Programming the statistical procedures from SAS

Proc GENMOD - Model Comparison, which deviance measure to use?

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Contributor jp
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Proc GENMOD - Model Comparison, which deviance measure to use?

Hi there,

I have two models that I want to compare using the Pseudo-R Squared measure: 100 x (Null Deviance - Residual Deviance)/Null Deviance .

I'm unsure which deviance measure to use, the "Deviance" or "Scaled Deviance" once I have run each model (Null Model : Intercept Only, and Model of Interest : Desired Covariates). The documentation mentions the scaled deviance being twice the difference of two different log-likelihoods - I'm guessing that this is for use in a Likelihood Ratio test, and probably not the deviance value I want to use in the above formula.

Thanks in advance for any help.

Cheers

JP

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