Z-test in NB regression model

Najmeh — Tue, 21 Jun 2011 17:06:40 GMT

I modeled a NB regression as below

proc genmod data=Crash; class ID year;
model accident= major minor/dist=nb link=log
type3 wald; repeated subject=ID;

run; quit;

the result shows Z test even that I said wald and no overdispersion is shown. If I remove "repeated subject=ID" then it shows wald chi square test and the overdispersion.
Is there any way I can get chi square test result and over dispersion? ( I don't even need it to be wald, even If I don't type wald it still shows me wald chi square)

Thanks

Z-test in NB regression model

StatDave — Fri, 24 Jun 2011 17:11:28 GMT

The WALD option in the MODEL statement causes the tests produced by the TYPE3 option to be Wald tests instead of the default score tests. The WALD option has no effect on the tests in the GEE parameter estimates table which are always Z statistics, which are just the square root of the Wald statistic and has the same p-value. The table that gives the Pearson and deviance statistics does not apply to GEE models since it is not a likelihood-based method. The table is printed if you specify the PRINTMLE option in the REPEATED statement, but those statistics apply only to an initial model that is fitted by maximum likelihood to provide starting values for the GEE estimation method. The GEE method always includes a dispersion parameter that is used in the computation of the working correlation matrix. See "Generalized Estimating Equations" in the Details section of the GENMOD documentation.

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Z-test in NB regression model

Z-test in NB regression model