Proc Genmod Output Interpretation

[RamKumar]

I'm learning Proc Genmod  at the moment. Novice to modelling as well.

I need someone to guide me in interpreting the proc genmod output although I've some idea to interpret P values. What does the table 'Creteria for accessing goodness of fit' actually explains? From the documentation I understand it explains how our data fits the model, but I don't understand what it actually tells us.

What is intercept in 'Analysis Of Maximum Likelihood Parameter Estimates' output table?

[SteveDenham]

The intercept is the predicted value when all covariate values are set to zero.

Steve Denham

[RamKumar]

Thanks!

How about the other question?

'I need someone to guide me in interpreting the proc genmod output although I've some idea to interpret P values. What does the table 'Creteria for accessing goodness of fit' actually explains? From the documentation I understand it explains how our data fits the model, but I don't understand what it actually tells us.'?

[SteveDenham]

This would be a good time to pick up the seminal text in the field, MCCullagh and Nelder's Generalized Linear Models, 2nd ed.

Information criteria allow you to "rank" models, provided the data are unchanged.

I always look at the scaled Pearson's chi squared divided by the degrees of freedom as a guide as to whether the distribution chosen fits the data.

The point of this is that there is not a well-agreed upon measure of goodness of fit for generalized linear models, akin to Rsquared for ordinary least squares fits.

Steve Denham

[K331]

Is the correct interpretation of PROC GENMOD with a poisson distribution an odds ratio such as in logistic regression, or is the interpretation the same as an OLS Parameter Estimate?