Proc genmod qic

[dapenDaniel]

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.

[Ksharp]

I think it like AIC BIC is a goodness of fit statistic ( abs(QIC) ). Check how much the model fit data.
Near zero means the model is better .
@Rick_SAS might explain it more detail .

[dapenDaniel]

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?

[Rick_SAS]

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

[dapenDaniel]

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

[Rick_SAS · Accepted solution]

Correct. Because the QIC for Model1 is less than the QIC for Model2, Model1 is better according to that criterion.

[dapenDaniel]

Thank you very much! @Rick_SAS