In SAS 9.2 TS1M0, the tables produced by the ESTIMATE and LSMEANS statements in PROC GENMOD were changed to accommodate the addition of estimates on the scale of the response mean and to provide common LSMEANS and ESTIMATE statements available across several procedures. Prior to SAS 9.2, only estimates of the linear combination of parameters (L'β) were given. Note that the L'β estimate is on the scale of the link function, not the original scale of the data. For instance, in a logistic model, the Lβ estimate is an estimated logit (log odds). The new Mean Estimate column provides estimates on the scale of the original data. Again in the case of a logistic model, the Mean Estimate is an estimated probability.

The column labeled Estimate in these tables prior to SAS 9.2 was the L'β estimate, and in SAS 9.2 releases is labeled LBeta or LBetaEstimate. The new Mean Estimate column in SAS 9.2 releases is labeled Mean or MeanEstimate and gives the estimated quantity on the scale of the response by applying the inverse link function. For example, in a log-linked Poisson model, values in the Mean Estimate column are computed as exp(L'β).

Beginning in SAS 9.2 TS2M3, the LSMEANS table no longer contains the Mean Estimate column by default. However, this can be requested by specifying the ILINK option in the LSMEANS statement. The tables from the ESTIMATE statement statement remain unchanged from earlier 9.2 releases.

Example

The following statements are used to illustrate the changes in the displayed tables and in the data sets that can be created from those tables using an ODS OUTPUT statement. The ODS OUTPUT statement saves the tables produced by the ESTIMATE and LSMEANS statements to data sets which are then displayed by the two PROC PRINT steps.

      ods output estimates=est lsmeans=lsm;
      ods select estimates lsmeans;
      proc genmod;
        class trt;
        model pain=trt age / dist=binomial;
        estimate 'age' age 1 /exp;
        lsmeans trt / cl;
        run;
      
      proc print data=lsm noobs;
        title 'LSMEANS table';
        run;
      proc print data=est noobs;
        title 'ESTIMATE table';
        run;

Tables from SAS releases prior to SAS 9.2

Following are the tables displayed by the ESTIMATE and LSMEANS statements prior to SAS 9.2.

Least Squares Means Effect TRT Estimate Standard Error DF Chi-Square Pr > ChiSq Alpha Confidence Limits TRT A 1.1575 0.5791 1 4.00 0.0456 0.05 0.0225 2.2924 TRT B 1.7301 0.6761 1 6.55 0.0105 0.05 0.4051 3.0552 TRT P -1.5252 0.6201 1 6.05 0.0139 0.05 -2.7406 -0.3097 Contrast Estimate Results Label Estimate Standard Error Alpha Confidence Limits Chi-Square Pr > ChiSq age -0.2581 0.0878 0.05 -0.4303 -0.0860 8.64 0.0033 Exp(age) 0.7725 0.0679 0.05 0.6503 0.9176

Below are the data sets created by the ODS OUTPUT statement showing the variable names used prior to SAS 9.2.

LSMEANS table Effect TRT Estimate StdErr DF ChiSq ProbChiSq Alpha LowerCL UpperCL TRT A 1.1575 0.5791 1 4.00 0.0456 0.05 0.0225 2.2924 TRT B 1.7301 0.6761 1 6.55 0.0105 0.05 0.4051 3.0552 TRT P -1.5252 0.6201 1 6.05 0.0139 0.05 -2.7406 -0.3097 ESTIMATE table Label Estimate StdErr Alpha LowerCL UpperCL ChiSq ProbChiSq age -0.2581 0.0878 0.05 -0.4303 -0.0860 8.64 0.0033 Exp(age) 0.7725 0.0679 0.05 0.6503 0.9176 _ _

Tables from SAS 9.2 releases prior to SAS 9.2 TS2M3

Following are the tables displayed by the ESTIMATE and LSMEANS statements in SAS 9.2 releases prior to SAS 9.2 TS2M3.

Least Squares Means Effect trt Estimate Standard Error DF Chi-Square Pr > ChiSq Alpha   Mean L'Beta Confidence Limits trt A 0.7609 1.1575 0.5791 1 4.00 0.0456 0.05 0.0225 2.2924 trt B 0.8494 1.7301 0.6761 1 6.55 0.0105 0.05 0.4051 3.0552 trt P 0.1787 -1.5252 0.6201 1 6.05 0.0139 0.05 -2.7406 -0.3097 Contrast Estimate Results Label Mean Estimate Mean L'Beta Estimate Standard Error Alpha L'Beta Chi-Square Pr > ChiSq Confidence Limits Confidence Limits age 0.4358 0.3941 0.4785 -0.2581 0.0878 0.05 -0.4303 -0.0860 8.64 0.0033 Exp(age)       0.7725 0.0679 0.05 0.6503 0.9176

Below are the data sets created by the ODS OUTPUT statement showing the variable names used in SAS 9.2 releases prior to SAS 9.2 TS2M3.

LSMEANS table Effect trt Mean LBeta StdErr DF ChiSq ProbChiSq Alpha LowerCL UpperCL trt A 0.7609 1.1575 0.5791 1 4.00 0.0456 0.05 0.0225 2.2924 trt B 0.8494 1.7301 0.6761 1 6.55 0.0105 0.05 0.4051 3.0552 trt P 0.1787 -1.5252 0.6201 1 6.05 0.0139 0.05 -2.7406 -0.3097 ESTIMATE table Label MeanEstimate MeanLowerCL MeanUpperCL LBetaEstimate StdErr Alpha LBetaLowerCL LBetaUpperCL ChiSq ProbChiSq age 0.4358 0.3941 0.4785 -0.2581 0.0878 0.05 -0.4303 -0.0860 8.64 0.0033 Exp(age) _ _ _ 0.7725 0.0679 0.05 0.6503 0.9176 _ _

Tables from SAS 9.2 TS2M3 and later releases

Following are the tables displayed by the ESTIMATE and LSMEANS statements in SAS 9.2 TS2M3 and later releases. Note that the ESTIMATE statement table and data set are unchanged from earlier 9.2 releases. Also, the Mean Estimate column in the LSMEANS table is not provided by default, but is available by specifying the ILINK option in the LSMEANS statement.

Contrast Estimate Results Label Mean Estimate Mean L'Beta Estimate Standard Error Alpha L'Beta Chi-Square Pr > ChiSq Confidence Limits Confidence Limits age 0.4358 0.3941 0.4785 -0.2581 0.0878 0.05 -0.4303 -0.0860 8.64 0.0033 Exp(age)       0.7725 0.0679 0.05 0.6503 0.9176     trt Least Squares Means trt Estimate Standard Error z Value Pr > |z| Alpha Lower Upper A 1.1575 0.5791 2.00 0.0456 0.05 0.02253 2.2924 B 1.7301 0.6761 2.56 0.0105 0.05 0.4051 3.0552 P -1.5252 0.6201 -2.46 0.0139 0.05 -2.7406 -0.3097

Below are the data sets created by the ODS OUTPUT statement showing the variable names used in SAS 9.2 TS2M3 and later releases.

LSMEANS table StmtNo Effect trt Estimate StdErr zValue Probz Alpha Lower Upper 1 trt A 1.1575 0.5791 2.00 0.0456 0.05 0.02253 2.2924 1 trt B 1.7301 0.6761 2.56 0.0105 0.05 0.4051 3.0552 1 trt P -1.5252 0.6201 -2.46 0.0139 0.05 -2.7406 -0.3097 ESTIMATE table Label MeanEstimate MeanLowerCL MeanUpperCL LBetaEstimate StdErr Alpha LBetaLowerCL LBetaUpperCL ChiSq ProbChiSq age 0.4358 0.3941 0.4785 -0.2581 0.0878 0.05 -0.4303 -0.0860 8.64 0.0033 Exp(age) _ _ _ 0.7725 0.0679 0.05 0.6503 0.9176 _ _

Operating System and Release Information

Product Family	Product	System	SAS Release
			Reported	Fixed*
SAS System	SAS/STAT	z/OS	9.2 TS1M0
		Microsoft® Windows® for 64-Bit Itanium-based Systems	9.2 TS1M0
		Microsoft Windows Server 2003 Datacenter 64-bit Edition	9.2 TS1M0
		Microsoft Windows Server 2003 Enterprise 64-bit Edition	9.2 TS1M0
		Microsoft Windows XP 64-bit Edition	9.2 TS1M0
		Microsoft® Windows® for x64	9.2 TS1M0
		Microsoft Windows Server 2003 Datacenter Edition	9.2 TS1M0
		Microsoft Windows Server 2003 Enterprise Edition	9.2 TS1M0
		Microsoft Windows Server 2003 Standard Edition	9.2 TS1M0
		Microsoft Windows XP Professional	9.2 TS1M0
		Windows Vista	9.2 TS1M0
		64-bit Enabled AIX	9.2 TS1M0
		64-bit Enabled HP-UX	9.2 TS1M0
		64-bit Enabled Solaris	9.2 TS1M0
		HP-UX IPF	9.2 TS1M0
		Linux	9.2 TS1M0
		Linux for x64	9.2 TS1M0
		OpenVMS on HP Integrity	9.2 TS1M0
		Solaris for x64	9.2 TS1M0

* For software releases that are not yet generally available, the Fixed Release is the software release in which the problem is planned to be fixed.

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Type:	Usage Note
Priority:
Topic:	SAS Reference ==> Procedures ==> GENMOD Analytics ==> Analysis of Variance Analytics ==> Categorical Data Analysis Analytics ==> Regression

Date Modified:	2009-02-03 14:03:28
Date Created:	2009-02-03 12:50:01