Hi all,
Output from [proc glm] includes [estimate and standard error], can we get standard deviation instead?
Thanks!
Hao
https://communities.sas.com/t5/ODS-and-Base-Reporting/output-tables-from-proc-glm/m-p/239152
Standard deviation of what?
Standard deviation of the estimate (continuous variable).
Ok, estimate of what??
Below is the example:
Proc glm data=temp1;
class age_group(ref=first);
model BMI=age_group/solution E3;
run;
Thanks!
This GLM model produces a lot of estimates. Which one are you referring to?
I think only one estimate (parameter), the value below intercept.
So to make the example concrete, let's go with
proc glm data=sashelp.class;
class sex;
model height=sex/solution;
means sex;
run;
quit;
this produces
and so you want the standard deviation of the estimate -3.3211111 for Sex F.
As far as I understand things, there is no standard deviation of this estimate. In fact, I don't even think it makes sense to talk about a standard deviation of this estimate. The Standard Error of 2.2862... gives you a measure of how variable this estimate is.
So, under the usual assumptions for PROC GLM (errors are iid normal), this estimate has a normal distribtuion with mean of -3.3211111 and a standard deviation — which is equal to the standard error — of 2.2862 ...). Is that what you want?
Yes!
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