Fits regression models to validate predictions, for example from a deterministic model, against observed data (R.W. Payne).
Options
PRINT = string tokens |
What to print (summary , tests , nullmodel , slopeone , constantzero , fullmodel ); default summ , test |
RPRINT = string tokens |
What to print from the regressions (model , deviance , summary , estimates , correlations , fittedvalues , accumulated , monitoring , confidence , graph , checks ); default mode , summ , esti |
DENOMINATOR = string token |
Whether to base ratios in accumulated summary on rms from model with smallest residual ss or smallest residual ms (ss , ms ); default ss |
NOMESSAGE = string tokens |
Which warning messages to suppress (dispersion , leverage , residual , aliasing , marginality , vertical , df , inflation ); default * |
FPROBABILITY = string token |
Printing of probabilities for variance and deviance ratios (yes , no ); default no |
TPROBABILITY = string token |
Printing of probabilities for t-statistics (yes , no ); default no |
SELECTION = string tokens |
Statistics to be displayed in the summary of analysis produced by PRINT=summary , seobservations is relevant only for a Normally distributed response, and %cv only for a gamma-distributed response (%variance , %ss , adjustedr2 , r2 , seobservations , dispersion , %cv , %meandeviance , %deviance , aic , bic , sic ); default %var , seob if DIST=normal , %cv if DIST=gamma , and disp for other distributions |
PROBABILITY = scalar |
Probability level for confidence intervals for parameter estimates; default 0.95 |
Parameters
OBSERVATIONS = variates |
Observed data |
PREDICTIONS = variates |
Predictions from the model |
SAVE = pointers |
Saves information from the analysis |
Description
RVALIDATE
fits several regression models to help assess the validity of a deterministic model. The OBSERVATIONS
parameter supplies a variate of observed data, and the PREDICTIONS
parameter supplies a variate with corresponding predictions from the model. If the model is in correct agreement with real life, the relationship between these variates should be explained by the null model consisting of a line with slope one through the origin. Alternatively, if the model shows a consistent bias, the relationship could be explained by a line with slope one, and with a non zero intercept (or constant). The third possibility, which might arise from an incorrect calibration, would be to have a zero constant with the slope no longer equal to one. The final possibility, indicating discrepancies in both constant and slope, would be an ordinary repression line (i.e. the full model). RVALIDATE
fits these models in turn, and calculates tests to assess whether the constant differs from zero, and the slope differs from one.
The PRINT
option specifies what output is required, with settings:
summary
gives a summary of the analyses, showing the parameter estimates and their standard errors, together with the residual sum of squares, degrees of freedom and mean squares from each model;
tests
tests to assess whether the constant differs from zero, and the slope differs from one;
nullmodel
output from the model with constant zero and slope one;
slopeone
output from the model with slope one and a non-zero constant;
constantzero
output from the model with constant zero and slope not equal to one;
fullmodel
output from the model with a non-zero constant and a slope not equal to one.
The RPRINT
option controls the output from the regression analyses requested by the PRINT
option. It has the same settings as the PRINT
option of the FIT
directive, and two additional settings: graph
plots the line and the data, and checks
provides the standard plots of the residuals (using the RCHECK
procedure). The DENOMINATOR
, NOMESSAGE
, FPROBABILITY
, TPROBABILITY
, SELECTION
and PROBABILITY
options operate like those of FIT
.
The SAVE
parameter can save a pointer containing elements with the following labels:
Summary
pointer saving the summary of the analyses, containing a text with the names of the models, and then variates for the parameter estimates, their standard errors, the residual sum of squares, degrees of freedom and mean squares from each model;
Tests
pointer saving the tests, containing a text to describe the test, and them variates with sums of squares, degrees of freedom, mean squares, variance ratios and F probabilities;
Null model
regression save structure from the model with constant zero and slope one;
Slope one
regression save structure from the model with slope one and a non-zero constant;
Constant zero
regression save structure from the model with constant zero and slope not equal to one;
Full model
regression save structure from the model with a non-zero constant and a slope not equal to one. When RVALIDATE
defines the pointer, the CASE
and ABBREVIATE
options of the POINTER
directive are set to enable the labels to be abbreviated and specified in either lower case, or upper case, or any mixture.
Options: PRINT
, RPRINT
, DENOMINATOR
, NOMESSAGE
, FPROBABILITY
, TPROBABILITY
,
SELECTION
, PROBABILITY
. Parameters: OBSERVATIONS
, PREDICTIONS
, SAVE
.
Method
Ignoring the options, the models are fitted by the following commands.
" null model: slope one, constant zero " MODEL [OFFSET=PREDICTIONS] OBSERVATIONS FIT [CONSTANT=omit] " slope one, constant estimated " MODEL [OFFSET=PREDICTIONS] OBSERVATIONS FIT " constant zero, slope estimated " MODEL OBSERVATIONS FIT [CONSTANT=omit] PREDICTIONS " full model: slope & constant estimated " MODEL OBSERVATIONS FIT PREDICTIONS
Action with RESTRICT
OBSERVATIONS
and PREDICTIONS
can be restricted to analyse a subset of the data.
See also
Directive: FIT
.
Procedure: BLANDALTMAN
.
Commands for: Regression analysis.
Example
CAPTION 'RVALIDATE example'; STYLE=meta READ Observed,Predicted 16.15 16.32 15.04 16.15 12.66 14.96 18.93 18.45 18.36 19.72 17.17 16.83 18.53 19.72 17.43 18.19 16.23 18.11 18.61 20.06 18.92 18.19 11.90 12.24 17.09 17.85 18.70 12.75 16.41 16.66 18.98 18.02 18.79 17.00 10.71 12.58 17.94 17.34 14.54 15.89 18.61 11.90 12.49 14.79 19.46 19.97 18.27 17.51 17.68 19.80 16.49 16.15 16.15 16.91 15.98 16.91 16.06 17.00 15.55 16.74 18.61 16.83 16.91 17.00 12.32 14.79 17.68 19.80 16.06 16.83 18.49 19.29 19.97 19.29 15.54 16.66 22.04 19.38 15.21 16.23 16.32 15.89 18.61 16.74 22.86 19.89 7.68 9.27 : RVALIDATE [PRINT=summary,tests,nullmodel,slopeone,constantzero,fullmodel;\ RPRINT=model,summary,estimates,confidence,graph]\ Observed; PREDICTIONS=Predicted