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John4
Obsidian | Level 7

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

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JacobSimonsen
Barite | Level 11

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.

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Ksharp
Super User

Your model looks good.

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

JacobSimonsen
Barite | Level 11

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!

Ksharp
Super User

@JacobSimonsen

Opps. I forgot  ScaledDeviance/DF = 1

John4
Obsidian | Level 7

I dont understand

Output values are :

Deviance = 0.6841
Scaled Deviance = 1.1002

With Df = 57000

 

 

JacobSimonsen
Barite | Level 11

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.

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