The GENMOD Procedure

Example 45.5 GEE for Binary Data with Logit Link Function

(View the complete code for this example.)

Output 45.5.1 displays a partial listing of a SAS data set of clinical trial data comparing two treatments for a respiratory disorder. See "Gee Model for Binary Data" in the SAS/STAT Sample Program Library for the complete data set. These data are from Stokes, Davis, and Koch (2000).

Patients in each of two centers are randomly assigned to groups receiving the active treatment or a placebo. During treatment, respiratory status, represented by the variable outcome (coded here as 0=poor, 1=good), is determined for each of four visits. The variables center, treatment, sex, and baseline (baseline respiratory status) are classification variables with two levels. The variable age (age at time of entry into the study) is a continuous variable.

Explanatory variables in the model are Intercept (), treatment (), center (), sex (), age (), and baseline (), so that is the vector of explanatory variables. Indicator variables for the classification explanatory variables can be automatically generated by listing them in the CLASS statement in PROC GENMOD. To be consistent with the analysis in Stokes, Davis, and Koch (2000), the four classification explanatory variables are coded as follows via options in the CLASS statement:

Suppose represents the respiratory status of patient i at the jth visit, , and represents the mean of the respiratory status. Since the response data are binary, you can use the variance function for the binomial distribution and the logit link function . The model for the mean is , where is a vector of regression parameters to be estimated.

Output 45.5.1: Respiratory Disorder Data

Obscenteridtreatmentsexagebaselinevisit1visit2visit3visit4visitoutcome
111PM460000010
211PM460000020
311PM460000030
411PM460000040
512PM280000010
612PM280000020
712PM280000030
812PM280000040
.            
.            
.            
21421PF390000010
21521PF390000020
21621PF390000030
21721PF390000040
21822AM250011110
21922AM250011121
22022AM250011131
22122AM250011141
.            
.            
.            
.            


The GEE solution is requested with the REPEATED statement in the GENMOD procedure. The option SUBJECT=ID(CENTER) specifies that the observations in any single cluster are uniquely identified by both center and id. An equivalent specification is SUBJECT=ID*CENTER. Since the same id values are used in each center, one of these specifications is needed. If id values were unique across all centers, SUBJECT=ID would be specified.

The option TYPE=UNSTR specifies the unstructured working correlation structure. The MODEL statement specifies the regression model for the mean with the binomial distribution variance function. The following SAS statements perform the GEE model fit:

proc genmod data=resp descend;
   class id treatment(ref="P") center(ref="1") sex(ref="M")
      baseline(ref="0") / param=ref;
   model outcome=treatment center sex age baseline / dist=bin;
   repeated subject=id(center) / corr=unstr corrw;
run;

These statements first fit the generalized linear (GLM) model specified in the MODEL statement. The parameter estimates from the generalized linear model fit are not shown in the output, but they are used as initial values for the GEE solution. The DESCEND option in the PROC GENMOD statement specifies that the probability that outcome = 1 be modeled. If the DESCEND option had not been specified, the probability that outcome = 0 would be modeled by default.

Information about the GEE model is displayed in Output 45.5.2. The results of GEE model fitting are displayed in Output 45.5.3. Model goodness-of-fit criteria are displayed in Output 45.5.4. If you specify no other options, the standard errors, confidence intervals, Z scores, and p-values are based on empirical standard error estimates. You can specify the MODELSE option in the REPEATED statement to create a table based on model-based standard error estimates.

Output 45.5.2: Model Fitting Information

The GENMOD Procedure

GEE Model Information
Correlation StructureUnstructured
Subject Effectid(center) (111 levels)
Number of Clusters111
Correlation Matrix Dimension4
Maximum Cluster Size4
Minimum Cluster Size4


Output 45.5.3: Results of Model Fitting

Working Correlation Matrix
 Col1Col2Col3Col4
Row11.00000.33510.21400.2953
Row20.33511.00000.44290.3581
Row30.21400.44291.00000.3964
Row40.29530.35810.39641.0000

Analysis Of GEE Parameter Estimates
Empirical Standard Error Estimates
Parameter EstimateStandard
Error
95% Confidence LimitsZPr > |Z|
Intercept -0.88820.4568-1.78350.0071-1.940.0519
treatmentA1.24420.34550.56691.92143.600.0003
center20.65580.3512-0.03261.34421.870.0619
sexF0.11280.4408-0.75120.97680.260.7981
age -0.01750.0129-0.04270.0077-1.360.1728
baseline11.89810.34411.22372.57255.52<.0001


Output 45.5.4: Model Fit Criteria

GEE Fit Criteria
QIC512.3416
QICu499.6081


The nonsignificance of age and sex make them candidates for omission from the model.