I need to fit a gamma glm using PROC GENMOD and then output the parameters such that I can forecast within a microsimulation model. Tech support tells me that PROC GENMOD is the only procedure which allows you to use the gamma family of models. However, given that the gamma family requires a class statement, I can't output the parameters or use PROC SCORE. Is there any way to work around this such that I can output parameters?
I got around this issue by creating a dataset with the explanatory vars you need for the projection. For example say you have data for years 1 to 5 and you want to project to years 6 to 10. Then I'd construct the dataset so that it had
then you run your proc genmod and output the results into new dataset.
Hope that helps you out.
BTW I posted a query today relating to how to get the prediction interval. Have you had any experience with that?