topic Re: How can I run proc genmod keepimg fixed some parameter value? in SAS Procedures

How can I run proc genmod keepimg fixed some parameter value?

j4copo — Tue, 03 Sep 2013 15:45:00 GMT

How can I run proc genmod keepimg fixed some parameter value

Re: How can I run proc genmod keepimg fixed some parameter value?

SteveDenham — Wed, 04 Sep 2013 12:23:21 GMT

This sounds really kludgy, but the only way I see to do this is to preprocess the data. Plug the fixed value in and subtract it from the dependent variable. This may require using the correct link function. I don't see any other way in GENMOD. The other alternative I can think of would be to do something in NLMIXED that was the equivalent of the GENMOD fitting, and use the BOUNDS statement.

Steve Denham

Message was edited by: Steve Denham

Re: How can I run proc genmod keepimg fixed some parameter value?

MattFlynn — Wed, 09 Oct 2013 15:10:56 GMT

see the offset statement:for quick and easy "fixing" of parameters to a desired value.

An example here

http://www.nesug.org/proceedings/nesug07/sa/sa08.pdf

ata freq_data;

set input;

claim_freq=claim_count / exposure;

offset_factor=1;

if driver_age_group =3 then offset_factor=1.05;

if driver_age_group =4 then offset_factor=1.25;

logoffset=log(offset_factor);

if driver_age_group in (1,2) then driver_age_group_new= driver_age_group;

else driver_age_group_new =9;

run;

proc genmod data=freq_data;

class driver_age_group_new type;

model claim_freq = driver_age_group_new type

/ dist=poisson link=log offset= logoffset;

run;

Best regards,

-Matt

Re: How can I run proc genmod keepimg fixed some parameter value?

SteveDenham — Wed, 09 Oct 2013 16:36:05 GMT

Matt, how does this fix the parameter value? I can see that it scales it for various age groups, but I was under the impression that the OP wanted a fixed single value, something like:

model y = x1--x10/dist=poi;

with, for example, the contribution of x1, x2, and x3 being constant.

Steve Denham