Quantiles of the F-distribution [General Statistics]
❝ However, there's no sas code for the variability comparison ...
Wow! Seems correct. Was not aware of this fact.
At moment I don't have answers to all of your other questions but only to your points 1., 2. and 4.
Lets start with 2. and 4, the simpler ones:
❝ 2. From the sas code for sWR (from Dij=R1-R2
then running with PROC MIXED, output CovParms, and calculate sWR = SQRT(estimate/2))
, is it correct to assume that we need to modify the code to have something like DijT = T1 - T2
, then run the same procedure as for sWR to calculate sWT?
Correct.
❝ 4. Since FDA request that only subject who complete all 4 periods should be included in the analysis, for obtaining F-distribution value, it seems the degree of freedom vT and vR will always be equal, which is always Ntotal - 2 for full replicate. Right?
Correct for full replicate 4-periods with 2 sequences with mentioned precondition.
Now to the mysterious lower/upper (upper/lower?) CI of the variabilities (your point 1.):
The answer lies hidden in the text of the Warfarin guidance.
"... Fα/2,ν1,ν2 is the value of the F-distribution with ν1 (numerator) and ν2 (denominator) degrees of freedom that has probability of α/2 to its right." (Emphasis be me. Similar text for F1-α/2,ν1,ν2).
Example in R speak with df1=12, df2=12, alpha/2=0.05:
F1 <- qf(0.05, df1=12, df2=12, lower.tail=FALSE)
gives F1 = 2.686637. This is the same as
F1 <- qf(1-0.05, df1=12, df2=12, lower.tail=TRUE)
Usually (and in SAS) the probability to the left is given back (integral over F-density from 0 to F).
# lower.tail=TRUE is default
F2 <- qf(0.05, df1=12, df2=12)
gives F2 = 0.3722125.
SAS:
Data Finv;
df1=12; df2=12; alpha=0.05;
F1=Finv(1-alpha, df1, df2);
F2=Finv(alpha, df1, df2);
run;
gives also F1 = 2.686637, F2 = 0.3722125.
Hope this helps.
Regards,
Detlew
Complete thread:
- SAS and R (?) for variability comparison (FDA NTID Guidance) Shuanghe 2015-09-25 18:48 [General Statistics]
- SAS and R (?) for variability comparison (FDA NTID Guidance) jag009 2015-09-25 22:42
- SAS and R (?) for variability comparison (FDA NTID Guidance) Shuanghe 2015-09-28 17:05
- LaTeX, MathML, PNGs Helmut 2015-09-27 14:23
- OT: LaTeX, MathML, PNGs Shuanghe 2015-09-28 17:32
- OT: LaTeX, MathML, PNGs Helmut 2015-09-28 17:46
- OT: LaTeX, MathML, PNGs Shuanghe 2015-09-28 17:32
- Quantiles of the F-distributiond_labes 2015-09-28 09:45
- Quantiles of the F-distribution Shuanghe 2015-09-28 17:39
- What's wrong with this picture? Shuanghe 2015-09-28 18:57
- Suggestion Helmut 2015-09-29 02:22
- Suggestion Shuanghe 2015-09-29 18:44
- OT: The Hadleyverse d_labes 2015-09-30 08:44
- Suggestion Shuanghe 2015-09-29 18:44
- Another suggestion for a R-solution d_labes 2015-09-29 14:26
- Wow – another gem from the master! Helmut 2015-09-29 16:31
- Another suggestion for a R-solution Shuanghe 2015-09-29 18:37
- Another R-solution d_labes 2015-09-29 21:55
- @Shuanghe: Outdated URL gvk 2019-05-21 11:36
- Suggestion Helmut 2015-09-29 02:22
- SAS and R (?) for variability comparison (FDA NTID Guidance) M.tareq 2017-04-14 15:04
- SAS and R (?) for variability comparison (FDA NTID Guidance) M.tareq 2017-04-15 01:01
- SAS and R (?) for variability comparison (FDA NTID Guidance) jag009 2015-09-25 22:42