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Contents: | Purpose / History / Requirements / Usage / Details / Limitations / Missing Values / References |
NOTE: Beginning in SAS 9.2, the QIC statistic is produced by PROC GENMOD. Beginning in SAS 9.4 TS1M2, QIC is available in PROC GEE.
Version | Update Notes |
1.2 | More adjustment of macro termination criteria. |
1.1 | Updated checks for errors that should terminate the macro. Fixed new version check to work in SAS 8. |
1.0 | Initial coding. |
%inc "<location of your file containing the QIC macro>";
Following this statement, you may call the %QIC macro. See the Results tab for an example.
The parameters available with the %QIC macro are described below. Note that if any parameter argument you wish to specify contains commas or semicolons, you should enclose the argument in %str( ).
Required parameters
The following macro parameters are required. These options directly correspond to same-named options or statements in PROC GENMOD. For more details on their use, see the GENMOD documentation:
Optional parameters
The following macro parameters are optional. All available options are described in the GENMOD documentation.
The version of the %QIC macro that you are using is displayed when you specify version (or any string) as the first argument. For example:
%QIC(version, data=six, class=case city, response=wheeze, model=city, dist=bin, subject=case, type=ind)
QIC can be used to find an acceptable working correlation structure for a given model. However, Hardin and Hilbe (2003) recommend the use of QIC only to choose among otherwise equally suitable structures. They provide several guidelines based on the nature of the data for selecting suitable structures that should be applied first.
QIC and the related QICu statistic can be used to compare GEE models — that is, for model selection. QICu approximates QIC when the GEE model is correctly specified. QICu, defined as Q+2p, adds a penalty (2p) to the quasilikelihood (Q), where p is the number of parameters in the model. Models do not need to be nested in order to use QIC or QICu to compare them. Note that QICu should not be used for selecting a working correlation structure.
When using QIC or QICu to compare two structures or two models, the model with the smaller statistic is preferred.
When using the %QIC macro, the following message will appear but can be ignored:
WARNING: Iteration limit exceeded.
This message appears because GENMOD is run with parameters restricted to a set of values and this message is a normal consequence. The message does not indicate a problem.
The %QIC macro attempts to check for a later version of itself. If it is unable to do this (such as if there is no active internet connection available), the macro will issue the following message:
QIC: Unable to check for newer version
The computations performed by the macro are not affected by the appearance of this message.
Hardin, J.W. and Hilbe, J.M. (2003), Generalized Estimating Equations, Chapman & Hall/CRC: New York.
Thall, P.F. and Vail, S.C. (1990), "Some Covariance Models for Longitudinal Count Data with Overdispersion," Biometrics, 46, 657 - 671.
Ware, J.H., Dockery, Spiro A. III, Speizer, F.E., and Ferris, B.G., Jr. (1984), "Passive Smoking, Gas Cooking, and Respiratory Health of Children Living in Six Cities," American Review of Respiratory Diseases, 129, 366 - 374.
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