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The GENMOD Procedure

ESTIMATE Statement

ESTIMATE 'label' effect values ... < options > ;

The ESTIMATE statement is similar to a CONTRAST statement, except only one-row L' matrices are permitted. 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. Refer to Searle (1971) for a discussion of estimable functions. The actual estimate, L'{\beta}, its approximate standard error, and its confidence limits are displayed. A Wald chi-square test that L'{\beta} = 0 is also displayed.

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

If you specify the EXP option, then \exp(L'{\beta}), its standard error, and its confidence limits are also displayed.

The construction of the L vector for an ESTIMATE statement follows 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 1-number. The value of number must be between 0 and 1; the default value is 0.05.

E
requests that the L matrix coefficients be displayed.

EXP
requests that \exp(L'{\beta}), its standard error, and its confidence limits be computed.

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