Bioequivalence and Bioavailability Forum • Negative variance component

Negative variance component – Chow/Liu [Software]

posted by d_labes – Berlin, Germany, 2014-02-03 10:02 (4524 d 17:38 ago) – Posting: # 12318
Views: 32,488

Dear "discutanten"!

Did you remember the Chow, Liu book, Chapter 7.3?
There is an in depth discussion of the possibility of σ²_S becoming negative if estimated via ANOVA mean squares.

There is also a formula giving the probability for obtaining a negative estimate, which is (was?) available in bear, I think.

Ways out? Just to cite Chow and Liu (without the 'hat' above the σ²):
"To avoid negative estimates a typical approach is to consider the following estimator

σ²_S=max(0,σ²_S)

σ²_e=σ²_e if MS_inter≥MS_intra

σ²_e=σ²  if MS_inter<MS_intra

where σ² = (SS_inter+SS_intra)/(2*(n1+n2)

The above estimators are known as restricted maximum likelihood (REML) estimators". End of citation.

In SAS a Proc MIXED call with subject as random should do that, I think. Will check it for the example later.

—
Regards,

Detlew

Complete thread:

How to calculate intersubject variability in PHX WinNonlin zan 2014-01-29 23:58
- Negative variance component Helmut 2014-01-30 01:16
  - Negative variance component zan 2014-01-30 18:11
  - Negative variance component zan 2014-01-31 00:16
    - Negative variance component ElMaestro 2014-01-31 08:20
    - Negative variance component yjlee168 2014-01-31 10:26
      - Example data set Helmut 2014-02-01 16:03
        
        Example data set yjlee168 2014-02-01 17:40
        
        PHX build 6.3.0.395 / 6.4.0.511 Helmut 2014-02-02 02:04
        
        PHX build 6.3.0.395 / 6.4.0.511 yjlee168 2014-02-02 07:54
    - Negative variance component ElMaestro 2014-02-01 16:31
      - Negative variance component yjlee168 2014-02-01 17:47
        
        Just thinking loud ElMaestro 2014-02-01 19:02
        
        All models are wrong… Helmut 2014-02-02 02:31
        
        another book for linear model yjlee168 2014-02-02 08:07
      - References Helmut 2014-02-02 02:19
        
        References ElMaestro 2014-02-02 09:56
    - Negative variance component – Chow/Liud_labes 2014-02-03 09:02
      - Negative variance component – Chow/Liu ElMaestro 2014-02-03 10:22
        
        Variance components – Proc mixed d_labes 2014-02-03 11:58
        
        Variance components – Proc mixed ElMaestro 2014-02-03 12:58
        
        Variance components – Proc mixed 90% CIs d_labes 2014-02-03 13:16
        Variance components – Proc mixed Helmut 2014-02-03 14:14
        
        FDA code for non-replicate crossover? d_labes 2014-02-03 15:54
        
        Proc GLM rulez Helmut 2014-02-03 16:16
        
        Variance components – Proc mixed yjlee168 2014-02-03 20:43
        
        NOBOUND Helmut 2014-02-03 22:08
      - lm() or lme() for 2x2x2 study design? yjlee168 2014-02-03 20:22
        
        lm() or lme() for 2x2x2 study design? ElMaestro 2014-02-03 22:11
        
        lm() or lme() for 2x2x2 study design? yjlee168 2014-02-04 13:09
        
        bear for 2x2x2 study with negative variance components yjlee168 2014-02-05 19:12