Skip to main content
Journal cover image

A SAS/IML software program for GEE and regression diagnostics

Publication ,  Journal Article
Hammill, BG; Preisser, JS
Published in: Computational Statistics and Data Analysis
November 15, 2006

A SAS/IML software program is described that computes regression diagnostics for generalized estimating equations. These diagnostics are computationally efficient and accurate approximations for the effect of deleting one observation or one cluster on individual regression coefficients (DFBETA) or on the overall fit of the model (Cook's Distance). New formulae for the diagnostics are presented which are equivalent to those introduced by Preisser and Qaqish [1996. Deletion diagnostics for generalised estimating equations. Biometrika 83, 551-562]. The new formulae expose the relationships of the diagnostic measures to the GEE score equations and to a bias-corrected GEE variance estimator which is also implemented in the SAS macro. The macro is applied to three clustered data sets. © 2005 Elsevier B.V. All rights reserved.

Duke Scholars

Published In

Computational Statistics and Data Analysis

DOI

ISSN

0167-9473

Publication Date

November 15, 2006

Volume

51

Issue

2

Start / End Page

1197 / 1212

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1403 Econometrics
  • 0802 Computation Theory and Mathematics
  • 0104 Statistics
 

Citation

APA
Chicago
ICMJE
MLA
NLM
Hammill, B. G., & Preisser, J. S. (2006). A SAS/IML software program for GEE and regression diagnostics. Computational Statistics and Data Analysis, 51(2), 1197–1212. https://doi.org/10.1016/j.csda.2005.11.016
Hammill, B. G., and J. S. Preisser. “A SAS/IML software program for GEE and regression diagnostics.” Computational Statistics and Data Analysis 51, no. 2 (November 15, 2006): 1197–1212. https://doi.org/10.1016/j.csda.2005.11.016.
Hammill BG, Preisser JS. A SAS/IML software program for GEE and regression diagnostics. Computational Statistics and Data Analysis. 2006 Nov 15;51(2):1197–212.
Hammill, B. G., and J. S. Preisser. “A SAS/IML software program for GEE and regression diagnostics.” Computational Statistics and Data Analysis, vol. 51, no. 2, Nov. 2006, pp. 1197–212. Scopus, doi:10.1016/j.csda.2005.11.016.
Hammill BG, Preisser JS. A SAS/IML software program for GEE and regression diagnostics. Computational Statistics and Data Analysis. 2006 Nov 15;51(2):1197–1212.
Journal cover image

Published In

Computational Statistics and Data Analysis

DOI

ISSN

0167-9473

Publication Date

November 15, 2006

Volume

51

Issue

2

Start / End Page

1197 / 1212

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1403 Econometrics
  • 0802 Computation Theory and Mathematics
  • 0104 Statistics