Variance components – Proc mixed [Software]
Dear ElMaestro,
As requested: the V matrices using the following code
Covariance Parameter Estimates:
Variance parameters are by default in SAS restricted to ≥0 in the maximization of the likelihood.
Reasonable to me
.
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:
Edit:
Interesting! Here the 90% CI's for AUCt (PE=96.14%):
Our (at least my own
) belief "Proc GLM and Proc MIXED give the same results for a complete, balanced data set" has to be modified!
❝ 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

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

—
Regards,
Detlew
Regards,
Detlew
Complete thread:
- How to calculate intersubject variability in PHX WinNonlin zan 2014-01-29 23:58 [Software]
- Negative variance component Helmut 2014-01-30 01:16
- Negative variance component zan 2014-01-30 18:11
- Negative variance component zan 2014-01-31 00:16
- Negative variance component ElMaestro 2014-01-31 08:20
- Negative variance component yjlee168 2014-01-31 10:26
- Example data set Helmut 2014-02-01 16:03
- Example data set yjlee168 2014-02-01 17:40
- PHX build 6.3.0.395 / 6.4.0.511 Helmut 2014-02-02 02:04
- PHX build 6.3.0.395 / 6.4.0.511 yjlee168 2014-02-02 07:54
- PHX build 6.3.0.395 / 6.4.0.511 Helmut 2014-02-02 02:04
- Example data set yjlee168 2014-02-01 17:40
- Example data set Helmut 2014-02-01 16:03
- Negative variance component ElMaestro 2014-02-01 16:31
- Negative variance component yjlee168 2014-02-01 17:47
- Just thinking loud ElMaestro 2014-02-01 19:02
- All models are wrong… Helmut 2014-02-02 02:31
- another book for linear model yjlee168 2014-02-02 08:07
- All models are wrong… Helmut 2014-02-02 02:31
- Just thinking loud ElMaestro 2014-02-01 19:02
- References Helmut 2014-02-02 02:19
- References ElMaestro 2014-02-02 09:56
- Negative variance component yjlee168 2014-02-01 17:47
- Negative variance component – Chow/Liu d_labes 2014-02-03 09:02
- Negative variance component – Chow/Liu ElMaestro 2014-02-03 10:22
- Variance components – Proc mixedd_labes 2014-02-03 11:58
- Variance components – Proc mixed ElMaestro 2014-02-03 12:58
- Variance components – Proc mixed 90% CIs d_labes 2014-02-03 13:16
- Variance components – Proc mixed Helmut 2014-02-03 14:14
- FDA code for non-replicate crossover? d_labes 2014-02-03 15:54
- Proc GLM rulez Helmut 2014-02-03 16:16
- Variance components – Proc mixed yjlee168 2014-02-03 20:43
- NOBOUND Helmut 2014-02-03 22:08
- FDA code for non-replicate crossover? d_labes 2014-02-03 15:54
- Variance components – Proc mixed ElMaestro 2014-02-03 12:58
- Variance components – Proc mixedd_labes 2014-02-03 11:58
- lm() or lme() for 2x2x2 study design? yjlee168 2014-02-03 20:22
- lm() or lme() for 2x2x2 study design? ElMaestro 2014-02-03 22:11
- lm() or lme() for 2x2x2 study design? yjlee168 2014-02-04 13:09
- bear for 2x2x2 study with negative variance components yjlee168 2014-02-05 19:12
- lm() or lme() for 2x2x2 study design? yjlee168 2014-02-04 13:09
- lm() or lme() for 2x2x2 study design? ElMaestro 2014-02-03 22:11
- Negative variance component – Chow/Liu ElMaestro 2014-02-03 10:22
- Negative variance component Helmut 2014-01-30 01:16