Generalized Linear Models Initial Values

If initial values are specified, they must be supplied for all parameters (including redundant parameters) in the model. In the dataset, the ordering of variables from left to right must be: RowType_, VarName_, P1, P2, …, where RowType_ and VarName_ are string variables and P1, P2, … are numeric variables corresponding to an ordered list of the parameters.

  • Initial values are supplied on a record with value EST for variable RowType_; the actual initial values are given under variables P1, P2, …. The procedure ignores all records for which RowType_ has a value other than EST as well as any records beyond the first occurrence of RowType_ equal to EST.
  • The intercept, if included in the model, or threshold parameters, if the response has a multinomial distribution, must be the first initial values listed.
  • The scale parameter and, if the response has a negative binomial distribution, the negative binomial parameter, must be the last initial values specified.
  • If Split File is in effect, then the variables must begin with the split-file variable or variables in the order specified when creating the Split File, followed by RowType_, VarName_, P1, P2, … as above. Splits must occur in the specified dataset in the same order as in the original dataset. See the topic Split file for more information.

Note: The variable names P1, P2, … are not required; the procedure will accept any valid variable names for the parameters because the mapping of variables to parameters is based on variable position, not variable name. Any variables beyond the last parameter are ignored.

The file structure for the initial values is the same as that used when exporting the model as data; thus, you can use the final values from one run of the procedure as input in a subsequent run.

How To Specify Initial Values for Parameters in Generalized Linear Models

  1. From the menus choose:

    Analyze > Generalized Linear Models > Generalized Linear Models...

    ...or Generalized Estimating Equations.

  2. In the Generalized Linear Models dialog box, click Estimation.
  3. In the Estimation tab, click Initial Values.