2.8. Maximum Likelihood Estimation with PROC GENMOD

GENMOD is a relatively new SAS procedure that’s designed to estimate generalized linear models (McCullagh and Nelder 1989), which include the standard linear model, logit and probit models, loglinear models, Poisson regression models, and many other less familiar models. It’s very similar in features and syntax to the famous GLIM program introduced by the Royal Statistical Society in the early 1970s.

Here’s how to use PROC GENMOD to estimate the same logit model that we fit with PROC LOGISTIC in the previous section. The code for Release 6.12 and later is

PROC GENMOD DATA=my.penalty;
  MODEL death=blackd whitvic serious / DIST=BINOMIAL;
RUN;

(Earlier releases of SAS require that the dependent ...

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