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PROC GLM Summary

(Adapted from http://www.yorku.ca/dept/psych/lab/sas/sasanova.htm, by Michael Friendly, York University, Ontario, Canada.)

This is meant to be a brief summary of the syntax of the most widely used statements in PROC GLM.

There are actually more statements and options that can be used with proc GLM. You can find all the statements in PROC GLM - Complete Reference. You can also find essentially the same information by typing HELP GLM in the command area on the main SAS Display Manager Window in ossystems, or, if you are using SAS for Windows, by clicking "Help / SAS System / Contents / SAS System Help Main Menu / Modeling and Analysis Tools / Data Analysis / GLM".

For further information, you might look at Linear Models in SAS An overview of regression and analysis of variance procedures. (from Univ. Wisconsin).

In the statements below, uppercase is used for keywords, lowercase for things you fill in. Variable names are no more than 8 chars. in length.


PROC GLM   DATA=datasetname;
     CLASS factorvars;
e.g. CLASS A B SEX;

     MODEL responsevar = factorvars
                       / options   ;   /* Not needed yet             */
 
     RANDOM factorvars  / TEST;        /* If any random factors, list
                                          then here (after MODEL)    */
     TEST H=effects E=effect;          /* To specify an error term other
                                          than the residual MS       */
eg,  TEST H=A B  E=AB;                 /* 2-way design with A,B random */
 
     MEANS factorvars  / options   ;   /* same as for ANOVA          */
 
     LSMEANS factorvars                /* Least squares & adjusted
                                           means for ANCOVA          */
                 / STDERR              /*  .. and std errors         */
                   PDIFF ;             /*  ... and p-values for diff */
 
     CONTRAST 'label' factor  weights ;
eg,  CONTRAST 'Linear' SUGAR  -3  -1   1  3 ;
     CONTRAST 'Quad  ' SUGAR   1  -1  -1  3 ;
 
     ESTIMATE 'name' effect values... / options;    /* Only with GLM */
 
     The ESTIMATE statement constructs and tests linear combinations
     (predicted values and contrasts) of the parameters.
eg,  ESTIMATE 'A1 vs A2'   A    1  -1  0  0 / divisor=2;
     ESTIMATE 'A2 vs A3,4' A    0   2 -1 -1 / divisor=2;
 
     OUTPUT OUT=datasetname  P=fitvar       /* Predicted values      */
                             R=residvar ;   /* Residuals             */
     REPEATED  factorname levels(levelvalue) contrast;

Models

These illustrate types of MODEL statements that ANOVA and GLM can handle. (Assume A, B, C are class variables; X1, X2, X3 are quantitative, regression variables)

     MODEL Y = X1;                     /* Simple linear regression   */
     MODEL Y = X1 X2 X3;               /* Multiple regression        */
     MODEL Y = X1 X1*X1 X1*X1*X1;      /* Polynomial regression      */
 
     MODEL Y = A;                      /* One way anova              */
     MODEL Y = A B;                    /* Two-way, main effects only */
     MODEL Y = A B A*B;                /* Two-way, factorial with
                                          interaction                */
     MODEL Y = A | B;                  /* Two-way, same as above     */
 
     MODEL Y = A B C A*B A*C           /* Three-way, complete        */
               B*C A*B*C;              /* factorial                  */
     MODEL Y = A | B | C;              /* The same, using "|" notation */

Contrasts

The following table gives coefficients for contrasts to represent linear, quadratic, etc. trend of a quantitative factor on a CONTRAST statement. E.g., for a 3-level factor, use

    CONTRAST 'linear'  DELAY  -1  0  1;
    CONTRAST 'quad'    DELAY   1 -2  1;

Contrast coefficients for Trend Analysis (Orthogonal Polynomials)

(Valid when X levels are equally spaced and sample sizes are equal)

 
                 Coefficients, c(i)
  r    Trend   X=1   2   3   4   5   6   7       sum c(i)**2
  ---------------------------------------------------------
  3    Linear   -1   0   1                              2
       Quad      1  -2   1                              6
       --------------------------------------------------
  4    Linear   -3  -1   1   3                         20
       Quad      1  -1  -1   1                          4
       Cubic    -1   3  -3   1                         20
       --------------------------------------------------
  5    Linear   -2  -1   0   1   2                     10
       Quad      2  -1  -2  -1   2                     14
       Cubic    -1   2   0  -2   1                     10
       Quartic   1  -4   6  -4   1                     70
       --------------------------------------------------
  6    Linear   -5  -3  -1   1   3   5                 70
       Quad      5  -1  -4  -4   1   5                 84
       Cubic    -5   7   4  -4  -7   5                180
       Quartic   1  -3   2   2  -3   1                 28
       --------------------------------------------------
  7    Linear   -3  -2  -1   0   1   2   3             28
       Quad      5   0  -3  -4  -3   0   5             84
       Cubic    -1   1   1   0  -1  -1   1              6
       Quartic   3  -7   1   6   1  -7   3            154
       --------------------------------------------------
  8    Linear   -7  -5  -3  -1   1   3   5  7         168
       Quad      7   1  -3  -5  -5  -3   1  7         168
       Cubic    -7   5   7   3  -3  -7  -5  7         264
       Quartic   7 -13  -3   9   9  -3 -13  7         616
       --------------------------------------------------
  9    Linear   -4  -3  -2  -1   0   1   2   3   4     60
       Quad     28   7  -8 -17 -20 -17  -8   7  28   2772
       Cubic   -14   7  13   9   0  -9 -13  -7  14    990
       Quartic  14 -21 -11   9  18   9 -11 -21  14   2002
       --------------------------------------------------

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