PROC GENMOD statistics

[UGAstudent]

proc genmod data= ugastudent_data;
class cd4_levels /param=glm;
model  Factor1 =  cd4_levels;  
run;

I want to know if Im able to generate f-statistics or r-squared values like i am able to do in a PROC Reg statement? As of right now, Im only getting wald statistics. 

[StatDave · Accepted solution]

Since the model you specify is a simple ANOVA model, you can fit it using least squares estimation in PROC GLM and get both R-square and F statistics. GENMOD uses maximum likelihood estimation to fit models in the class of generalized linear models, which yours is one such. GENMOD normally produces chi-square tests for the model effects. However, F tests can be generated if you specify one of SCALE=PEARSON or SCALE=DEVIANCE options as well as either the TYPE3 or TYPE1 option. These options are specified in the MODEL statement. R-square for generalized linear models is computed differently and does not have the simple interpretation that it has in models fit using least squares. However, there have been various R-square-like measures proposed for generalized linear models and one of them is available from this macro.