Miraculouser oracle [BE/BA News]

posted by d_labes  – Berlin, Germany, 2013-03-12 13:12 (4445 d 20:55 ago) – Posting: # 10190
Views: 8,529

Dear Helmut, dear All!

...

Partial Tests of Model Effects

            Hypothesis  Numer_DF  Denom_DF      F_stat     P_value

----------------------------------------------------------------------

                   int         1        17   1088.59       0

                 Stage         1        17     17.3504     0.000648307

              Sequence         1        17      0.369037   0.551559

        Sequence*Stage         1        17      2.22777    0.153875

Sequence*Stage*Subject        16        17     24.9524     1.04115E-08

          Stage*Period         2        17      0.967076   0.400153

             Treatment         1        17      0.0454252  0.833759


Seems to me like all the F-tests are done with MSE as denominator.
My beasty SAS gives almost the same:
Source                  DF     Type III SS     Mean Square    F Value    Pr > F

treatment                1      0.00208481      0.00208481       0.05    0.8338
period(stage)            2      0.08876896      0.04438448       0.97    0.4002
sequence                 1      0.01436992      0.01436992       0.31    0.5831
stage                    1      0.79630537      0.79630537      17.35    0.0006
sequence*stage           1      0.10224489      0.10224489       2.23    0.1539
subjec(sequen*stage)    16     18.32323177      1.14520199      24.95    <.0001


The question is: Are these tests appropriate?

Like the test for the sequence effect in the classical 2x2x2 crossover I would suppose to test stage and sequence as between-subject effects and also the new introduced interaction sequence*stage with subject(stage*sequence) as denominator. But I'm not quite sure.

The as bogus suspected RANDOM statement in Proc GLM may assist is in getting the 'right' F-tests. But as always when the Almighty miraculous oracle prophesies difficulties are just around the corner (at least for statistical sermons).

Formulating RANDOM stage sequence subject(sequence*stage) / test;
gives me the anticipated denominator
Source                    DF     Type III SS     Mean Square    F Value    Pr > F
treatment                  1        0.002085        0.002085       0.05    0.8338
period(stage)              2        0.088769        0.044384       0.97    0.4002
subjec(sequen*stage)      16       18.323232        1.145202      24.95    <.0001
Error: MS(Error)          17        0.780224        0.045896


Source                    DF     Type III SS     Mean Square    F Value    Pr > F
  sequence                 1        0.014370        0.014370       0.01    0.9122
* stage                    1        0.796305        0.796305       0.70    0.4166
  sequence*stage           1        0.102245        0.102245       0.09    0.7689
Error                     16       18.323232        1.145202
Error: MS(subjec(sequen*stage))
* This test assumes one or more other fixed effects are zero.

But! The F-test for stage is only valid if sequence*stage is assumed zero.

Formulating RANDOM stage sequence sequence*stage subject(sequence*stage) / test;
gives:
Source                    DF     Type III SS     Mean Square    F Value    Pr > F
treatment                  1        0.002085        0.002085       0.05    0.8338
period(stage)              2        0.088769        0.044384       0.97    0.4002
subjec(sequen*stage)      16       18.323232        1.145202      24.95    <.0001
Error: MS(Error)          17        0.780224        0.045896

Source                    DF     Type III SS     Mean Square    F Value    Pr > F
sequence                   1        0.014370        0.014370       0.16    0.7743
Error                 0.7141        0.062612        0.087676
Error: 1.014*MS(sequence*stage) - 0.014*MS(subjec(sequen*stage)) - 22E-16*MS(Error)

Source                    DF     Type III SS     Mean Square    F Value    Pr > F
stage                      1        0.796305        0.796305       7.79    0.2190
Error                      1        0.102245        0.102245
Error: MS(sequence*stage)

Source                    DF     Type III SS     Mean Square    F Value    Pr > F
sequence*stage             1        0.102245        0.102245       0.09    0.7689
Error                     16       18.323232        1.145202
Error: MS(subjec(sequen*stage))

No warning, but ... Rather wild denominators in the F-tests for sequence and stage!
Especially unique for sequence with non-interger df's :surprised:.

Any opinion out there?

BTW: The whole mess is "für die Katz" (strictly for the birds). The confidence intervals are not affected at all.
with sequence*stage 101.454363  (88.445194 ... 116.377016)
without             101.454363  (88.445194 ... 116.377016)

Regards,

Detlew

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