BookmarkSubscribeRSS Feed
MigMaster12
Calcite | Level 5

Greetings!

 

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);

RUN;

 

SAS gives me an output of the 2 regression estimates for X1 & X2. For example:

X1:  0.64

X2:  -0.08

 

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?

 

Thank you in advance for your help!

1 REPLY 1
unison
Lapis Lazuli | Level 10

Add the output option:

 

Output pred=Pred;

So that you can view the prediction table. Take a look at the table and try a few observations with how you’ve hypothesized the link function to work. Report back with what you find!


here are some helpful docs: https://support.sas.com/documentation/cdl/en/statug/63962/HTML/default/viewer.htm#statug_genmod_sect...

 

-unison

-unison

sas-innovate-2026-white.png



April 27 – 30 | Gaylord Texan | Grapevine, Texas

Registration is open

Walk in ready to learn. Walk out ready to deliver. This is the data and AI conference you can't afford to miss.
Register now and lock in 2025 pricing—just $495!

Register now

What is Bayesian Analysis?

Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.

Find more tutorials on the SAS Users YouTube channel.

SAS Training: Just a Click Away

 Ready to level-up your skills? Choose your own adventure.

Browse our catalog!

Discussion stats
  • 1 reply
  • 1547 views
  • 0 likes
  • 2 in conversation