Bioequivalence and Bioavailability Forum • Variance components

Variance components – Proc mixed [Software]

posted by ElMaestro – Denmark, 2014-02-03 13:58 (4096 d 16:09 ago) – Posting: # 12321
Views: 27,749

Haha, thanks Detlefffff,

❝ 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

❝ Seems the same as PHX build 6.3.0.395 / 6.4.0.511 results. See Helmut's post above.

This is mindblowing. I can't say that I understand in any way, but it is clear that the unbounded (=unfiddled, native and pure) optimisation analysis results in the same residual as the all-fixed lm/anova.
The million-dollar question asked in the nastiest fashion:
Do you either

believe in negative variances between subjects

-or-

would you inflate the MSE and get wide confidence intervals?

:-D

An agonising choice indeed.
Another wrong question: Why care about between-Vars in a 2,2,2-BE? Why not just do the anova, fetch the residual, calculate a CI on basis of it and punch any guy who asks about betweens hard in the face?

I wonder how the PK-workgroup at EMA would deal with this.

I can't say I understand any details of the stats but this thread opened my eyes to an issue that I had no idea existed. Thanks.
:pirate:

—
Pass or fail!
ElMaestro

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
    - 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
      - References Helmut 2014-02-02 02:19
        
        References ElMaestro 2014-02-02 09:56
    - 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 mixed d_labes 2014-02-03 11:58
        
        Variance components – Proc mixedElMaestro 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
      - 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