hello SAS experts,
I am using proc genmod to run a GEE regression. The dependent variable is count data so negative binomial distribution is specified. The code is below.
proc genmod data=have;
class firmid year;
model DV = IV control variables / dist=nb link=log;
repeated subject = firmid / within=year type=ind;
run;
The results show a negative QIC (-158900.5758). How to interpret this negative QIC? Thanks.
Thank you @Ksharp
If I have two models, both QICs are negative (let's say -15 and -10). Is the one whose QIC is -10 better? If so, when QICs are negative, the one with larger QIC is better. Am I correct?
Like other likelihood-based criteria, you shouldn't worry about the actual number or whether it is positive or negative. These "information criteria" are used to compare different models. The model with the smaller QIC is a better fit. For more information about QIC, see
https://support.sas.com/kb/23/109.html
Thank you @Rick_SAS
Please allow me to ask a following question. If I have two models as below, is the model with more negative QIC score (Model1) the better one since it is smaller?
Model1 Model2
QIC -15 -10
Thank you very much! @Rick_SAS
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