I'm running a generalized linear model (GLM) in SAS via PROC GENMOD.
I've specified a gamma distribution since my Y response variable is skewed to the right & is non-negative. I've specified a square root power link (since I found that transforming my Y via the square root improves the skewed distribution). I have 2 X predictor variables, X1 and X2.
My code looks something like:
PROC GENMOD DATA=SAMPLE;
MODEL Y = X1 X2 / DIST=GAMMA LINK=POWER(0.5);
SAS gives me an output of the 2 regression estimates for X1 & X2. For example:
How would I go about interpreting these estimates in terms of my Y variable? Can I just say that 1 unit change in X1 results in a increase of 0.64 in Y (assuming that my specific link function has already taken care of the transformation)? Or do I have to take the square of the estimates to obtain the original un-transformed Y?
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