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
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.
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
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.
Thank you very much for this clear explanation!
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