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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

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