topic Re: PROC GENMOD for Gamma in Statistical Procedures

PROC GENMOD for Gamma

nikolasfilbert — Thu, 19 Apr 2018 14:06:11 GMT

Hello, I used PROC GENMOD for Gamma distributions, and the scale parameter was estimated, which is . Can I estimate the using GENMOD procedure?

Thank you in advance..

Re: PROC GENMOD for Gamma

Rick_SAS — Thu, 19 Apr 2018 18:38:14 GMT

It's not clear to me whether you have covariates or not. There is an example of fitting a gamma-distributed response in the PROC GENMOD documentation. For the intercept-only example with a log link, the doc says "the intercept is the estimated log mean of the fitted gamma distribution so that the mean ...is mu = exp(Intercept)."

For general models, the mean is conditional on the covariates (through the link function). For a particular choice of covariates , the conditional mean is mu(x) = inverse_link(x`*beta ).

Re: PROC GENMOD for Gamma

StatDave — Thu, 19 Apr 2018 19:12:19 GMT

The predicted values available using the PRED= option in the OUTPUT statement provide the estimate of the mean (mu) in the population defined by each observation.