Watch our video on the VCHECK procedure.
Checks standardized residuals from a REML analysis (R.W. Payne).
Options
PRINT = string tokens |
Controls printed output (largeresiduals, similarunits, stability); default larg |
|---|---|
RMETHOD = string token |
Which random terms to use when calculating the standardized residuals (final, all); default fina |
RLIMIT = scalar |
Limit for detection of large standardized residuals; if this is not set, the limit is set automatically according to the number of residual degrees of freedom |
COMMONFACTORS = factors |
Factors to define similar units; if this is not set, the factors in the fixed model are used |
REPORTFACTORS = factors |
Additional factors to include in the table of similar units |
PROBABILITY = scalar |
Critical value for the test probabilities to decide whether to generate warning messages from the Levine test for variance stability; default=0.025 |
NLARGERESIDUALS = scalar |
Saves the number of large standardized residuals that have been detected |
LARGERESIDUALUNITS = variate |
Saves the unit numbers of the large standardized residuals |
SIMILARINFORMATION = pointer |
Saves details of large standardized residuals and residuals in similar units |
STABILITYTEST = pointer |
Saves the results of the Levene test for stability of the variance of the standardized residuals |
SAVE = REML save structure |
Specifies the analysis to be checked; by default this will be the most recent REML |
No parameters
Description
Procedure VCHECK checks standardized residuals from a REML analysis. By default, these are taken from the recent REML analysis. However, you can check an earlier analysis, by using the SAVE option of VCHECK to specify its save structure (saved using the SAVE parameter of the earlier REML command).
The RMETHOD option controls which random terms are used to calculate the standardized residuals, with settings:
all |
uses all of the random effects, and |
|---|---|
final |
uses only the final random term (default). |
Output is controlled by the PRINT option, with the following settings.
largeresiduals |
reports any large standardized residuals, with their unit numbers. |
|---|---|
similarunits |
reports large standardized residuals, together with the residuals from similar units. |
stability |
performs two Levene tests to check whether the residual variance differs according to the size of the response. The data are divided into three groups (small, intermediate and large) according to the sizes of their fitted values. The tests compare the variance of the standardized residuals in the first (small) group with those in the third (large) group, and the variance of the second (intermediate) group with the variance of other two groups combined.. |
By default PRINT=largeresiduals.
The RLIMIT option specifies the limit that must be exceeded by the absolute value of a standardized residual for it to be identified as large. If this is not set, the default is taken as 2.0 if the number of degrees of freedom d of the random terms in the REML analysis is less than 20, and 4.0 if d is greater than 15773. For other values of d, the default is the critical value of the Normal distribution for a two-sided test with significance probability 1/d. These calculations are the same as those used in regression and analysis of variance, and are intended to ensure that a report should appear for any extreme outlier, but that reports should not appear too often just as a result of random variation.
The NLARGERESIDUALS option saves the number of large standardized residuals that have been found, and the LARGERESIDUALUNITS option can save a variate containing their unit numbers.
The COMMONFACTORS option lists the factors whose levels should be shared by the units that are listed in the report as similar to those with the large residuals. If this is not set, the default is to take the factors in the fixed model. The REPORTFACTORS option lists any other factors that are to be included in the report. The SIMILARINFORMATION option can save a pointer containing details of the table that has been printed. The first element of the pointer, labelled 'Column labels', contains labels to use as column headings for the other elements, The second element, labelled 'Unit number', contains unit numbers. The third element, labelled 'Unit type', is a factor indicating whether each unit contains a large standardized residual, or the standardized residual from a similar unit. The remaining columns contain the values of the factors displayed in the report.
The results of the Levene test for stability of the variance of the standardized residuals can be saved, in a pointer, by the STABILITYTEST option.
If nothing is to be saved and no printed output is requested, VCHECK provides a safety check. It prints a warning message if any large standardized residuals are detected, or if either of the Levene tests generates a test probability less than or equal to the value specified by the PROBABILITY option. The default value is 0.025 (i.e. 2.5%), which is the same as the value used for the similar messages that may occur with the summary of analysis in regression of from procedure ACHECK following an analysis of variance. It is important to realise that the estimated residuals will be correlated. The Levene tests assume that the residuals are independent Normally-distributed observations. Their test probabilities may therefore be too low – and generate too many significant results. So the use of a smaller critical probability value provides some protection against spurious messages.
Options: PRINT, RMETHOD, RLIMIT, COMMONFACTORS, REPORTFACTORS, PROBABILITY, NLARGERESIDUALS, LARGERESIDUALUNITS, SIMILARINFORMATION, STABILITYTEST, SAVE.
Parameters: none.
Method
The standardized residuals are obtained by using VFRESIDUALS to save the residuals with their standard errors. Details about Levene tests can be found in Snedecor & Cochran (1989); also see O’Neill & Mathews (2002) for information about the issues that arise in their use in balanced analysis of variance.
Action with RESTRICT
If the y-variate in the REML was restricted, only the units not excluded by the restriction will be included in the checks.
References
O’Neill, M.E. & Mathews, K.L. (2002) Levene tests of homogeneity of variance for general block and treatment designs. Biometrics, 58, 216-224.
Snedecor, G.W. & Cochran, W.G. (1989). Statistical Methods (eighth edition). Iowa State University Press, Ames.
See also
Directive: REML.
Procedures: ACHECK, VFRESIDUALS, VRCHECK, VPLOT, VSOM.
Commands for: REML analysis of linear mixed models.
Example
CAPTION 'VCHECK example','Guide Part 2, Example 5.3.5a'; STYLE=meta,plain
FACTOR [NVALUES=322; LEVELS=27] Dam
& [LEVELS=18] Pup
FACTOR [LEVELS=2; LABELS=!T('M','F')] Sex
FACTOR [LEVELS=3; LABELS=!T('C','Low','High')] Dose
VARIATE [NVALUES=322] Littersize,Weight
READ Dose,Sex,Littersize,Dam,Pup,Weight;\
FREPRESENTATION=2(labels),4(levels)
C M 12 1 1 6.60 C M 12 1 2 7.40 C M 12 1 3 7.15
C M 12 1 4 7.24 C M 12 1 5 7.10 C M 12 1 6 6.04
C M 12 1 7 6.98 C M 12 1 8 7.05 C F 12 1 9 6.95
C F 12 1 10 6.29 C F 12 1 11 6.77 C F 12 1 12 6.57
C M 14 2 1 6.37 C M 14 2 2 6.37 C M 14 2 3 6.90
C M 14 2 4 6.34 C M 14 2 5 6.50 C M 14 2 6 6.10
C M 14 2 7 6.44 C M 14 2 8 6.94 C M 14 2 9 6.41
C F 14 2 10 5.92 C F 14 2 11 6.04 C F 14 2 12 5.82
C F 14 2 13 6.04 C F 14 2 14 5.96 C M 4 3 1 7.50
C M 4 3 2 7.08 C F 4 3 3 7.57 C F 4 3 4 7.27
C M 14 4 1 6.25 C M 14 4 2 6.93 C M 14 4 3 6.80
C M 14 4 4 6.69 C M 14 4 5 6.28 C M 14 4 6 6.27
C M 14 4 7 6.27 C M 14 4 8 6.47 C F 14 4 9 6.29
C F 14 4 10 5.98 C F 14 4 11 6.32 C F 14 4 12 6.28
C F 14 4 13 5.65 C F 14 4 14 5.57 C M 13 5 1 7.96
C M 13 5 2 6.84 C M 13 5 3 7.00 C M 13 5 4 8.10
C M 13 5 5 6.52 C M 13 5 6 7.23 C M 13 5 7 6.10
C M 13 5 8 7.31 C F 13 5 9 7.16 C F 13 5 10 7.09
C F 13 5 11 7.14 C F 13 5 12 5.02 C F 13 5 13 6.04
C M 9 6 1 8.26 C M 9 6 2 7.73 C M 9 6 3 8.33
C M 9 6 4 6.14 C M 9 6 5 7.75 C M 9 6 6 6.96
C F 9 6 7 7.26 C F 9 6 8 6.58 C F 9 6 9 3.68
C M 18 7 1 6.29 C M 18 7 2 6.32 C M 18 7 3 6.28
C M 18 7 4 6.24 C M 18 7 5 6.78 C M 18 7 6 6.63
C M 18 7 7 6.27 C M 18 7 8 6.29 C M 18 7 9 6.06
C F 18 7 10 6.16 C F 18 7 11 5.96 C F 18 7 12 6.26
C F 18 7 13 5.83 C F 18 7 14 6.11 C F 18 7 15 6.45
C F 18 7 16 6.25 C F 18 7 17 6.31 C F 18 7 18 5.74
C M 17 8 1 6.04 C M 17 8 2 5.84 C M 17 8 3 6.77
C M 17 8 4 5.59 C M 17 8 5 5.52 C M 17 8 6 6.42
C M 17 8 7 5.97 C M 17 8 8 6.34 C F 17 8 9 6.23
C F 17 8 10 5.95 C F 17 8 11 6.16 C F 17 8 12 6.19
C F 17 8 13 5.32 C F 17 8 14 5.00 C F 17 8 15 6.30
C F 17 8 16 5.00 C F 17 8 17 5.56 C M 17 9 1 5.37
C M 17 9 2 5.58 C M 17 9 3 5.51 C M 17 9 4 5.19
C M 17 9 5 5.34 C M 17 9 6 5.77 C M 17 9 7 5.17
C M 17 9 8 4.57 C M 17 9 9 5.39 C M 17 9 10 5.62
C M 17 9 11 5.40 C M 17 9 12 5.77 C M 17 9 13 5.24
C F 17 9 14 5.37 C F 17 9 15 5.33 C F 17 9 16 5.44
C F 17 9 17 5.14 C M 13 10 1 7.30 C M 13 10 2 6.60
C M 13 10 3 6.58 C M 13 10 4 6.68 C M 13 10 5 6.46
C M 13 10 6 6.38 C F 13 10 7 6.44 C F 13 10 8 6.67
C F 13 10 9 6.43 C F 13 10 10 6.53 C F 13 10 11 5.92
C F 13 10 12 6.52 C F 13 10 13 6.44
Low M 16 11 1 6.65 Low M 16 11 2 5.78 Low M 16 11 3 6.23
Low M 16 11 4 5.70 Low M 16 11 5 5.73 Low M 16 11 6 6.10
Low M 16 11 7 5.55 Low M 16 11 8 5.71 Low M 16 11 9 5.81
Low M 16 11 10 6.10 Low F 16 11 11 5.54 Low F 16 11 12 5.72
Low F 16 11 13 5.50 Low F 16 11 14 5.64 Low F 16 11 15 5.42
Low F 16 11 16 5.42 Low F 2 12 1 6.89 Low F 2 12 2 7.73
Low M 12 13 1 5.83 Low M 12 13 2 5.97 Low M 12 13 3 6.39
Low M 12 13 4 5.69 Low M 12 13 5 5.69 Low M 12 13 6 5.97
Low M 12 13 7 6.04 Low M 12 13 8 5.46 Low F 12 13 9 6.09
Low F 12 13 10 5.39 Low F 12 13 11 5.89 Low F 12 13 12 5.14
Low M 15 14 1 5.92 Low M 15 14 2 5.75 Low M 15 14 3 6.22
Low M 15 14 4 5.96 Low M 15 14 5 5.59 Low M 15 14 6 5.79
Low M 15 14 7 6.23 Low M 15 14 8 5.88 Low M 15 14 9 6.02
Low F 15 14 10 5.66 Low F 15 14 11 5.76 Low F 15 14 12 5.73
Low F 15 14 13 5.33 Low F 15 14 14 5.58 Low F 15 14 15 5.88
Low M 13 15 1 6.00 Low M 13 15 2 6.11 Low M 13 15 3 6.40
Low M 13 15 4 6.06 Low M 13 15 5 6.39 Low M 13 15 6 6.09
Low M 13 15 7 6.32 Low F 13 15 8 5.96 Low F 13 15 9 6.32
Low F 13 15 10 5.83 Low F 13 15 11 5.97 Low F 13 15 12 5.87
Low F 13 15 13 5.67 Low M 13 16 1 6.43 Low M 13 16 2 6.13
Low M 13 16 3 5.87 Low F 13 16 4 6.09 Low F 13 16 5 5.63
Low F 13 16 6 5.84 Low F 13 16 7 6.20 Low F 13 16 8 6.42
Low F 13 16 9 5.90 Low F 13 16 10 5.62 Low F 13 16 11 6.23
Low F 13 16 12 5.85 Low F 13 16 13 5.89 Low M 14 17 1 5.81
Low M 14 17 2 5.44 Low M 14 17 3 5.65 Low M 14 17 4 5.25
Low M 14 17 5 5.45 Low M 14 17 6 5.32 Low M 14 17 7 5.89
Low F 14 17 8 5.63 Low F 14 17 9 5.12 Low F 14 17 10 5.65
Low F 14 17 11 5.29 Low F 14 17 12 5.13 Low F 14 17 13 5.60
Low F 14 17 14 5.08 Low M 15 18 1 6.77 Low M 15 18 2 7.13
Low M 15 18 3 6.85 Low F 15 18 4 6.49 Low F 15 18 5 6.09
Low F 15 18 6 6.09 Low F 15 18 7 5.99 Low F 15 18 8 6.01
Low F 15 18 9 6.11 Low F 15 18 10 6.15 Low F 15 18 11 4.75
Low F 15 18 12 5.69 Low F 15 18 13 6.19 Low F 15 18 14 5.72
Low F 15 18 15 6.14 Low M 10 19 1 6.72 Low M 10 19 2 6.34
Low M 10 19 3 6.48 Low M 10 19 4 5.74 Low F 10 19 5 6.11
Low F 10 19 6 5.71 Low F 10 19 7 6.41 Low F 10 19 8 6.21
Low F 10 19 9 6.11 Low F 10 19 10 5.81 Low M 16 20 1 5.90
Low M 16 20 2 6.22 Low M 16 20 3 6.67 Low M 16 20 4 6.23
Low M 16 20 5 6.24 Low M 16 20 6 6.26 Low M 16 20 7 6.38
Low M 16 20 8 6.05 Low M 16 20 9 5.89 Low M 16 20 10 6.29
Low F 16 20 11 6.12 Low F 16 20 12 5.40 Low F 16 20 13 5.50
Low F 16 20 14 5.46 Low F 16 20 15 5.97 Low F 16 20 16 6.11
High M 14 21 1 5.09 High M 14 21 2 5.57 High M 14 21 3 5.69
High M 14 21 4 5.50 High M 14 21 5 5.45 High M 14 21 6 5.24
High M 14 21 7 5.36 High M 14 21 8 5.26 High M 14 21 9 5.36
High M 14 21 10 5.01 High M 14 21 11 5.03 High F 14 21 12 5.23
High F 14 21 13 5.13 High F 14 21 14 4.48 High M 10 22 1 5.30
High M 10 22 2 5.40 High M 10 22 3 5.55 High M 10 22 4 6.02
High M 10 22 5 5.27 High F 10 22 6 5.19 High F 10 22 7 5.42
High F 10 22 8 5.40 High F 10 22 9 5.12 High F 10 22 10 5.40
High M 3 23 1 7.70 High F 3 23 2 7.68 High F 3 23 3 6.33
High M 12 24 1 6.28 High M 12 24 2 5.74 High M 12 24 3 6.29
High F 12 24 4 5.68 High F 12 24 5 5.76 High F 12 24 6 6.03
High F 12 24 7 5.30 High F 12 24 8 5.55 High F 12 24 9 6.53
High F 12 24 10 5.76 High F 12 24 11 5.77 High F 12 24 12 5.49
High M 8 25 1 6.50 High M 8 25 2 7.10 High M 8 25 3 7.00
High M 8 25 4 7.00 High M 8 25 5 5.85 High F 8 25 6 6.10
High F 8 25 7 6.63 High F 8 25 8 6.33 High M 9 26 1 7.00
High M 9 26 2 6.15 High F 9 26 3 6.22 High F 9 26 4 6.20
High F 9 26 5 5.76 High F 9 26 6 6.21 High F 9 26 7 6.42
High F 9 26 8 6.42 High F 9 26 9 6.30 High M 9 27 1 5.64
High M 9 27 2 6.06 High M 9 27 3 6.56 High M 9 27 4 6.29
High M 9 27 5 5.69 High M 9 27 6 6.36 High F 9 27 7 5.93
High F 9 27 8 5.74 High F 9 27 9 5.74 :
VCOMPONENTS [FIXED=Littersize+Dose*Sex] RANDOM=Dam/Pup
REML Weight
VPLOT [RMETHOD=stfinal]
" check for large absolute residuals, showing units from the sane Dam "
VCHECK [PRINT=largeresiduals,similarunits,stability; COMMONFACTORS=Dam]