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The GENMOD Procedure

Overview: GENMOD Procedure

The GENMOD procedure fits generalized linear models, as defined by Nelder and Wedderburn (1972). The class of generalized linear models is an extension of traditional linear models that allows the mean of a population to depend on a linear predictor through a nonlinear link function and allows the response probability distribution to be any member of an exponential family of distributions. Many widely used statistical models are generalized linear models. These include classical linear models with normal errors, logistic and probit models for binary data, and log-linear models for multinomial data. Many other useful statistical models can be formulated as generalized linear models by the selection of an appropriate link function and response probability distribution.

See McCullagh and Nelder (1989) for a discussion of statistical modeling using generalized linear models. The books by Aitkin et al. (1989) and Dobson (1990) are also excellent references with many examples of applications of generalized linear models. Firth (1991) provides an overview of generalized linear models.

The analysis of correlated data arising from repeated measurements when the measurements are assumed to be multivariate normal has been studied extensively. However, the normality assumption might not always be reasonable; for example, different methodology must be used in the data analysis when the responses are discrete and correlated. Generalized estimating equations (GEEs) provide a practical method with reasonable statistical efficiency to analyze such data.

Liang and Zeger (1986) introduced GEEs as a method of dealing with correlated data when, except for the correlation among responses, the data can be modeled as a generalized linear model. For example, correlated binary and count data in many cases can be modeled in this way.

The GENMOD procedure can fit models to correlated responses by the GEE method. You can use PROC GENMOD to fit models with most of the correlation structures from Liang and Zeger (1986) by using GEEs. See Hardin and Hilbe (2003), Diggle, Liang, and Zeger (1994), and Lipsitz et al. (1994) for more details on GEEs.

Bayesian analysis of generalized linear models can be requested by using the BAYES statement in the GENMOD procedure. In Bayesian analysis, the model parameters are treated as random variables, and inference about parameters is based on the posterior distribution of the parameters, given the data. The posterior distribution is obtained using Bayes’ theorem as the likelihood function of the data weighted with a prior distribution. The prior distribution enables you to incorporate knowledge or experience of the likely range of values of the parameters of interest into the analysis. If you have no prior knowledge of the parameter values, you can use a noninformative prior distribution, and the results of the Bayesian analysis will be very similar to a classical analysis based on maximum likelihood. A closed form of the posterior distribution is often not feasible, and a Markov chain Monte Carlo method by Gibbs sampling is used to simulate samples from the posterior distribution. See Chapter 7, Introduction to Bayesian Analysis Procedures, for an introduction to the basic concepts of Bayesian statistics. Also see the section Bayesian Analysis: Advantages and Disadvantages for a discussion of the advantages and disadvantages of Bayesian analysis. See Ibrahim, Chen, and Sinha (2001) for a detailed description of Bayesian analysis.

In a Bayesian analysis, a Gibbs chain of samples from the posterior distribution is generated for the model parameters. Summary statistics (mean, standard deviation, quartiles, HPD and credible intervals, correlation matrix) and convergence diagnostics (autocorrelations; Gelman-Rubin, Geweke, Raftery-Lewis, and Heidelberger and Welch tests; the effective sample size; and Monte Carlo standard errors) are computed for each parameter, as well as the correlation matrix and the covariance matrix of the posterior sample. Trace plots, posterior density plots, and autocorrelation function plots that are created using ODS Graphics are also provided for each parameter.

The GENMOD procedure now uses ODS Graphics to create graphs as part of its output. For general information about ODS Graphics, see Chapter 21, Statistical Graphics Using ODS.

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