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Tobias,
The GLIMMIX macro(s) which was initially constructed under the
direction of Russ Wolfinger did report a model deviance. When
the GLIMMIX procedure was released, this model deviance was no
longer reported. In David Murray's 1998 manuscript "Design and
Analysis of Group-randomized Trials", this is said about the
deviance term reported for the GLIMMIX procedure:
The deviance and scaled deviance statistics can be interpred
as goodness-of-fit chi-square statistics for the conditional
model given the random effects ("Littell et al., 1996). In
addition, nested models can be compared in terms of their
deviance or scaled deviance to compute an improvement-in-fit
chi-square with df equal to the difference in the number of
random effects in the two models. McCullagh and Nelder (1989,
pp. 33-36) warn that testing procedures based on the deviance
statistics are not well studied in the context of the Generalized
Linear Model and should be interpreted cautiously. They are
even less well studied in the context of the Generalized Linear
Mixed Model, so analysts should treat them accordingly."
The GLIMMIX procedure has never produced an estimate of the
model deviance. I don't know if there has been research
between the time that Murray wrote the above paragraph and
the time that the GLIMMIX procedure was introduced that would
indicate that the deviance returned for the GLIMMIX macro is
not valid for testing nested models. I haven't seen such
research. I would dearly like to know why the deviance term
reported in the macro is not reported in the GLIMMIX procedure.
Dale
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Dale McLerran
Fred Hutchinson Cancer Research Center
mailto: dmclerra@NO_SPAMfhcrc.org
Ph: (206) 667-2926
Fax: (206) 667-5977
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--- On Wed, 11/19/08, Tobias Jeppsson <tobias.jeppsson@EKOL.SLU.SE> wrote:
> From: Tobias Jeppsson <tobias.jeppsson@EKOL.SLU.SE>
> Subject: Deviance in glimmix
> To: SAS-L@LISTSERV.UGA.EDU
> Date: Wednesday, November 19, 2008, 10:04 AM
> Hi
>
> Is it possible to compute deviance in GLIMMIX, especially
> for models using
> pseudo-likelihoods? I cannot find any information about it
> in the help. Or
> does the pseudo-likelihood prohibit use of deviance to
> evaluate model fit,
> as it does using ie AIC to compare models?
>
> thanks
> Tobias
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