Programming the statistical procedures from SAS

PROC GENMOD for Gamma

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Occasional Contributor
Posts: 8

PROC GENMOD for Gamma

Hello, I used PROC GENMOD for Gamma distributions, and the scale parameter was estimated, which is . Can I estimate the   using GENMOD procedure?

 

Thank you in advance..

SAS Super FREQ
Posts: 4,240

Re: PROC GENMOD for Gamma

Posted in reply to nikolasfilbert

It's not clear to me whether you have covariates or not. There is an example of fitting a gamma-distributed response in the PROC GENMOD documentation. For the intercept-only example with a log link, the doc says "the intercept is the estimated log mean of the fitted gamma distribution so that the mean ...is mu = exp(Intercept)."

 

For general models, the mean is conditional on the covariates (through the link function). For a particular choice of covariates , the conditional mean is mu(x) = inverse_link(x`*beta ).

 

 

 
SAS Employee
Posts: 386

Re: PROC GENMOD for Gamma

Posted in reply to nikolasfilbert

The predicted values available using the PRED= option in the OUTPUT statement provide the estimate of the mean (mu) in the population defined by each observation.

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