Proc Mixed FA0(1) for partial replicate [RSABE / ABEL]
❝ ❝ Has anyone thought about using type=FA0(1)
instead? Which in this case amounts to the same model but correctly specified.
❝
❝ Interesting! Can you please a bit more specific:
- Why do you think that it is the same model?
- Why do you think it is correctly specified? Seems to me a logical trap: same models, one correct, the other overspecified.
Dear Detlew,
thanks for your comments.
If we look at the effects of the two random statements,
random tmt / sub=subject type=FA0(2); /* FDA */
random tmt / sub=subject type=FA0(1); /* new model */
then the corresponding G matrices are: (trying to display matrices in a linear form)
G1: 1st line: a2, a*b; 2nd line: a*b, b2+c2
G2: 1st line: a2, a*b; 2nd line: a*b, b2
(a, b, c vary freely, -1≤r≤1)
The
repeated
statement leads to the following R matrix:For the RTRT/TRTR design, R=diag(X,Y,X,Y) for any subject of sequence RTRT
For the RTR/TRR/RRT design, R=diag(X,Y,X) for any subject of sequence RTR
where X and Y must be nonnegative numbers.
Within the same subject, we have, for the first random statement:
- the variance of an R observation is a2+X
- the variance of a T observation is b2+c2+Y
- the covariance of two different R observations is a2
- the covariance of two different T observations is b2+c2
- the covariance of an R and a T observation is a*b
For the RTR/TRR/RRT design, however, the covariance of two different T observations (in the same subject; above in red) does not appear, and therefore the model is over-specified: the parameters c and Y appear only together, in the form c2+Y. As a consequence, Proc Mixed will often have difficulties in estimating the model, in particular it may fail to converge.
Remedy: we should replace c2+Y with a single value, i.e. delete either c or Y (or fix it at zero). Getting rid of Y does not seem to be easily possible, but c2 can be removed by using FA0(1) instead of FA0(2).
(Note: both models are mathematically correct, one is just overspecified which makes it much more difficult to estimate and less stable numerically. A better version of Proc Mixed might detect this itself and handle it correctly.)
Hope I have explained it in an understandable way?
Best regards,
Wolfgang Seewald
Complete thread:
- RSAB model overspecified Wolfgang 2013-08-05 14:37
- RSAB model overspecified jag009 2013-08-05 15:35
- Proc Mixed FA0(1) for partial replicate d_labes 2013-08-05 15:59
- Proc Mixed FA0(1) for partial replicateWolfgang 2013-08-05 16:24
- Proc Mixed FA0(1) for partial replicate ElMaestro 2013-08-05 17:19
- Proc Mixed FA0(1) for partial replicate Wolfgang 2013-08-06 08:35
- Proc Mixed FA0(1) for partial replicate ElMaestro 2013-08-06 10:34
- Proc Mixed FA0(1) for partial replicate Wolfgang 2013-08-06 08:35
- Proc Mixed FA0(1) for partial replicate d_labes 2013-08-06 10:30
- FA0(1) for partial replicate in Phoenix Helmut 2013-08-07 15:13
- FA0(1) for partial replicate in SAS d_labes 2013-08-08 09:42
- FA0(1) for partial replicate in Phoenix lhughes 2013-08-30 15:17
- FA0(1) in PHX: works (& more questions) Helmut 2013-08-30 17:07
- FA0(1) for partial replicate in Phoenix Helmut 2013-08-07 15:13
- Proc Mixed FA0(1) for partial replicate ElMaestro 2013-08-05 17:19
- Proc Mixed FA0(1) for partial replicateWolfgang 2013-08-05 16:24