The GLIMMIX Procedure

Relationship with Generalized Linear Models

Generalized linear models (Nelder and Wedderburn 1972; McCullagh and Nelder 1989) are a special case of GLMMs. If bold-italic gamma equals bold 0 and bold upper R equals phi bold upper I, the GLMM reduces to either a generalized linear model (GLM) or a GLM with overdispersion. For example, if bold upper Y is a vector of Poisson variables so that bold upper A is a diagonal matrix containing normal upper E left-bracket bold upper Y right-bracket equals bold-italic mu on the diagonal, then the model is a Poisson regression model for phi equals 1 and overdispersed relative to a Poisson distribution for phi greater-than 1. Because the Poisson distribution does not have an extra scale parameter, you can model overdispersion by adding the following statement to your GLIMMIX program:

random _residual_;

If the only random effect is an overdispersion effect, PROC GLIMMIX fits the model by (restricted) maximum likelihood and not by one of the methods specific to GLMMs.

Last updated: December 09, 2022