Contents

glm_keys

Keywords: glm, anova, regression, multivariate analysis, categorical data

Here is a list of keyword phrases recognized by more than one GLM
command:

   Keyword phrases  Commands recognizing
   ---------------  -------------------------------------------
   print:F          All GLM commands
    Directs that most of the output to the screen is suppressed,
    although side effect variables are created.

   silent:T         All GLM commands but screen()
    Directs that all output except error messages is suppressed; side
    effect variables are computed when there are no errors,

   coefs:F          All GLM commands but screen(), regress(),
                    fastanova(), ipf(), robust();
    Suppresses the computation of coefficients or a generalized inverse
    to X'X (X'WX when there are weights).  Except in the case of
    balanced ANOVA, coefs() and secoefs() cannot be used to retrieve
    coefficients later.  In addition, some of modelinfo() options are
    effectively disabled after using 'coefs:F' on a GLM command.
    'coefs:F' is not legal with 'marginal:T'.

   fstats:T         regress(), anova(), manova(), robust()
    Directs that F-statistics and P values are computed and printed.
    The denominator is the mean square for the next following term whose
    name is of the form "ERROR1", "ERROR2", ... .  For manova(),
    statistics are given separately for each variable and printing of
    the SS/SP matrices is suppressed, although they are created as side
    effect variables.

   pvals:T          All GLM commands except screen()
    Directs that F or Chi-Squared P values are computed and printed for
    F-statistics, t-statistics, and deviances.  pvals:F suppresses
    P values when they might otherwise be printed.

   inc:T         poisson(), ipf(), logistic(), glmfit()
    Specifies that an incremental analysis of deviance table is to be
    computed and printed.  No longer legal on robust().

   marginal:T    anova(), manova(), robust()
    Specifies that SS (SS/SP matrices for manova()) are computed
    marginally.  When there are no empty cells, and sometimes when there
    are, the computed SS or SS/SP are equivalent to SAS Type III
    quantities.  'marginal:T' is not legal with 'coefs:F'.

   maxiter:n     fastanova(), poisson(), ipf(), logistic(), robust(),
                 glmfit()
    Specifies the maximum number of iterations allowed in fitting

   eps:smallVal  fastanova(), poisson(), ipf(), logistic(), robust(),
                 glmfit()
    Specifies the a threshhold in relative change of objective function
    for determining when convergence has been reached

   problimit:smallVal glmfit() with 'dist:"binomial"', logistic(),
                 probit()
    Restricts iteration so that fitted probabilities are between
    smallVal and 1 - smallVal, where 1e-15 <= smallVal < .0001.

   wts:vec       anova(), manova(), regress()
   weights:vec
    Specifies a REAL vector to be used as weights.  'wts' and 'weights'
    are equivalent.

   offsets:vec   poisson(), logistic(), probit(), glmfit()
    Causes the model to be fit to link to be 1*vec + Model, where vec is
    a REAL vector the same length as response y.  vec must be in the
    same units as the link function.  Thus for poisson() and ipf(), vec
    should be units of log(E[response]); for logistic(), vec should be
    in units of log(p/(1-p)) and for probit() vec should be in units of
    invnor(p).

    When vec is a linear combination of X-variables in the model, say
    b01*x1 + b02*x2 + b03*x3, the coefficients computed for x1, x3 and
    x5 will b1-b01, b2-b02 and b3-b03, where b1, b2 and b3 are the
    values that would be computed when offsets:vec is not an argument.
    The residual deviance is not affected.  If inc:T is an argument, the
    deviance associated with x1, x2, and x3 reflects the departure of b1
    from b01, b2 from b02, and b3 from b3.  This makes it possible to
    test a hypothesis that one or several coefficients to have specified
    values.  See logistic(), poisson() and probit() for examples.

If neither fstats:T nor fstats:F is an argument, for anova() and
fastanova() (but not manova()), the printing of F-statistics is
controlled by option 'fstats'.  See topic 'options'.

If neither pvals:T nor pvals:F is an argument, for all GLM commands
except manova(), robust() and screen(), the printing of P values is
controlled by option 'pvals', except that if options 'pvals' has value
False, P values will be printed if F-statistics are.

Sums of squares or deviances are normally computed sequentially.  For
anova(), manova(), and robust() these are SAS Type I quantities.  Thus
in the unbalanced case, several analyses may be necessary to compute all
the sums of squares or deviances needed.

Keyword phrase, 'marginal:T', when it can be used, causes SS or SS/SP to
be computed differently.  When there are no empty cells in the design
and no aliased variates, and sometimes when there are, the SS or SS/SP
computed are SAS Type III quantities.  In every case, they are numerator
SS or SS/SP for a test that all the coeffients of non-aliased
X-variables in a term are 0, where aliasing is determined by the
original order of the sequential fit.  If there is aliasing, the
quantities computed may depend on the order in which the terms are fit.