Checks effects of a random term in a REML analysis (R.W. Payne).
Options
PRINT = string tokens |
Controls printed output (largeblups, stability); default larg |
|---|---|
TERM = formula |
Random term whose BLUPs are to be assessed; must be set |
RMETHOD = string token |
Which random terms to use to form the residuals that are subtracted from the y-variate to provide the fitted values (all, term); default all |
RLIMIT = scalar |
Limit for detection of large standardized BLUPs; if this is not set, the limit is set automatically according to the number of BLUPs |
NLARGEBLUPS = scalar |
Saves the number of large standardized BLUPs that have been detected |
LARGEBLUPUNITS = pointer |
Saves the factor levels of the large standardized BLUPs |
STABILITYTEST = pointer |
Saves the results of the Levene test for stability of the variance of the standardized BLUPs |
SAVE = REML save structure |
Specifies the analysis from which the BLUPs are to be taken; by default this will be the most recent REML |
No parameters
Description
Procedure VRCHECK checks effects (i.e. BLUPs) of a random term from a REML analysis. The TERM option must be set to specify the random term to check. By default, its BLUPs are taken from the recent REML analysis. However, you can use an earlier analysis, by using the SAVE option of VRCHECK to specify its save structure (saved using the SAVE parameter of the earlier REML command).
Output is controlled by the PRINT option, with the following settings.
largeblups |
reports any large standardized BLUPs. |
|---|---|
stability |
performs two Levene tests to check whether the variance of the random term differs according to the size of the response. The BLUPs are divided into three groups (small, intermediate and large) according to the sizes of the corresponding fitted values. The tests compare the variance of the standardized BLUPs 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=largeblups.
The RMETHOD option specifies how to form the residuals that are subtracted from the y-variate to provide the fitted values. The available settings are:
all |
uses all of the random effects (default), and |
|---|---|
term |
uses only the random term specified by the TERM option. |
It is important to realise that the estimated BLUPs will be correlated. The Levene tests assume that they are independent Normally-distributed observations. Their test probabilities may therefore be too low – and generate too many significant results. They should thus be interpreted with care.
The RLIMIT option specifies the limit that must be exceeded by the absolute value of a standardized BLUP for it to be identified as large. If this is not set, the default is taken as 2.0 if the number of BLUPs 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 BLUP, but that reports should not appear too often just as a result of random variation.
The NLARGERESIDUALS option saves the number of large standardized BLUPs that have been found. The LARGEBLUPUNITS option can save a pointer containing their factor levels. The pointer contains a factor for every factor in the table of BLUPs, and its elements are labelled by the factor names. The results of the Levene tests for stability of the variance of the standardized residuals can be saved, in a pointer, by the STABILITYTEST option.
Options: PRINT, TERM, RMETHOD, RLIMIT, NLARGEBLUPS, LARGEBLUPUNITS, STABILITYTEST, SAVE.
Parameters: none.
Method
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 BLUPs 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, VCHECK, VPLOT, VSOM.
Commands for: REML analysis of linear mixed models.
Example
CAPTION 'VRCHECK 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
" check for large BLUPs in Dam random term "
VRCHECK [PRINT=largeblups,stability; TERM=Dam]