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deleted_user
Not applicable
I am fitting a model with fixed and random effects, and making a prediction that involves a nonlinear function of the fixed effects estimates and predictions of the random effects. Is there a way to output the approximate prediction variance matrix (P) described on Pg 2786 of SAS/STAT® 9.22 User’s Guide - The GLIMMIX Procedure?

If so I could apply the delta method in IML, using P from GLIMMIX.

I can do this in NLMIXED, but my data set is large with many random effects and NLMIXED is slow whereas GLIMMIX is really fast (even with method=laplace).

BTW, adding the laplace approximation to GLIMMIX was a great benefit.
3 REPLIES 3
Dale
Pyrite | Level 9
Not everyone has the documentation in book form. To what section/subsection of the documentation does page 2786 refer?

Details
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deleted_user
Not applicable
Chapter 38
Section: Details: GLIMMIX Procedure
Subsection: Generalized Linear Mixed Models Theory
Subsubsection: Aspects Common to Adaptive Quadrature and Laplace Approximation
Livi
Calcite | Level 5

I have the same problem. Have you find the solution?

Thank you very much for reply.

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