Thank you very much indeed! I would be very greatful if you had any advice on how to set overdispersion in this type of regression. I know, I can set a fixed number via "disperion" but is there something similar to scale=pearson option which is in GENMOD? ... View more

You are definitely right in what you are saying. However, there are still couple of things that I (and my colleagues) don't understand.   I have prepared some data...   DATA data; INPUT id var1 $ var2 $ target ; DATALINES; 1 A X 6 2 A X 2 3 A X 4 4 A Y 6 5 A Y 3 6 A Y 3 7 A Z 0 8 A Z 1 9 A Z 2 10 B X 5 11 B X 7 12 B X 8 13 B Y 0 14 B Y 9 15 B Y 3 16 B Z 7 17 B Z 7 18 B Z 2 19 A Y 1 20 B X 3 ; RUN;   I am using Poisson regression...   proc genmod data=data; class var1(ref = "A") var2(ref = "X"); model target = var1 var2 var1*var2 /dist=Poisson link=log type1 type3; run; proc hpgenselect data=data; class var1(ref = "A") var2(ref = "X"); model target = var1 var2 var1*var2 /dist=Poisson link=log; selection method=NONE details=all; run;   So far, so good... both procedures give identical results. Problem appears when I want only the interaction in the model. Like this:   proc genmod data=data; class var1(ref = "A") var2(ref = "X"); model target = var1*var2 /dist=Poisson link=log type1 type3; run; proc hpgenselect data=data; class var1(ref = "A") var2(ref = "X"); model target = var1*var2 /dist=Poisson link=log; selection method=NONE details=all; run;   This way GENMOD gives exactly what's needed. HPGENSELECT insists on previous coding and gives estimates only for intercept, {B,Y} and {B,Z}. In my opinion, that is incorrect. Of course this way the two model give different results, predicted values etc.   As you say, I can get all interaction combinations when excluding ref setting in class statement like this...   proc hpgenselect data=data; class var1 var2; model target = var1*var2 /dist=Poisson link=log; selection method=NONE details=all; run;   The problem is that I do need to have reference categories set. Seems like dead end to me... or am I still missing something?   Thank you for your reply. ... View more

Yeah, my bad... I forgot to mention that I have model with intercept, therefore I left out {B,Z} as reference category.   If you say, it's basic statistics and SAS is doing the right thing, can you please teach me a lesson on why GENMOD gives (in my opinion) correctly estimates for 5 parameters and HPGENSELECT only for 2?   Are both procedures doing the right thing, you think? ... View more

Thank you, guys.   Your suggestions are useful in combination with my DATA step solution, which is good.   I was expecting something simpler, though. When I run:   %let want2 = left(put(month(&day_act.) + &i.,best.)); %put &want2.;   I get the string 'left(put(month(mdy(3,13,2018)) + -1,best.))'. It's also useful in my code, but this time I would like to have '2' returned. I tried RESOLVE etc. If there were something like that, it would make the code much simpler. ... View more