turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Find a Community

- Home
- /
- Analytics
- /
- Stat Procs
- /
- A Question on combined usage of Proc PLM and Proc ...

Topic Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

10-29-2014 11:54 AM

Hi,

I have a question regarding the standard errors of predicted values when using Proc Genmod and Proc PLM together. For example, I'm using a negative binomial link, and my genmod code is

proc genmod data =mydata;

model y=x1-x3/ dist=NB link=log type3 COVB pred;

store mymodel;

run;

from this procedure, I can get the predicted values as well as its standard errors, and I believe the error is calculated as sqrt(Var(y_pred)), where y_pred = log(y).

For example, for one of my observations,

my y=170, and log(y)=5.1358, and standard error is 0.09, so I expect the 95% confidence interval to be exp(5.1358+- 0.09*1.96)= (142.508, 202.796).

Later, I need to use PLM to get the model information, so I use

proc plm source = mymodel alpha = 0.05;

show cov Parms;

score data = mydata out=myoutput PRED stderr UCLM LCLM

/ilink ;

run;

The predicted values and the confidence intervals are the same as before in Genmod, but the standard errors is something other than 0.09, or exp(0.09) or log(0.09). I have no idea how this value comes up.

Can anyone help me explain how this stderr in PLM is calculated for ilink option please?

Thank you very much.

-- June