ESTIMATE Statement

The GENMOD Procedure

ESTIMATE Statement

ESTIMATE 'label' effect values ... < options > ;

The ESTIMATE statement is similar to a CONTRAST statement, except only one-row L' matrices are permitted. Each row is checked for estimability. If PROC GENMOD finds a contrast to be nonestimable, it displays missing values in corresponding rows in the results. Refer to Searle (1971) for a discussion of estimable functions. The actual estimate, $L'{\beta}$ , its approximate standard error, and its confidence limits are displayed. A Wald chi-square test that $L'{\beta}$ = 0 is also displayed.

The approximate standard error of the estimate is computed as the square root of $L' {\hat{\Sigma}}L$ , where $\hat{\Sigma}$ is the estimated covariance matrix of the parameter estimates. If you specify a GEE model in the REPEATED statement, ${\hat{\Sigma}}$ is the empirical covariance matrix estimate.

If you specify the EXP option, then $\exp(L'{\beta})$ , its standard error, and its confidence limits are also displayed.

The construction of the L vector for an ESTIMATE statement follows the same rules as listed under the CONTRAST statement.

You can specify the following options in the ESTIMATE statement after a slash (/).

ALPHA=number: requests that a confidence interval be constructed with confidence level 1-number. The value of number must be between 0 and 1; the default value is 0.05.
E: requests that the L matrix coefficients be displayed.
EXP: requests that $\exp(L'{\beta})$ , its standard error, and its confidence limits be computed.

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