Proc GLM with missings [Outliers]

posted by d_labes  – Berlin, Germany, 2013-08-07 16:46 (3886 d 16:24 ago) – Posting: # 11233
Views: 10,292

Dear Helmut!

❝ ... Note that PROC GLM will always drop the entire subject even if you kept the other periods in the data set.


This is an widely spread rumour, also here in the forum. But nevertheless isn't true :no:.

Here an example: 3x6x3 data of 12 subjects with one subject in one period set to missing.
Proc GLM output:
                                    The GLM procedure
                      Analysis of Variance - Tests of Model Effects
                                             
   Source               DF              SS     Mean Square    F Value    Pr > F

   treatment             2        0.024103        0.012051       1.00    0.3873
   period                2        0.005885        0.002942       0.24    0.7863
   subject(sequence)     6        0.439062        0.073177       6.06    0.0011
   -----------------
   Error: MS(Error)     19        0.229576        0.012083                     
   Error: MSE
 

   Source               DF              SS     Mean Square    F Value    Pr > F

   sequence              5        0.448448        0.089690       1.23    0.3991
   -----------------
   Error            6.0032        0.438708        0.073079                     
   Error: 0.9984*MS(subject(sequence)) + 0.0016*MS(Error)


df(subjects)= df(sequence)+df(subject(sequence))=11 (=N-1). All subjects used!
df(Error) = 2*N-4 = 20 if no missings, but here 1 missing i.e. =19. All data used!

What SAS does with the sequence effect test (random statement used) in such cases is left for discussion. Never understood it really.

Regards,

Detlew

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