topic Re: Question about the PROC GENMOD in Statistical Procedures

Question about the PROC GENMOD

John4 — Wed, 21 Jun 2017 07:31:54 GMT

Using PROC GENMOD, in "Criteria for Assessing Goodness of Fit" I got :

Deviance = 0.6841
Scaled Deviance = 1.1002

What does it means ? Is my model good ?

I know that a model with too large a deviance doesn’t fit the data well, but I dont know which deviance should I take

Re: Question about the PROC GENMOD

Ksharp — Wed, 21 Jun 2017 12:54:13 GMT

Your model looks good.

Scaled Deviance is near 1 which means your model is not overdisperse / oversparse.

Re: Question about the PROC GENMOD

JacobSimonsen — Wed, 21 Jun 2017 13:22:21 GMT

I disagree with @Ksharp. The scaled deviance is a fit-statistic that can be used for testing whether each cell has its own predicted value (one parameter per cell) to the model specified. Therefore, and as the documentation mention, this fit-statistic has (in some models) a chi-square distribution with n-p degree of freedom.

Whereas the deviance/df (found in the collumn "value/DF") is a test statistic for no overdispersion or underdispersion.

But, it is not in all models it make sense to use this test statistic!

Re: Question about the PROC GENMOD

Ksharp — Wed, 21 Jun 2017 13:43:31 GMT

@JacobSimonsen

Opps. I forgot ScaledDeviance/DF = 1

Re: Question about the PROC GENMOD

John4 — Thu, 22 Jun 2017 07:19:26 GMT

I dont understand

Output values are :

Deviance = 0.6841
Scaled Deviance = 1.1002

With Df = 57000

Re: Question about the PROC GENMOD

JacobSimonsen — Thu, 22 Jun 2017 08:41:57 GMT

Its quite complicated to explain exactly how the statistics are calculated and how they should be used. I will recommend you to read the documentation which are very will written for this topic. SAS documentation

Shortly speaken, the scaled deviance is the deviance/dispersion. This statistic is in many model approximately chi-square distributed with n-p degrees of freedom.