PROC GLM

[noetsi]

PROC GLM is able to do more with categorical predictor variables than PROC REG (which lacks a class statement). But many assumption diagnostics exist in PROC REG that do not as best I can tell in PROC GLM.

So my question is can you specify a model in PROC GLM with dummy variables and then specify the same model in PROC REG, using the parameter estimates from PROC GLM and the diagnostic tools in PROC REG.

I have doubt this works, because PROC GLM treats dummy variables as dummy variables and PROC REG treats them as (I think) an interval variable with two levels.

 

[hlsmith]

I think they both kick out the exact same coefficient estimates. I think glm has more options then you think (isn't there a diagnostic ods graphics). There is also glmselect, which is supposed to be their cadillac.

 

[noetsi]

I am pretty sure when I researched this last year I found the diagnostics don't exist in PROC GLM. That they generate the same results is great to know. Thanks.

I have never heard of glmselect. I will have to look this up and see if we have that PROC.

 

[hlsmith]

Yeah I think I looked up glmselect after posting that and it is really directed toward model selection and selection criteria. So Cadillac for selection.