Drops terms in a REML
fixed model from a Genstat regression (R.W. Payne).
Options
PRINT = string tokens |
Controls printed output (model , deviance , summary , estimates , correlations , fittedvalues , accumulated ); default mode , summ , esti , accu |
FACTORIAL = scalar |
Limit for expansion of terms; default 3 |
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 |
SELECTION = string tokens |
One or two criteria to be printed with the models (%variance , %ss , adjustedr2 , r2 , dispersion , aic , sic , bic ); default %var , aic , sic |
Parameter
TERMS = formula |
Fixed terms to be dropped |
VRDROP
is one of several procedures designed to improve the process of determining the appropriate fixed terms to include in a REML
analysis. (The others are VRFIT
, VRADD
, VRDISPLAY
, VRKEEP
, VRSETUP
, VRSWITCH
and VRTRY
.) They do this by a generalized regression analysis, with a weight matrix based on variances estimated from the original REML
analysis (with the full fixed model). See VRFIT
for details.
The terms to be dropped are specified by the TERMS
parameter, in a similar way to the FIT
directive. The FACTORIAL
option sets a limit (by default 3) on the number of factors and variates in each term. Terms containing more than that number are omitted.
The PRINT
option controls printed output as in the regression directives, except that some irrelevant settings are omitted. (For example, grid
is relevant only to the fitting of nonlinear models.) See VRDISPLAY
for more details.
The DENOMINATOR
option specifies how the residual is selected for the accumulated analysis of variance By default it is taken from the model with the smallest number of residual degrees of freedom. However, you can set DENOMINATOR=ms
to take it from the model with the smallest residual mean square.
The SELECTION
option specifies the statistics to be displayed in the summary of analysis as in the regression directives, except that again some irrelevant settings are omitted. See VRDISPLAY
for more details.
Options: PRINT
, FACTORIAL
, DENOMINATOR
, SELECTION
.
Parameter: TERMS
.
Action with RESTRICT
Any restriction applied to vectors used in the REML
analysis will apply also to the results from VRADD
.
See also
Directives: FIT
, REML
.
Procedures: VRFIT
, VRADD
, VRDISPLAY
, VRKEEP
, VRSETUP
, VRSWITCH
, VRTRY
.
Commands for: REML analysis of linear mixed models.
Example
CAPTION 'VRDROP example',\ 'Example 5.3.6 from The Guide to Genstat, Part 2 Statistics';\ STYLE=meta,plain FACTOR [NVALUES=322; LEVELS=27] Dam & [NVALUES=322; LEVELS=18] Pup FACTOR [NVALUES=322; LEVELS=2; LABELS=!T('M','F')] Sex FACTOR [NVALUES=322; LEVELS=3; LABELS=!T('C','Low','High')] Dose VARIATE [NVALUES=322] Littersize,Weight OPEN '%GENDIR%/Examples/GuidePart2/Rats.dat'; CHANNEL=chan READ [CHANNEL=chan] Dose,Sex,Littersize,Dam,Pup,Weight; \ FREPRESENTATION=2(labels),4(levels) CLOSE chan VCOMPONENTS [FIXED=Littersize+Dose*Sex] RANDOM=Dam/Pup REML [PRINT=model,components,wald] Weight VRFIT [PRINT=estimates] Littersize+Sex*Dose VRDROP [PRINT=estimates,accumulated] Sex.Dose