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The GLM Procedure

MODEL Statement

MODEL dependents=independents < / options > ;
The MODEL statement names the dependent variables and independent effects. The syntax of effects is described in the "Specification of Effects" section. If no independent effects are specified, only an intercept term is fit. You can specify only one MODEL statement (in contrast to the REG procedure, for example, which allows several MODEL statements in the same PROC REG run).

The following table summarizes options available in the MODEL statement.

Task   Options
Produce tests for the intercept INTERCEPT
Omit the intercept parameter from model NOINT
Produce parameter estimates SOLUTION
Produce tolerance analysis TOLERANCE
Suppress univariate tests and output NOUNI
Display estimable functions E
  E1
  E2
  E3
  E4
  ALIASING
Control hypothesis tests performed SS1
  SS2
  SS3
  SS4
Produce confidence intervals ALPHA=
  CLI
  CLM
  CLPARM
Display predicted and residual values P
Display intermediate calculations INVERSE
  XPX
Tune sensitivity SINGULAR=
  ZETA=


These options are described in the following list.

ALIASING
specifies that the estimable functions should be displayed as an aliasing structure, for which each row says which linear combination of the parameters is estimated by each estimable function; also, adds a column of the same information to the table of parameter estimates, giving for each parameter the expected value of the estimate associated with that parameter. This option is most useful in fractional factorial experiments that can be analyzed without a CLASS statement.

ALPHA=p
specifies the level of significance p for 100(1-p)% confidence intervals. By default, p is equal to the value of the ALPHA= option in the PROC GLM statement, or 0.05 if that option is not specified. You may use values between 0 and 1.

CLI
produces confidence limits for individual predicted values for each observation. The CLI option is ignored if the CLM option is also specified.

CLM
produces confidence limits for a mean predicted value for each observation.

CLPARM
produces confidence limits for the parameter estimates (if the SOLUTION option is also specified) and for the results of all ESTIMATE statements.

E
displays the general form of all estimable functions. This is useful for determining the order of parameters when writing CONTRAST and ESTIMATE statements.

E1
displays the Type I estimable functions for each effect in the model and computes the corresponding sums of squares.

E2
displays the Type II estimable functions for each effect in the model and computes the corresponding sums of squares.

E3
displays the Type III estimable functions for each effect in the model and computes the corresponding sums of squares.

E4
displays the Type IV estimable functions for each effect in the model and computes the corresponding sums of squares.

INTERCEPT
INT
produces the hypothesis tests associated with the intercept as an effect in the model. By default, the procedure includes the intercept in the model but does not display associated tests of hypotheses. Except for producing the uncorrected total sum of squares instead of the corrected total sum of squares, the INT option is ignored when you use an ABSORB statement.

INVERSE
I
displays the augmented inverse (or generalized inverse) X'X matrix:
[(X'X)^- & (X'X)^-X'Y \ Y'X(X'X)^- & Y'Y - Y'X(X'X)^-X'Y
 ]
The upper left-hand corner is the generalized inverse of X'X, the upper right-hand corner is the parameter estimates, and the lower right-hand corner is the error sum of squares.

NOINT
omits the intercept parameter from the model.

NOUNI
suppresses the display of univariate statistics. You typically use the NOUNI option with a multivariate or repeated measures analysis of variance when you do not need the standard univariate results. The NOUNI option in a MODEL statement does not affect the univariate output produced by the REPEATED statement.

P
displays observed, predicted, and residual values for each observation that does not contain missing values for independent variables. The Durbin-Watson statistic is also displayed when the P option is specified. The PRESS statistic is also produced if either the CLM or CLI option is specified.

SINGULAR=number
tunes the sensitivity of the regression routine to linear dependencies in the design. If a diagonal pivot element is less than C×number as PROC GLM sweeps the X'X matrix, the associated design column is declared to be linearly dependent with previous columns, and the associated parameter is zeroed.

The C value adjusts the check to the relative scale of the variable. The C value is equal to the corrected sum of squares for the variable, unless the corrected sum of squares is 0, in which case C is 1. If you specify the NOINT option but not the ABSORB statement, PROC GLM uses the uncorrected sum of squares instead.

The default value of the SINGULAR= option, 10-7, may be too small, but this value is necessary in order to handle the high-degree polynomials used in the literature to compare regression routines.

SOLUTION
produces a solution to the normal equations (parameter estimates). PROC GLM displays a solution by default when your model involves no classification variables, so you need this option only if you want to see the solution for models with classification effects.

SS1
displays the sum of squares associated with Type I estimable functions for each effect. These are also displayed by default.

SS2
displays the sum of squares associated with Type II estimable functions for each effect.

SS3
displays the sum of squares associated with Type III estimable functions for each effect. These are also displayed by default.

SS4
displays the sum of squares associated with Type IV estimable functions for each effect.

TOLERANCE
displays the tolerances used in the SWEEP routine. The tolerances are of the form C/USS or C/CSS, as described in the discussion of the SINGULAR= option. The tolerance value for the intercept is not divided by its uncorrected sum of squares.

XPX
displays the augmented X'X crossproducts matrix:
[X'X & X'Y \ Y'X & Y'Y
 ]

ZETA=value
tunes the sensitivity of the check for estimability for Type III and Type IV functions. Any element in the estimable function basis with an absolute value less than the ZETA= option is set to zero. The default value for the ZETA= option is 10-8.

Although it is possible to generate data for which this absolute check can be defeated, the check suffices in most practical examples. Additional research needs to be performed to make this check relative rather than absolute.

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