PROC GENMOD: LSMEANS Statement :: SAS/STAT(R) 9.2 User's Guide, Second Edition

The GENMOD Procedure

LSMEANS Statement

LSMEANS effects </ options> ;

The LSMEANS statement computes least squares means (LS-means) corresponding to the specified effects for the linear predictor part of the model. The $\text{[math]}$ matrix constructed to compute them is precisely the same as the one formed in PROC GLM.

The LSMEANS statement is not available for multinomial distribution models for ordinal response data.

Each LS-mean is computed as $\text{[math]}$ , where $\text{[math]}$ is the coefficient matrix associated with the least squares mean and $\text{[math]}$ is the estimate of the parameter vector. The approximate standard errors for the LS-mean is computed as the square root of $\text{[math]}$ , where $\text{[math]}$ is the estimated covariance matrix of the parameter estimates. If you specify a GEE model in the REPEATED statement, $\text{[math]}$ is the empirical covariance matrix estimate.

LS-means can be computed for any effect in the MODEL statement that involves CLASS variables. You can specify multiple effects in one LSMEANS statement or multiple LSMEANS statements, and all LSMEANS statements must appear after the MODEL statement.

As in the ESTIMATE statement, the $\text{[math]}$ matrix is tested for estimability, and if this test fails, PROC GENMOD displays "Non-est" for the LS-means entries.

Assuming the LS-mean is estimable, PROC GENMOD constructs a Wald chi-square test to test the null hypothesis that the associated population quantity equals zero.

You can specify the following options in the LSMEANS statement after a slash (/).

ALPHA=number: requests that a confidence interval be constructed for each of the LS-means with confidence level $\text{[math]}$ . The value of number must be between 0 and 1; the default value is 0.05, corresponding to a 95% confidence interval.
CL: requests that confidence limits be constructed for each of the LS-means. The confidence level is 0.95 by default; this can be changed with the ALPHA= option.
CORR: displays the estimated correlation matrix of the LS-means as part of the "Least Squares Means" table.
COV: displays the estimated covariance matrix of the LS-means as part of the "Least Squares Means" table.
DIFF: requests that differences of the LS-means be displayed. All possible differences of LS-means, standard errors, and a Wald chi-square test are computed. Confidence limits are computed if the CL option is also specified.
E: requests that the $\text{[math]}$ matrix coefficients for all LSMEANS effects be displayed.
SINGULAR=number
EPSILON=number: tunes the estimability checking as described for the CONTRAST statement.

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