Biased bonus from MoM [RSABE / ABEL]

posted by ElMaestro  – Denmark, 2010-05-04 14:54 (5886 d 12:23 ago) – Posting: # 5281
Views: 41,738

Nice post d_labes,

as usual I am able to understand about 1% or less of what is going on. I was never much into phrenology* but equipped with a brain the size of a walnut I am feeling a bit challenged on these matters.

❝ Therefore here the results for the intra-individual variances (in the log domain):

MoM    Proc Mixed FDA (REML)

s2WT    0.030130  0.02010

s2WR    0.028125  0.01974


I think ultimately this may come down to what is going in the covariance matrix structure for PROC MIXED. In this post you used both CSH and UN if I get it right. I am not an SAS user but I think you can ask the beast to spit out the G and R matrices (from V=ZGZt+R). I think these output should be compared with the info extracted from R's lme object.
A VERY annoyong/inconvenient fact in my opinion is that I don't think there is any proper way of getting to V when using R. I simply cannot find an extractor method or anything that resembles. If you know of one I would love to learn it (getVarCov doesn't do the job).

Are you sure, btw, that the FDA proposal is really an MoM approach? As far as I recall MoM methods are based on solving equations (as in X+5=8, then what is X? -and so forth in a slightly more complicated fashion when multiple equations are involved), if I get it right rendering the solutions unbiased (?) but not necessarily max. likelihood. Isn't the FDA approach just a 'manual' way of getting to the sigma's that serious playtime with PROC MIXED would or should give?

Last, to address my own bonus question partially, I think there could be a practical difference between the FDA approach and the way by a Mixed Model. They may achieve exactly the same in the cases where there are no missing values. But if we have a subject who has an N.A. for one of the two Ref values, then certainly the mixed model output will be reflecting max likelihood, when I guess the linear model will not because such a subject will have to be discarded for the fit.

Best regards
EM.

*From the Simpsons, season 7, episode 8:
Mr Burns: Who could forget such a monstrous visage? She has the sloping brow and cranial bumpage of the career criminal.
Smithers: Sir? Phrenology was dismissed as quackery 160 years ago.
Mr Burns: Of course you'd say that...you have the brainpan of a stagecoach tilter!

Pass or fail!
ElMaestro

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