proc genmod dispersion parameter

[ayaaj1]

Hello,

I am using proc genmod with the negative binomial distribution and a repeated statement.

it appears that with a repeated statement, the dispersion parameter is not provided.

Is there any way to retrieve the dispersion parameter while using the repeated statement ?

Thank you in advance!

Aya

[sbxkoenk]

Hello Aya ,

Use the PRINTMLE option on the REPEATED statement.

PRINTMLE --> Displays an analysis of maximum likelihood parameter estimates table

There's a starting value estimated for the negative binomial dispersion parameter (as for all other parameters), by doing a maximum likelihood (ML) estimation of the model ignoring the REPEATED statement. 

You can see that estimated starting value of the negative binomial dispersion parameter by using PRINTMLE.

After initial estimation , I think this NB dispersion parm is further treated as a constant!

Is that correct @StatDave ?

Thanks,

Koen

[StatDave · Accepted solution]

Yes, the initial model estimated by maximum likelihood (displayable with the PRINTMLE option) estimates the negative binomial dispersion parameter and that is then held fixed during the GEE estimation phase. 

[ayaaj1]

Thank you very much for this clear explanation!