Hi Friends, I'm hoping you can help with a modeling conundrum.
I'm modeling some cost data using generalized linear models (PROC GENMOD). I have multiple observations per person, so I've included the REPEATED statement to account for the correlation between values for the same patient. However, I'm a little confused by the results. As I understand it, including a repeated statement shouldn't change the model estimates, just the CIs/SEs. But I noticed that changing the covariance structure from compund symmetric to autoregressive DOES change the estimates (and by a non-negligible amount!). This is making me wonder if I'm doing something wrong in my code... I've pasted my code below. Aany insight into why I might be getting unexpected changes in the model estimate as a result of changing the covariance structure??
proc genmod data=forreg ;
class id bg year / param=ref ref=first;
model pay = bg year bg*year/ link=log dist=gamma;
repeated subject=id /type=cs ;
run;
