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Obtain prediction interval using proc genmod

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Obtain prediction interval using proc genmod

Hi SASers,

I am fitting a negative binomial regression and outputting predicted values and confidence interval for the mean. I'd like to instead obtain the prediction interval. I understand that this is not available in PROC GENMOD (though it is available in PROC REG). Was hoping that you might be able to offer some insights. Although I am using negative binomial would be okay to swap to logistic or poisson.

*nclaims=Number of claims in a year;
*yearint=Year (1994 to 2011);
*Log_noe=natural logaithm of number of workers;
*Fit negative binomial with data 1994 to 2007 in order to predict incidence (claims per 1000 workers) in 2011. Also need prediction interval;
proc genmod data=m;
model nclaims=yearint/dist=negbin offset=log_noe;
output out=pred pred=pred lower=lower upper=upper;;
run;
data pred;
set pred;
pred=pred/noe*1000;
lower=lower/noe*1000;
upper=upper/noe*1000;
run;
proc print data=pred;
run;
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