Model Fitting: Generalized Linear Models


Method Tab

You can use the Method tab to specify aspects of the generalized linear model such as the response distribution and the link function. (See Figure 24.8.)

The Method tab contains the following UI controls:

Response distribution


specifies the distribution of the response variable. This corresponds to the DIST= option in the MODEL statement.

Predict probability of


specifies whether to model the probability of the first or last level of the response variable. This item is available only when the response distribution is binomial or multinomial. This corresponds to the DESCENDING option in the PROC GENMOD statement.

Link function


specifies the link function. This corresponds to the LINK= option in the MODEL statement.

The following table specifies the default link function for each response distribution.

Table 24.1: Default Link Functions

Distribution

Default Link Function

Binomial

Logit

Gamma

Inverse (power(–1))

Inverse gaussian

Inverse squared (power(–2))

Multinomial

Cumulative logit

Negative binomial

Log

Normal

Identity

Poisson

Log


When the choice of response distribution is multinomial, the choice of link functions is limited to the cumulative logit, the cumulative probit, and the cumulative complementary log-log.

Power


specifies the number to use for a power link function. This item is available only when the link function is the power function.

Order response by


specifies how to order the response variable. This corresponds to the RORDER= option in the PROC GENMOD statement.

Classification variables parameterization


specifies the parameterization method for the classification variables. This corresponds to the PARAM= option in the CLASS statement. The dialog box supports the GLM, effect, and reference coding schemes.

Estimate scale parameter as


specifies the method for estimating the dispersion parameter. This corresponds to the SCALE= option in the MODEL statement.