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PROC GLM, obsorb vs. class statement: Results are different

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New Contributor
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PROC GLM, obsorb vs. class statement: Results are different

I am running PROC GLM for the fixed effects regression of variable  &depVar. over independent variables &indVar., while controlling for fixed effects for the geographic variation HRR_x_Year. Both ways, the results must be equivalent; however, in first case it complains about a singularity and R-square jumps to 0.84, where as in later case the R-square due to HRR_x_Year only changes about 0.06.Is the implementation different intrinsically.

 

PROC GLM DATA=WORK.MODEL2;
   absorb HRR_x_Year;
   model &depVar.=  &indVar.  / SS3  SOLUTION ;
run;

"Note: The X'X matrix has been found to be singular, and a generalized inverse was used to solve the normal equations.  Terms whose estimates are followed by the letter 'B' are not uniquely estimable."

 

PROC GLM DATA=WORK.MODEL2;
   Class HRR_x_Year;
   model &depVar.= &indVar. HRR_x_Year / SS3  SOLUTION ;
run;

 

SAS Super FREQ
Posts: 4,245

Re: PROC GLM, obsorb vs. class statement: Results are different

Is it possible that you have reversed the order of the two procedure calls?

The message 

Note: The X'X matrix has been found to be singular...

is displayed when you use CLASS variables and you use the SOLUTION option to request the parameter estimates. The NOTE reminds you that the GLM parameterization of classification effects is a singular parameterization and therefore the last level of the classification variable will be set to zero.  

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