Fixed Effects Muddleties [General Sta­tis­tics]

posted by Helmut Homepage – Vienna, Austria, 2013-03-05 16:53 (4490 d 01:47 ago) – Posting: # 10156
Views: 11,246

Dear Detlew,

❝ IMHO you can't talk about inter-subject variance if using an "all effects as fixed" EMAphylistic model. In such a model there is only one error source, the residual error.

❝ If one is interested in inter-subject variance (to what end ever) a mixed model evaluated via real mixed model software is indispensable.


Yep.

❝ Although it makes no or little difference in case of balanced datasets with no missings. I have played with Helmut's dataset:


Well, my dataset is complete but imbalanced.

               CVinter    CVintra

Proc GLM       9.9912%    49.1476%

Proc Mixed     9.9912%    49.1476%

GLM: s2inter = (MSsub(seq)-MSerror)/2; s2intra = MSerror

Mixed: variance terms directly read from Covariance parameters

CV = sqrt(exp(s2)-1)


Got exactly your values. Since Pharsight abandoned ANOVA in WinNonlin 3.2 (was standard till 3.1) everything now ‘sits on top’ of REML. It’s a little bit tricky* to get CVinter from the fixed effects model since PHX doesn’t report the MSEs in this case – have to be reconstructed from the table of F-values and the residual variance. :-( In the next release (1.4) Phar­sight might bring back ANOVA-tables and test statements like in Proc GLM…

❝ BTW: @Helmut - No message / warning whatsoever during fit of the mixed model (subject(sequence) as random effect, all other fixed) with Proc Mixed.


Stupid enough I couldn’t find a dataset which gives this warning. Don’t remember whether I have seen it previously. I will ask Pharsight – maybe they have an example.


* Workaround for the fixed effects model:
  1. Partial Tests → Data Wizard
    Filter: Exclude Units, Numer_DF, Denom_DF, P_value

  2. Result → Join Worksheets
    Worksheet 2: Final Variance Parameters
    Sort: Dependent

  3. Result → Data Wizard
    Custom Transformation, Formula: if(Hypothesis = 'int', Estimate, F_stat*Estimate), New Column Name: MS
    Filter: Replace where [Hypothesis] = 'int' with 'Error', Exclude F_stat, Parameter
    Proporties: Estimate → MSerror
    Custom Transformation, Formula: if(Hypothesis = 'Error', 100*sqrt(exp(MSerror)-1), ''), New Column Name: CVintra
    Custom Transformation, Formula: if(Hypothesis = 'Sequence*Subject', 100*sqrt(exp((MS-MSerror)/2)-1), ''), New Column Name: CVinter
    Filter: Exclude MSerror
Gives:
   Hypothesis         MS       CVintra    CVinter
Error             0.21635983  49.147639
Sequence          1.0368565
Sequence*Subject  0.23622554             9.9911704
Formulation       0.39246506
Period            0.054789184


Note that PHX’ Partial Tests are expected to agree with SAS’ Type III LSMs in most of cases (whereas Sequential Tests ≡ SAS’ Type I).

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