Glimmix – not your ordinary regression

SAS is known as a large and powerful statistical program. Recently SAS offers access to an add-on PROC called Glimmix. Many years ago this toolset was developed as a user macro and it evolved to the point that SAS has turned it into a SAS/STAT PROC. However, it is not yet included in the STAT product under version 9.1. You must register and download this into your installed version of SAS. Also note that the 256 page documentation needs to be downloaded as well. From the SAS docs: The GLIMMIX procedure fits statistical models to data with correlations or nonconstant variability and where the response is not necessarily normally distributed. These models are known as generalized linear mixed models (GLMM). The GLMMs, like linear mixed models, assume normal (Gaussian) random effects. Conditional on these random effects, data can have any distribution in the exponential family. The exponential family comprises many of the elementary discrete and continuous distributions. The binary, binomial, Poisson, and negative binomial distributions, for example, are discrete members of this family. The normal, beta, gamma, and chi-square distributions are representatives of the continuous distributions in this family. In the absence of random effects, the GLIMMIX procedure fits generalized linear models (fit by the GENMOD procedure). Pratically speaking GLIMMIX is a cross between Proc GENMOD and Proc MIXED functionality. This is a huge plus to researchers needing to deal explicitly with the nature of their data instead of the more likely outcome of approximating a modeling effort with something not quite right for the problem at hand. For example, choosing a response distribution more closely aligned with your setting, exploring covariance structures for correlated data and nesting. In addition, thin plate spline modeling is available to address NonParametric Smoothing of covariate effects when in fact they may be nonlinear. Despite the additional capabilities, you may view this as a blessing or a curse.

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