proc glimmix: residual

L_L — Fri, 30 Dec 2011 15:32:19 GMT

Dear all

I'm using this SAS code:

PROC GLIMMIX DATA=input plots= all;

class hosp mese;

model y= x_1 x_2 x_3 mese /dist=poisson link=log s ;

output out=gmxout predicted=pred resid=res;

random intercept /subject=hosp ;

run;

I need some explanation about the predicted value and the residual I find in the output file: how is calculated the predicted value (it's a value too far from observed value and in contrast with residual) ? And about residual, what kind of residual is calculated?

Thanks in andvance for any help

Kind regards

proc glimmix: residual

lvm — Tue, 03 Jan 2012 18:50:26 GMT

You are getting the default choices for predicted values and residuals. These are considered conditional values (conditional on the random effects). Thus, you are getting the predicted value (predicted linear predictor) for {x1,x2,x3} for each hosp value in the data set. These are considered BLUPs (actually, EBLUPs). Even if the independent variables were the same, the predicted value would be different for two different hosp values. The residual is just the difference with the observed (calculated on the link scale). If you want the so-called marginal predictions (i.e., at the expected value of 0 for the random hosp effect), use:

output out=gmxout2 pred(noblup)=pred residual(noblup)=residual;

Check out the following for more guidance, or the User's Guide.

http://www2.sas.com/proceedings/sugi30/196-30.pdf

topic proc glimmix: residual in Statistical Procedures

proc glimmix: residual

proc glimmix: residual