Variance components – Proc mixed [Software]

posted by d_labes  – Berlin, Germany, 2014-02-03 12:58 (4503 d 13:10 ago) – Posting: # 12320
Views: 32,918

(edited on 2014-02-03 13:11)

Dear ElMaestro,

❝ If or when you test with PROC MIXED, can you paste the entire co-variance matrix (not the Z or the G)? It will be the one with 14 columns if you use the dataset above; I'd expect a common sigma sq. on the diagonal and a single beween-sigma sq. elsewhere in each row.


As requested: the V matrices using the following code
Proc Mixed data=BEBAC12305;
  class subject period formulation sequence;
  model &lnMetric = formulation period sequence;
  random subject(sequence);
run;


ln(AUCt)
diagonal matrix (28 rows/cols) with 0.02720 on the diagonal

ln(Cmax)
Block diagonal matrix (28 rows/cols) with blocks
 0.02072   0.002918
 0.002918  0.02072
on the diagonal


Covariance Parameter Estimates:
ln(AUCt)
   V(subject(sequence))= 0 !
   V(residual)         = 0.02720   -> CVintra= 16.6%

ln(Cmax)
   V(subject(sequence))= 0.002918  -> CVinter=  5.4%
   V(residual)         = 0.01780   -> CVintra= 13.4%


Variance parameters are by default in SAS restricted to ≥0 in the maximization of the likelihood.
Reasonable to me :-D.
I get negative variance for subject(sequence) in case of ln(AUCt) only if I use the non-standard NOBOUND option in the Proc MIXED call:
ln(AUCt)
   V(subject(sequence))= -0.00609
   V(residual)         =  0.03329  -> CVintra= 18.4%
Seems the same as PHX build 6.3.0.395 / 6.4.0.511 results. See Helmut's post above.


Edit:
Interesting! Here the 90% CI's for AUCt (PE=96.14%):
Proc GLM             85.02% ... 108.71%
Proc Mixed           86.03% ... 107.44%
Proc Mixed (nobound) 85.02% ... 108.71%


Our (at least my own :lookaround:) belief "Proc GLM and Proc MIXED give the same results for a complete, balanced data set" has to be modified!

Regards,

Detlew

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