I'm running a PROC GEE model in SAS with a multinomial outcome and using year as a predictor. PROC GEE DATA=data; CLASS id outcome(ref="2"); MODEL outcome = year / DIST=MULT LINK=GLOGIT; REPEATED SUBJECT=id/ TYPE=IND; RUN; When I use year as 2001, 2002, 2003, etc., the model does not provide p-values and Z statistics for year but I get estimates. However, when I recode year as 0, 1, 2, etc., firstly the estimates change, and now I also get p-values and Z statistics. I expected that only the intercept would shift, but why does this affect significance testing? Is there something about scale or estimation in GEE that I should consider?
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