Have you tried a generalized logit link? A generalized logit link is available in PROC GLIMMIX. My thought is that a generalized probit would give approximately the same results, so this may be an alternative.
If you stay with GENMOD, you will probably have to write your own link functions using the FWDLINK and INVLINK statements, to get the generalized types.
Since the probit distribution assumes an underlying normal distribution with "cutpoints", I am not sure that a generalized probit is particularly meaningful. The alternative might be to set up various binary classifications. That would probably require some (meaning, A LOT) of post processing programming.
SteveDenham
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