Programming the statistical procedures from SAS

Vuong macro - scale= ?

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Contributor
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Vuong macro - scale= ?

I am trying to run the Vuong macro and I have everything set up, minus a few things. For nparm1 and nparm2 I just looked at the output for number of parameters and used '8' for both models. I am confused on the scale1= and scale2= statements though. In some of the reading I did, it says that it should be the 'variance of the outcome measure in each regression model'. My outcome measure (DV) is 'n', but I am not sure how to get the variance of the outcome measure for each of the models (poisson, NB, ZINB) and the IVs are area, period, and the interaction between area and period (which is the part I'm interested in).

I figured out how to get the variance for each variable in the dataset, so I see the variance for 'n' is listed as ~2705, but I don't think this is what I should be inputting after scale1= and scale2= because the few examples I could find were all <10. Can someone please help me to sort out where to find this value? Thanks for your help!

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Valued Guide
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Re: Vuong macro - scale= ?

One reads the relevant scale parameter estimate from the output for each model fit. SAS instructions tell you what values to use:

42514 - Tests for comparing nested and nonnested models

You didn't indicate what procedure you are using for the model, the distribution of the response variable, and so on. So we can't give any specific help. I think the cited material is very detailed and clear (good examples for different procedures).

Contributor
Posts: 32

Re: Vuong macro - scale= ?

Oh okay, thanks. I had come across that material before, but was confused for some reason by that table for the scale statement. I'm looking at negative binomial, poisson, or ZINB, so now it makes sense to me that I run whichever model first and then look at the dispersion parameter in the model and input that in the macro for scale1 and scale2=

Thanks for your help!

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