0.991.210920.999871.71321


Output 94.1.3 displays probit analysis with dose levels. The ED50 for dose is 3.39 with a 95% confidence interval of (2.61, 4.27).

Output 94.1.3: Probit Analysis with Normal Distribution

The Probit Procedure

Probit Analysis on Dose
ProbabilityDose95% Fiducial Limits
0.010.707500.201751.19427
0.020.850120.276911.36380
0.030.955170.338341.48444
0.041.042660.393241.58274
0.051.119710.444291.66793
0.061.189760.492821.74443
0.071.254780.539601.81473
0.081.316000.585151.88042
0.091.374270.629801.94252
0.101.430190.673802.00181
0.151.686960.889502.27147
0.201.923531.105842.51906
0.252.152761.328702.76161
0.302.381801.561283.01000
0.352.615731.805433.27374
0.402.858932.062003.56306
0.453.115732.330983.89038
0.503.390962.611754.27138
0.553.690512.903744.72619
0.604.021993.207595.28090
0.654.395943.526515.97077
0.704.827703.867656.84706
0.755.341344.243857.99189
0.805.977874.677249.55169
0.856.816175.2090011.82480
0.908.039925.9310515.55653
0.918.367046.1158416.63320
0.928.737526.3216517.89163
0.939.163856.5543119.39034
0.949.664636.8224521.21881
0.9510.269257.1394923.52275
0.9611.028117.5281626.56066
0.9712.038308.0314930.85201
0.9813.525858.7476337.67206
0.9916.252339.9970951.66627


The following statements request probit analysis of dosage levels with the logistic distribution:

proc probit log10 plot=predpplot;
   model Response/N=Dose / d=logistic inversecl;
   output out=B p=Prob std=std xbeta=xbeta;
run;

The regression parameter estimates in Output 94.1.4 for the logistic model of –3.22 and 5.97 are approximately times as large as those for the normal model.

Output 94.1.4: Probit Analysis with Logistic Distribution

The Probit Procedure

Model Information
Data SetWORK.B
Events VariableResponse
Trials VariableN
Number of Observations7
Number of Events38
Number of Trials74
Name of DistributionLogistic
Log Likelihood-37.11065336

Analysis of Maximum Likelihood Parameter Estimates
ParameterDFEstimateStandard
Error
95% Confidence LimitsChi-SquarePr > ChiSq
Intercept1-3.22460.8861-4.9613-1.488013.240.0003
Log10(Dose)15.97021.44923.12998.810516.97<.0001


Output 94.1.5 and Output 94.1.6 show that both the ED50 and the LD50 are similar to those for the normal model.

Output 94.1.5: Probit Analysis with Logistic Distribution

The Probit Procedure

Probit Analysis on Log10(Dose)
ProbabilityLog10(Dose)95% Fiducial Limits
0.01-0.22955-0.974410.04234
0.02-0.11175-0.751580.12404
0.03-0.04212-0.620180.17265
0.040.00780-0.526180.20771
0.050.04693-0.452650.23533
0.060.07925-0.392050.25826
0.070.10686-0.340370.27796
0.080.13103-0.295210.29530
0.090.15259-0.255020.31085
0.100.17209-0.218750.32498
0.150.24958-0.075520.38207
0.200.307920.030920.42645
0.250.356110.117420.46451
0.300.398200.191430.49932
0.350.436440.256840.53275
0.400.472210.315880.56619
0.450.506510.369860.60089
0.500.540130.419570.63807
0.550.573740.465590.67894
0.600.608040.508460.72474
0.650.643810.548960.77673
0.700.682050.588150.83637
0.750.724140.627520.90582
0.800.772330.669150.98876
0.850.830670.716311.09242
0.900.908160.775621.23343
0.910.927660.790141.26931
0.920.949220.806071.30912
0.930.973390.823781.35391
0.941.001000.843841.40523
0.951.033320.867131.46546
0.961.072450.895111.53864
0.971.122370.930531.63228
0.981.192000.979521.76329
0.991.309801.061661.98569


Output 94.1.6: Probit Analysis with Logistic Distribution

The Probit Procedure

Probit Analysis on Dose
ProbabilityDose95% Fiducial Limits
0.010.589450.106071.10241
0.020.773120.177181.33058
0.030.907570.239781.48817
0.041.018130.297731.61327
0.051.114130.352661.71922
0.061.200180.405461.81244
0.071.278960.456701.89654
0.081.352180.506751.97379
0.091.421000.555882.04572
0.101.486250.604302.11339
0.151.776560.840382.41030
0.202.031991.073792.66961
0.252.270431.310462.91416
0.302.501521.553933.15736
0.352.731721.806523.40996
0.402.966272.069573.68292
0.453.210062.343453.98927
0.503.468372.627684.34578
0.553.747462.921384.77466
0.604.055463.224515.30573
0.654.403663.539615.98041
0.704.808913.873916.86079
0.755.298364.241558.05044
0.805.920094.668209.74455
0.856.771265.2036512.37149
0.908.093915.9650817.11715
0.918.465596.1680018.59129
0.928.896446.3983720.37592
0.939.405756.6646922.58957
0.9410.023176.9797725.42292
0.9510.797327.3642829.20549
0.9611.815347.8543834.56521
0.9713.254668.5217342.88232
0.9815.559729.5394157.98207
0.9920.4081511.5254996.75820


The PLOT=PREDPPLOT option together with the ODS GRAPHICS statement creates the plot of observed and fitted probabilities in Output 94.1.7. The dashed line represent pointwise confidence bands for the probabilities.

Output 94.1.7: Plot of Observed and Fitted Probabilities

Plot of Observed and Fitted Probabilities