The GLIMMIX Procedure

Implied Variance Functions

While link functions are not unique for each distribution (see Table 15 for the default link functions), the distribution does determine the variance function a left-parenthesis mu right-parenthesis. This function expresses the variance of an observation as a function of the mean, apart from weights, frequencies, and additional scale parameters. The implied variance functions a left-parenthesis mu right-parenthesis of the GLIMMIX procedure are shown in Table 22 for the supported distributions. For the binomial distribution, n denotes the number of trials in the events/trials syntax. For the negative binomial distribution, k denotes the scale parameter. The multiplicative scale parameter phi is not included for the other distributions. The last column of the table indicates whether phi has a value equal to 1.0 for the particular distribution.

Table 22: Variance Functions in PROC GLIMMIX

Variance Function
DIST= Distribution a left-parenthesis mu right-parenthesis phi identical-to 1
BETA Beta mu left-parenthesis 1 minus mu right-parenthesis slash left-parenthesis 1 plus phi right-parenthesis No
BINARY Binary mu left-parenthesis 1 minus mu right-parenthesis Yes
BINOMIAL | BIN | B Binomial mu left-parenthesis 1 minus mu right-parenthesis slash n Yes
EXPONENTIAL | EXPO Exponential mu squared Yes
GAMMA | GAM Gamma mu squared No
GAUSSIAN | G | NORMAL | N Normal 1 No
GEOMETRIC | GEOM Geometric mu plus mu squared Yes
INVGAUSS | IGAUSSIAN | IG Inverse Gaussian mu cubed No
LOGNORMAL | LOGN Lognormal 1 No
NEGBINOMIAL | NEGBIN | NB Negative binomial mu plus k mu squared Yes
POISSON | POI | P Poisson mu Yes
TCENTRAL | TDIST | T t nu slash left-parenthesis nu minus 2 right-parenthesis No


To change the variance function, you can use SAS programming statements and the predefined automatic variables, as outlined in the following section. Your definition of a variance function will override the DIST= option and its implied variance function. This has the following implication for parameter estimation with the GLIMMIX procedure. When a user-defined link is available, the distribution of the data is determined from the DIST= option, or the respective default for the type of response. In a GLM, for example, this enables maximum likelihood estimation. If a user-defined variance function is provided, the DIST= option is not honored and the distribution of the data is assumed unknown. In a GLM framework, only quasi-likelihood estimation is then available to estimate the model parameters.

Last updated: December 09, 2022