Hi everybody! I've fitted a log-binomial model with PROC GENMOD and want to output the deviance fit statistics. After specifying the AGGREGATE option, though, the model does not converge anymore. I know fitting log binomial models is still an issue and often leads to non-convergence, which was a problem as well. Therefore, I applied the revised COPY method by Deddens et al.* which worked and the model converged. Anyway, could the weighting cause the problem? Does anybody has an idea what the reason could be? Alternatively, I think about calculating the LR test by hand with the log likelihood information from my fitted model and an intercept-only model - would that be appropriate? I guess simply running a logistic model would be inappropriate becaus in fact with a different link function it is a different model? In principle, that's my syntax: proc genmod data=data desc;
weight w;
class a b c d /param=ref;
model y=a b c d e f /dist=binomial link=log intercept=-4 cl (((aggregate)));
run; I appreciate your comments and answers. As this is my first question, please let me know if you need further information! *COPY method: save a copy of the original data set weighted with .999 and a second copy with the response reversed and weight .001. then merge the two copies into one data set and use this third data set for regression (with weight statement). (http://oem.bmj.com/content/65/7/501.long)
... View more