Turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

- Home
- /
- Analytics
- /
- Stat Procs
- /
- Re: Question about the PROC GENMOD

Options

- RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Mute
- Printer Friendly Page

🔒 This topic is **solved** and **locked**.
Need further help from the community? Please
sign in and ask a **new** question.

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Posted 06-21-2017 03:27 AM
(1668 views)

Using PROC GENMOD, in "Criteria for Assessing Goodness of Fit" I got :

```
Deviance = 0.6841
Scaled Deviance = 1.1002
```

What does it means ? Is my model good ?

I know that a model with too large a deviance doesn’t fit the data well, but I dont know which deviance should I take

1 ACCEPTED SOLUTION

Accepted Solutions

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Its quite complicated to explain exactly how the statistics are calculated and how they should be used. I will recommend you to read the documentation which are very will written for this topic. SAS documentation

Shortly speaken, the scaled deviance is the deviance/dispersion. This statistic is in many model approximately chi-square distributed with n-p degrees of freedom.

5 REPLIES 5

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Your model looks good.

Scaled Deviance is near 1 which means your model is not overdisperse / oversparse.

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

I disagree with @Ksharp. The scaled deviance is a fit-statistic that can be used for testing whether each cell has its own predicted value (one parameter per cell) to the model specified. Therefore, and as the documentation mention, this fit-statistic has (in some models) a chi-square distribution with n-p degree of freedom.

Whereas the deviance/df (found in the collumn "value/DF") is a test statistic for no overdispersion or underdispersion.

But, it is not in all models it make sense to use this test statistic!

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Opps. I forgot ScaledDeviance/DF = 1

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

I dont understand

Output values are :

```
Deviance = 0.6841
Scaled Deviance = 1.1002
```

With Df = 57000

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Its quite complicated to explain exactly how the statistics are calculated and how they should be used. I will recommend you to read the documentation which are very will written for this topic. SAS documentation

Shortly speaken, the scaled deviance is the deviance/dispersion. This statistic is in many model approximately chi-square distributed with n-p degrees of freedom.

**Don't miss out on SAS Innovate - Register now for the FREE Livestream!**

Can't make it to Vegas? No problem! Watch our general sessions LIVE or on-demand starting April 17th. Hear from SAS execs, best-selling author Adam Grant, Hot Ones host Sean Evans, top tech journalist Kara Swisher, AI expert Cassie Kozyrkov, and the mind-blowing dance crew iLuminate! Plus, get access to over 20 breakout sessions.

What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.