Fits terms from a
REML fixed model in a Genstat regression (R.W. Payne).
|Controls printed output (
||Limit for expansion of terms; default 3|
||Whether to base ratios in accumulated summary on rms from model with smallest residual ss or smallest residual ms (
||One or two criteria to be printed with the models (
||Fixed terms to be dropped|
VRFIT 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
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). You can use the mean square of the current model to assess each change as in ordinary regression. However, as this is a weighted regression, the mean square from the full fixed model is one. A convenient alternative might therefore be to use this mean square (of one), to assess the terms with the same measure of random variation as in analysis of variance. (Conversely, if you were to assess the fixed model by changing the fixed model in a sequence of
VCOMPONENTS commands, the fixed terms that are not fitted will be included in the random variation. This will then vary from fit to fit, making it difficult to reach a clear and consistent conclusion.) Having used these procedures to decide on the important fixed terms, you can use
VPREDICT to form predicted means.
Before fitting the terms, the
VRSETUP procedure must be called to make some checks, and initialize the regression by specifying a
MODEL command with the necessary weight matrix and a
TERMS command with the full fixed model. It also uses the
WORKSPACE directive to set up a Genstat workspace structure to store control information and results.
VRFIT will call
VRSETUP for you, if you have not done so already. The analysis will then be based on the most recent
REML analysis. To use an earlier analysis, you should call
VRSETUP yourself, setting its SAVE option set to the save structure of the required
The terms to be fitted 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.
grid is relevant only to the fitting of nonlinear models.) See
VRDISPLAY for more details.
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.
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.
VRFIT calls the
VRSETUP procedure to initialize the regression, if this has not been done already. It then uses the directives
ADD to fit the terms one at a time, storing the results in the workspace together with the denominator degrees of freedom for each term if available from the original
REML analysis. (It is the need to use the
REML denominator degrees of freedom regression for the terms, instead of the residual degrees of freedom from the regression, that prevents you from using the regression commands directly.) Finally,
VRDISPLAY to print the results.
Any restriction applied to vectors used in the
REML analysis will apply also to the results from
CAPTION 'VRFIT 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,accumulated] Littersize+Sex*Dose