具有自回归的重复测量模型(SAS和R)

时间:2018-06-29 14:43:42

标签: r sas statistics autoregressive-models

我正在尝试将重复测量模型与最初使用SAS拟合的自回归相匹配。 SAS代码如下...

 *** Repeated Measures ANOVA Analysis ***;                                                       
 ***    for cs covariance structure ***;                                                         
 options pageno=1;                                                                               
 ods output dimensions=work._dim                                                                 
                   (where=(ddescr ? 'Covariance') rename=(value=parms 
descr=ddescr))         
        fitStatistics = work._fit;                                                           
proc mixed data=_proj_.Set_bisc1_set info;                                                      
class SET;                                                                                   
model ABS_PIN_DIFF = DAY SET DAY*SET / ddfm=satterth htype=3 solution                        
   outp=WORK._PRED;                                                                          
repeated SET / sub=DAY type=cs;                                                              
run;                                                                                            
** Accumulate info criteria for multiple cov structures **;                                     
data work._ic;                                                                                  
length label $ 128;                                                                          
retain aic bic ll2 . label;                                                                  
label = "Compound symmetry";                                                                 
if _n_ = 1 then set work._dim;                                                               
set work._fit end=_last_;                                                                    
select (scan(descr,1,' '));                                                                  
   when ("AIC") aic = value;                                                                 
   when ("BIC") bic = value;                                                                 
   when ("-2")  ll2 = value;                                                                 
   otherwise delete;                                                                         
   end;                                                                                      
if _last_ then output;                                                                       
drop descr value;                                                                            
run;                                                                                            
data work._ll2; set work._ic; drop aic bic;                                                     
rename parms=parms_0 ll2 = ll2_0;                                                            
run;                                                                                         
proc append base=work._icall data=work._ic;                                                     
proc datasets nolist library=work;                                                              
   delete _dim _fit _ic;                                                                        
run; quit;                                                                                      
goptions reset=all device=WIN; 

我要匹配的输出是...

                                    The Mixed Procedure

                                     Model Information

                   Data Set                     _PROJ_.SET_BISC1_SET     
                   Dependent Variable           Abs_Pin_Diff             
                   Covariance Structure         Autoregressive           
                   Subject Effect               Day                      
                   Estimation Method            REML                     
                   Residual Variance Method     Profile                  
                   Fixed Effects SE Method      Model-Based              
                   Degrees of Freedom Method    Satterthwaite            


                                  Class Level Information

                     Class    Levels    Values

                     SET           3    BISC1SET1 BISC1SET2 BISC1SET3 


                                        Dimensions

                            Covariance Parameters             2
                            Columns in X                      8
                            Columns in Z                      0
                            Subjects                          9
                            Max Obs Per Subject               3


                                  Number of Observations

                        Number of Observations Read              73
                        Number of Observations Used              27
                        Number of Observations Not Used          46


                                     Iteration History

                Iteration    Evaluations    -2 Res Log Like       Criterion

                        0              1       218.92633483                
                        1              2       213.69046030      0.00000316
                        2              1       213.69018242      0.00000000


                                 Convergence criteria met.                    


                               Covariance Parameter Estimates

                              Cov Parm     Subject    Estimate

                              AR(1)        Day          0.5767
                              Residual                  183.76
                                    The Mixed Procedure

                                      Fit Statistics

                           -2 Res Log Likelihood           213.7
                           AIC (smaller is better)         217.7
                           AICC (smaller is better)        218.4
                           BIC (smaller is better)         218.1


                              Null Model Likelihood Ratio Test

                                DF    Chi-Square      Pr > ChiSq

                                 1          5.24          0.0221


                                 Solution for Fixed Effects

                                               Standard
      Effect          SET          Estimate       Error      DF    t Value    Pr > |t|

      Intercept                     11.6248      8.2068    13.7       1.42      0.1790
      Day                          0.006454    0.009346    13.7       0.69      0.5014
      SET             BISC1SET1     -1.7517      9.4816    18.5      -0.18      0.8554
      SET             BISC1SET2    -14.1656      7.5510    13.2      -1.88      0.0829
      SET             BISC1SET3           0           .       .        .         .    
      Day*SET         BISC1SET1     0.01310     0.01080    18.5       1.21      0.2403
      Day*SET         BISC1SET2    0.009653    0.008599    13.2       1.12      0.2816
      Day*SET         BISC1SET3           0           .       .        .         .    


                               Type 3 Tests of Fixed Effects

                                     Num     Den
                       Effect         DF      DF    F Value    Pr > F

                       Day             1    7.08       3.40    0.1072
                       SET             2    13.3       2.57    0.1135
                       Day*SET         2    13.3       0.84    0.4520

他们似乎正在使用“重复测量方差分析”,据我所知,R中不存在该重复分析。我尝试拟合的模型是...

trymodel3<-gls(Abs_Pin_Diff~Day+SET+Days*SET, 
           correlation = corCAR1(form=~Day|SET),
           data = Andrea3, na.action = na.exclude, method="REML")
trymodel4<-lme(Abs_Pin_Diff~Day+SET+Day*SET, random =~Day|SET, 
           correlation = corCAR1(form=~Day|SET),
           data = Andrea3, na.action = na.exclude, method="REML")

我得到的输出与SAS产生的输出略有不同。因此,我想知道这是否与两个程序中的差异有关,还是我未能捕获R中的整个SAS模型。我的数据看起来像这样...

dput(Andrea3)
structure(list(SET = structure(c(1L, 1L, 1L, 1L, 1L, 1L, 1L, 
1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 3L, 
3L, 3L, 3L, 3L), .Label = c("BISC1SET1", "BISC1SET2", "BISC1SET3"
), class = "factor"), Day = c(1, 2, 3, 4, 5, 6, 7, 8, 9, 1, 2, 
3, 4, 5, 6, 7, 8, 9, 1, 2, 3, 4, 5, 6, 7, 8, 9), Abs_Pin_Diff = c(0, 
-7.0175, 25.2675, 47.4775, 33.8325, 26.605, 37.7725, 27.1425, 
26.785, 0, -8.0575, -6.06, 33.23, 2.4275, 4.7975, 23.6675, 13.5, 
19.875, 0, -1.5775, 31.2025, 34.6925, 16.87, 14.125, 23.0575, 
11.6675, 17.1475)), row.names = c(NA, -27L), vars = "SET", drop = TRUE, class 
= c("grouped_df", 
"tbl_df", "tbl", "data.frame"))

0 个答案:

没有答案