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AXR
Calcite | Level 5 AXR
Calcite | Level 5

Hello,

 

I'm testing out some logistic regression models and I am comparing results across proc logistic, proc glimmix, and proc genmod. I wanted to first look at models without specifying any random effects. With these fixed effects models, I anticipate that the coefficient estimates would be the same across procedures; however proc logistic produces substantially different coefficient estimates for the fixed effects (proc glimmix and genmod produce the same coefficient estimates).  Do you know what would be causing this? I've pasted example code below.

 

Addendum: I've noticed that the different parameter estimates are specifically for variables in the class statement (I am specifying the same reference category across models).

 

proc logistic data = dat desc;
	class  var1 (ref = "0");
	model outcome = var1 var2 var3;
run;

proc glimmix data = dat;
	class  var1 (ref = "0");
	model outcome = var1 var2 var3/solution dist=bin link=logit;
run;

proc genmod data = dat;
	class  var1 (ref = "0");
	model outcome = var1 var2 var3/dist=bin link=logit;
run;

 

Parameter estimates output

 

 

SAS output.png

1 ACCEPTED SOLUTION

Accepted Solutions
PaigeMiller
Diamond | Level 26

The GLIMMIX and GENMOD estimates match. The LOGISTIC estimates are the exact same model, just parameterized differently. If you had shown the Intercept from LOGISTIC, we could all see these are the same models. These models give the exact same predictions.

 

Instead of looking at parameter estimates for CLASS variable levels, you ought to be using LSMEANS, which I suspect will provide the same LSMEANS for each of the three PROCs.

--
Paige Miller

View solution in original post

3 REPLIES 3
PaigeMiller
Diamond | Level 26

Oh come on, show us the output!

 

And you say

 

(I am specifying the same reference category across models)

 

but the code you show doesn't do any such thing.

--
Paige Miller
PaigeMiller
Diamond | Level 26

The GLIMMIX and GENMOD estimates match. The LOGISTIC estimates are the exact same model, just parameterized differently. If you had shown the Intercept from LOGISTIC, we could all see these are the same models. These models give the exact same predictions.

 

Instead of looking at parameter estimates for CLASS variable levels, you ought to be using LSMEANS, which I suspect will provide the same LSMEANS for each of the three PROCs.

--
Paige Miller

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