Tuesday, July 01, 2014

%HPGLIMMIX SAS macro is available online at JSS website

My paper "%HPGLIMMIX: A High-Performance SAS Macro for GLMM Estimation" is now available at Journal of Statistical Software website @here.

SAS macro and code can also be found there. If you use it, please kindly send me an email so that I know my work is appreciated and is helpful to more people.
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Update:

The paper and the macro are well accepted: 400+ downloads for the paper and 90+ downloads for the macro for the first month it is online and I've got many good feedbacks. Several key points to make:

1. For binary dependent variable, you have to code your data into numeric {0, 1} and the macro will model the probability dependent variable having value 1. So if you have other requirements, you have to process the data before calling the macro.

2. This macro relies on PROC HPMIXED, so that it will generate two residual parameters by default, therefore for conditional distributions without scale parameters, such as Poisson, users need to hold the last residual variance to be 1 by using PARMS /HOLD= statement. Please see the explanation of second difference between this macro and PROC GLIMMIX on Page 9, as well as Example 2.

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