topic Re: coefficient determination in proc genmod in New SAS User

coefficient determination in proc genmod

sasgiaz — Sun, 24 Mar 2019 16:06:09 GMT

Hi, I need to get the coefficient determination value from the proc genmod.

I've read the manuals on SAS about this proc but I could not find the statement.

Is that mean this proc can not produce the value of coefficient determination?

Thanks before.

Re: coefficient determination in proc genmod

PaigeMiller — Sun, 24 Mar 2019 21:03:19 GMT

In general, the coefficient of determination (also known as R-squared) is only meaningful for linear model, such as those fit via PROC GLM or PROC REG. Once you moved beyond linear models into generalized linear models (such as PROC GENMOD), this statistic can be problematic, and as far as I know, there is no general consensus among statistician on how to measure the fit of a generalized linear model. Here is one such discussion: https://jonlefcheck.net/2013/03/13/r2-for-linear-mixed-effects-models/ Google finds many other papers on this subject as well.

Re: coefficient determination in proc genmod

sasgiaz — Sun, 24 Mar 2019 22:15:32 GMT

Honestly I wanted to estimate the parameter in regression analysis with maximum likelihood estimation and I thought the proc genmod would do so. But now I think I was wrong?

Re: coefficient determination in proc genmod

PaigeMiller — Mon, 25 Mar 2019 13:16:53 GMT

@sasgiaz wrote:

Honestly I wanted to estimate the parameter in regression analysis with maximum likelihood estimation and I thought the proc genmod would do so. But now I think I was wrong?

GENMOD will estimate the parameter in regression analysis, using maximum likelihood estimation. In the limited case of ordinary least squares regression, where the errors are normal, maximum likelihood and least squares ought to give identical parameter estimates. Nevertheless, GENMOD does not produce a coefficient of determination.

Re: coefficient determination in proc genmod

sasgiaz — Tue, 26 Mar 2019 04:38:02 GMT

understood. thankyou so much!