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The GENMOD Procedure

ESTIMATE Statement
ESTIMATE ’label’ effect values <,...effect values> </options> ;

The ESTIMATE statement is similar to a CONTRAST statement, except only one-row matrices are permitted.

In the case of zero-inflated (ZI) models, the statement syntax is:

ESTIMATE ’label’ effect values <,...effect values> @zero effect values <,...effect values> </options> ;

where sets of effects values before the @zero separator correspond to the regression part of the model, and effects values after the @zero separator correspond to the zero-inflation part of the model. In the case of ZI models, a one-row matrix is created for the regression part of the model, another one-row matrix is created for the zero-inflation part of the model, and separate estimates for the two matrices are computed and displayed.

If you use the default less-than-full-rank GLM CLASS variable parameterization, each row is checked for estimability. If PROC GENMOD finds a contrast to be nonestimable, it displays missing values in corresponding rows in the results. See Searle (1971) for a discussion of estimable functions.

The actual estimate, , its approximate standard error, and its confidence limits are displayed. A Wald chi-square test that = 0 is also displayed.

The approximate standard error of the estimate is computed as the square root of , where is the estimated covariance matrix of the parameter estimates. If you specify a GEE model in the REPEATED statement, is the empirical covariance matrix estimate.

If you specify the EXP option, then , its standard error, and its confidence limits are also displayed.

The construction of the vector and the checking for estimability for an ESTIMATE statement follow the same rules as listed under the CONTRAST statement.

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

ALPHA=number

requests that a confidence interval be constructed with confidence level . The value of number must be between 0 and 1; the default value is 0.05.

E

requests that the matrix coefficients be displayed.

EXP

requests that , its standard error, and its confidence limits be computed. If you specify the EXP option, standard errors and confidence intervals are computed using the delta method.

SINGULAR=number
EPSILON=number

tunes the estimability checking as described for the CONTRAST statement.

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