Biased bonus from MoM [RSABE / ABEL]
Nice post d_labes,
as usual I am able to understand about 1% or less of what is going on. I was never much into phrenology* but equipped with a brain the size of a walnut I am feeling a bit challenged on these matters.
I think ultimately this may come down to what is going in the covariance matrix structure for PROC MIXED. In this post you used both CSH and UN if I get it right. I am not an SAS user but I think you can ask the beast to spit out the G and R matrices (from V=ZGZt+R). I think these output should be compared with the info extracted from R's lme object.
A VERY annoyong/inconvenient fact in my opinion is that I don't think there is any proper way of getting to V when using R. I simply cannot find an extractor method or anything that resembles. If you know of one I would love to learn it (getVarCov doesn't do the job).
Are you sure, btw, that the FDA proposal is really an MoM approach? As far as I recall MoM methods are based on solving equations (as in X+5=8, then what is X? -and so forth in a slightly more complicated fashion when multiple equations are involved), if I get it right rendering the solutions unbiased (?) but not necessarily max. likelihood. Isn't the FDA approach just a 'manual' way of getting to the sigma's that serious playtime with PROC MIXED would or should give?
Last, to address my own bonus question partially, I think there could be a practical difference between the FDA approach and the way by a Mixed Model. They may achieve exactly the same in the cases where there are no missing values. But if we have a subject who has an N.A. for one of the two Ref values, then certainly the mixed model output will be reflecting max likelihood, when I guess the linear model will not because such a subject will have to be discarded for the fit.
Best regards
EM.
*From the Simpsons, season 7, episode 8:
Mr Burns: Who could forget such a monstrous visage? She has the sloping brow and cranial bumpage of the career criminal.
Smithers: Sir? Phrenology was dismissed as quackery 160 years ago.
Mr Burns: Of course you'd say that...you have the brainpan of a stagecoach tilter!
as usual I am able to understand about 1% or less of what is going on. I was never much into phrenology* but equipped with a brain the size of a walnut I am feeling a bit challenged on these matters.
❝ Therefore here the results for the intra-individual variances (in the log domain):
❝ MoM Proc Mixed FDA (REML)
❝ s2WT 0.030130 0.02010
❝ s2WR 0.028125 0.01974
I think ultimately this may come down to what is going in the covariance matrix structure for PROC MIXED. In this post you used both CSH and UN if I get it right. I am not an SAS user but I think you can ask the beast to spit out the G and R matrices (from V=ZGZt+R). I think these output should be compared with the info extracted from R's lme object.
A VERY annoyong/inconvenient fact in my opinion is that I don't think there is any proper way of getting to V when using R. I simply cannot find an extractor method or anything that resembles. If you know of one I would love to learn it (getVarCov doesn't do the job).
Are you sure, btw, that the FDA proposal is really an MoM approach? As far as I recall MoM methods are based on solving equations (as in X+5=8, then what is X? -and so forth in a slightly more complicated fashion when multiple equations are involved), if I get it right rendering the solutions unbiased (?) but not necessarily max. likelihood. Isn't the FDA approach just a 'manual' way of getting to the sigma's that serious playtime with PROC MIXED would or should give?
Last, to address my own bonus question partially, I think there could be a practical difference between the FDA approach and the way by a Mixed Model. They may achieve exactly the same in the cases where there are no missing values. But if we have a subject who has an N.A. for one of the two Ref values, then certainly the mixed model output will be reflecting max likelihood, when I guess the linear model will not because such a subject will have to be discarded for the fit.
Best regards
EM.
*From the Simpsons, season 7, episode 8:
Mr Burns: Who could forget such a monstrous visage? She has the sloping brow and cranial bumpage of the career criminal.
Smithers: Sir? Phrenology was dismissed as quackery 160 years ago.
Mr Burns: Of course you'd say that...you have the brainpan of a stagecoach tilter!
—
Pass or fail!
ElMaestro
Pass or fail!
ElMaestro
Complete thread:
- Reference scaled BE - FDA (and FARTSSIE update) ddubins 2010-04-26 20:28 [RSABE / ABEL]
- Reference scaled ABE - FDA d_labes 2010-04-27 08:58
- Reference scaled ABE - FDA ElMaestro 2010-04-27 13:39
- Factor 2 is unbiased d_labes 2010-04-27 14:30
- Biased bonus from MoM d_labes 2010-05-04 12:10
- Biased bonus from MoMElMaestro 2010-05-04 12:54
- Mixed MoM d_labes 2010-05-04 14:40
- Mixed MoM ElMaestro 2010-05-04 15:08
- R and G, CSH and UN d_labes 2010-05-05 10:42
- A sailor gets confused ElMaestro 2010-05-05 11:49
- Confused V/Z matratzen and tips d_labes 2010-05-05 14:49
- superb post! ElMaestro 2010-05-05 21:32
- Gambling with UN d_labes 2010-05-06 11:00
- superb post! ElMaestro 2010-05-05 21:32
- Confused V/Z matratzen and tips d_labes 2010-05-05 14:49
- A sailor gets confused ElMaestro 2010-05-05 11:49
- R and G, CSH and UN d_labes 2010-05-05 10:42
- Mixed MoM yjlee168 2010-05-05 09:12
- Mixed MoM ElMaestro 2010-05-04 15:08
- Mixed MoM d_labes 2010-05-04 14:40
- Biased bonus from MoMElMaestro 2010-05-04 12:54
- Reference scaled ABE - FDA ElMaestro 2010-04-27 13:39
- Reference scaled BE - FDA (and FARTSSIE update) KR 2010-04-27 13:14
- Reference scaled BE - EMA Helmut 2010-04-27 14:58
- Reference scaled BE - EMA ddubins 2010-04-27 17:52
- Partial replicate design and FDA ABE code d_labes 2010-04-28 09:47
- Reference scaled BE - EMA Helmut 2010-04-28 14:46
- Switching - null sWR d_labes 2010-05-04 14:04
- Reference scaled BE - EMA ddubins 2010-04-27 17:52
- The unknown x d_labes 2010-05-06 13:26
- The unknown x jdetlor 2010-09-28 17:22
- Unknown x corrected? d_labes 2010-10-01 12:14
- Unknown x corrected? Qilex 2016-09-21 12:25
- Official unknown x d_labes 2016-09-21 13:22
- Unknown x corrected? Qilex 2016-09-21 12:25
- Unknown x corrected? d_labes 2010-10-01 12:14
- The unknown x jdetlor 2010-09-28 17:22
- Reference scaled ABE - FDA d_labes 2010-04-27 08:58