Programming the statistical procedures from SAS

A Question on combined usage of Proc PLM and Proc Genmod

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A Question on combined usage of Proc PLM and Proc Genmod


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;


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 ;


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

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