HPGENSELECT does not allow you to set the dispersion parameter to anything other than a constant.  In any regard I think most statisticians would suggest that if you think you have over/under-dispersion for a Poisson model, it is best to switch to a negative binomial model which can be written such that it is essentially a poisson distribution with an extra dispersion parameter ... View more

If you are using the REF= option on the CLASS statement in HPGENSELECT then it will automatically choose reference coding.  This is a full rank parameterization and only those levels associated with non-reference levels will appear in the Parameter Estimates table.   If you remove the REF= option then HPGENSELECT will use GLM coding, which is the same as GENMOD uses.  You will notice that just like in GENMOD, HPGENSELECT will set the reference level to 0 and have those levels appear in the Parameter Estimates table.   Either way however, the results from the two procedures will correspond to the same model fit and thus Log-likelihood values, predicted values, etc. will all the same.  The differences will only be in the Parameter Estimates table and that is simply because of the different parameterization. ... View more

Hi Eric: You should be using the SAMPRATE= option if you are going to supply it with a sampling rate. ... View more