PROC GLIMMIX Options

Use this parameter to select any options to be added to the PROC GLIMMIX statement.

Available options are listed in the following table:

Option

Definition

ASYCORR

Displays asymptotic correlation matrix of covariance parameter estimates. It is computed from the corresponding asymptotic covariance matrix (see the description of the ASYCOV option, below)

ASYCOV

This option requests that the asymptotic covariance matrix of the covariance parameters be displayed. By default, this matrix is the observed inverse Fisher information matrix, which equals 2H-1, where H is the Hessian (second derivative) matrix of the objective function.

EMPIRICAL

Computes the estimated variance-covariance matrix of the fixed-effects parameters by using the asymptotically consistent (or sandwich) estimator.

IC=None

The GLIMMIX procedure normally computes various IC that typically apply a penalty to the (possibly restricted) log likelihood, log pseudo-likelihood, or log quasi-likelihood that depends on the number of parameters and/or the sample size.
Select this option to suppress computation of information criteria (IC) in the "Fit Statistics" table. This is the default for models based on pseudo-likelihoods.

IC=PQ

The GLIMMIX procedure normally computes various IC that typically apply a penalty to the (possibly restricted) log likelihood, log pseudo-likelihood, or log quasi-likelihood that depends on the number of parameters and/or the sample size.
Select this option to request that the penalties include the number of fixed-effects parameters, when estimation in models with random effects is based on a residual (restricted) likelihood.

Note: For METHOD=MSPL, METHOD=MMPL, METHOD=LAPLACE, and METHOD=QUAD, the IC=Q and IC=PQ options produce the same results.

IC=Q

The GLIMMIX procedure normally computes various IC that typically apply a penalty to the (possibly restricted) log likelihood, log pseudo-likelihood, or log quasi-likelihood that depends on the number of parameters and/or the sample size.
This is the default option for linear mixed model with normal errors, and the resulting information criteria are identical to the IC option specified using PROC MIXED Options.

Note: For METHOD=MSPL, METHOD=MMPL, METHOD=LAPLACE, and METHOD=QUAD, the IC=Q and IC=PQ options produce the same results.

INITGLM

Requests that the estimates from a generalized linear model fit (a model without random effects) be used as the starting values for the generalized linear mixed model. This option is the default for METHOD=LAPLACE and METHOD=QUAD

ITDETAILS

Displays the parameter values at each iteration and enables the writing of notes to the SAS log pertaining to infinite likelihood and singularities during Newton-Raphson iterations.

LOGNOTE

Writes periodic notes to the SAS log describing the current status of computations.
Note: This option was designed for use with analyses requiring extensive CPU resources.

METHOD=RSPL

Specifies the estimation method in a generalized linear mixed model (GLMM).
The RSPL option specifies that the estimation is based on a Residual likelihood with a Subject-specific expansion locus. The PL abbreviation identifies the method as a pseudo-likelihood technique.
This is the default option.

METHOD=MSPL

Specifies the estimation method in a generalized linear mixed model (GLMM).
The MSPL option specifies that the estimation is based on a Maximum likelihood (R) with a Subject-specific expansion locus. The PL abbreviation identifies the method as a pseudo-likelihood technique.

METHOD=RMPL

Specifies the estimation method in a generalized linear mixed model (GLMM).
The RMPL option specifies that the estimation is based on a Residual likelihood with a Marginal-specific expansion locus. The PL abbreviation identifies the method as a pseudo-likelihood technique.

METHOD=MMPL

Specifies the estimation method in a generalized linear mixed model (GLMM).
The MMPL option specifies that the estimation is based on a Maximum likelihood with a Marginal-specific expansion locus. The PL abbreviation identifies the method as a pseudo-likelihood technique.

METHOD=LAPLACE

Approximates the marginal likelihood by using Laplace’s method.
Twice the negative of the resulting log-likelihood approximation is the objective function that the procedure minimizes to determine parameter estimates. Laplace estimates typically exhibit better asymptotic behavior and less small-sample bias than pseudo-likelihood estimators. On the other hand, the class of models for which a Laplace approximation of the marginal log likelihood is available is much smaller compared to the class of models to which PL estimation can be applied.

METHOD=QUAD

Approximates the marginal log likelihood with an adaptive Gauss-Hermite quadrature.
Compared to METHOD=LAPLACE, the models for which parameters can be estimated by quadrature are further restricted.

NOBOUND

Requests the removal of boundary constraints on covariance parameters.
For example, variance components have a default lower boundary constraint of 0, and the NOBOUND option allows their estimates to be negative.

NOBSDETAIL

Adds detailed information to the "Number of Observations" table to reflect how manySuzanne Fields were excluded from the analysis and for which reason.

NOCLPRINT

Suppresses the display of the Class Level Information table if you do not specify number.
If you do specify number, only levels with totals that are less than number are listed in the table.

NOITPRINT

Suppresses the display of the Iteration History table.

NOFIT

Suppresses fitting of the model.

NOINITGLM

Requests that the starting values for the fixed effects not be obtained by first fitting a generalized linear model.
This option is the default for the pseudo-likelihood estimation methods and for the linear mixed model. For the pseudo-likelihood methods, starting values can be implicitly defined based on an initial pseudo-data set derived from the data and the link function. For linear mixed models, starting values for the fixed effects are not necessary.

NOPROFILE

Includes the residual variance as part of the Newton-Raphson iterations.
This option applies only to models that have a residual variance parameter.
By default, this parameter is profiled out of the likelihood calculations.

NOREML

Determines the denominator for the computation of the scale parameter in a GLM for normal data and for overdispersion parameters.
In GLMM models fit by pseudo-likelihood methods, the NOREML option changes the estimation method to the nonresidual form.

OR

Requests that odds ratios be added to the output when applicable.

ORDER=DATA

Specifies that the levels of the classification variables are sorted in the order in which they appear in the input data set.

ORDER=FORMATTED

Specifies that the levels of the classification variables are sorted in the order specified by an external formatted variable.

ORDER=FREQ

Specifies that the levels of the classification variables are sorted in the order of descending frequency count.

ORDER=INTERNAL

Specifies that the levels of the classification variables are sorted in the order specified by an unformatted variable.

PROFILE

Requests that scale parameters be profiled from the optimization, if possible.
This is the default for generalized linear mixed models.

Note: In generalized linear models with normally distributed data, you can use the PROFILE option to request profiling of the residual variance.

SCOREMOD

Requests that the Hessian matrix in GLMMs be based on a modified scoring algorithm, provided that PROC GLIMMIX is in scoring mode when the Hessian is evaluated.

To Specify One or More PROC GLIMMIX Options:

8      Left-click on the desired option.
8      To specify more than one option, hold down as you left-click on the desired options.

Refer to the SAS PROC GLIMMIX documentation for more information and references.