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sasglm

GLM parameter estimates on inverse link scale

I have a data set with categorical variables and a numerical target that I use GLM to do regression modeling on.

The command (proc genmod or proc hpgenselect) output the parameter estimates on the link scale. Is there a way to easily transform them to the inverse link scale?

Some options have the ILINK flag but the i cant seem to get the "ParameterEstimates" inversed without having to write code that is different depending on what link function is used. This is especially tricky for zero inflated models and when switching back and forth between genmod and hpgenselect.

Solution

  • There is no such option in these procedures. Transforming individual parameter estimates to inverse link scale does not make sense for all link functions.