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Dofin
‎09-07-2021
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Re: LR test in proc genmod

by Calcite | Level 5 in Statistical Procedures
‎08-27-2021 04:23 AM
‎08-27-2021 04:23 AM
You've written LR test should be zero, see your previous post. "So the way SAS works, these are the same models, with the exact same fit and the exact same predictions; and the LR test should be zero. You have just requested the same model twice, but with different paramaterization."   Now you contradict to yourself. The problem is the SAS documentation is very poor that why people ask here their questions.      ... View more

Re: LR test in proc genmod

by Calcite | Level 5 in Statistical Procedures
‎08-22-2021 03:24 AM
‎08-22-2021 03:24 AM
Thank you very much, very good explanation. I had feeling those are the same models.   But the problem is that, when I have main factors and their interaction in the model LR Chi-Square statistics for main factors don't equal to zero (but should be). It looks like SAS makes some adjustment or additional computation.  Please take a look on the output of: proc genmod=sashelp.cars; class origin driventrain; model msrp=origin driventrain origin*driventrain /link=log dist=gamma type3 scale=pearson; run; LR Statistics For Type 3 Analysis Source Num DF Den DF F Value Pr > F Chi-Square Pr > ChiSq Origin 2 419 54.78 <.0001 109.56 <.0001 DriveTrain 2 419 47.28 <.0001 94.57 <.0001 Origin*DriveTrain 4 419 2.11 0.0791 8.43 0.0771   I'm wondering how sas computes Ch-Square for Origin which is equal to 109.56, for example   Thank you,   Alex ... View more

LR test in proc genmod

by Calcite | Level 5 in Statistical Procedures
‎08-20-2021 12:15 PM
‎08-20-2021 12:15 PM
Hello! I'm using proc genmod for building GLM models. In variable selection we generally use LR test with type 3 statistics. As I understand the LR test is working the following way: D-deviance which is distributed Chi-Square when number of degrees of freedom is equal to number of levels in investigated variable minus 1. That's true until a model  includes interaction. Suppose a model consists of 2 variables and their interaction: A,B,A*B So, the LR test for variable A is supposed to be: but I found occasionally that deviance is equal for 2 models: B,A*B and A,B,A*B so this formula cannot be applied in this case If anybody knows how SAS computes LR statistics for model with interaction? This very important to me and I will be very appreciate.   Thanks a lot,   Alex   ... View more
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