Suppose that you have calculated a vector of parameter estimates of dimension and its associated variance-covariance matrix by some statistical method. You are now interested in using these results to perform linear inference, or perhaps to score a data set and to calculate predicted values and their standard errors.
The following DATA steps create two SAS data sets. The first, called parms, contains six estimates that represent two uncorrelated groups. The data set cov contains the covariance matrix of the estimates. The lack of correlation between the two sets of three parameters is evident in the block-diagonal structure of the covariance matrix.
data parms; length name $6; input Name$ Value; datalines; alpha1 -3.5671 beta1 0.4421 gamma1 -2.6230 alpha2 -3.0111 beta2 0.3977 gamma2 -2.4442 ;
data cov; input Parm row col1-col6; datalines; 1 1 0.007462 -0.005222 0.010234 0.000000 0.000000 0.000000 1 2 -0.005222 0.048197 -0.010590 0.000000 0.000000 0.000000 1 3 0.010234 -0.010590 0.215999 0.000000 0.000000 0.000000 1 4 0.000000 0.000000 0.000000 0.031261 -0.009096 0.015785 1 5 0.000000 0.000000 0.000000 -0.009096 0.039487 -0.019996 1 6 0.000000 0.000000 0.000000 0.015785 -0.019996 0.126172 ;
Suppose that you are interested in testing whether the parameters are homogeneous across groups—that is, whether . You are interested in testing the hypothesis jointly and separately with multiplicity adjustment.
In order to use the facilities of the PLM procedure, you first need to create an item store that contains the necessary information as if the preceding parameter vector and covariance matrix were the result of a statistical modeling procedure. The following statements use the multivariate facilities of the GLIMMIX procedure to create such an item store, by fitting a saturated linear model with the GLIMMIX procedure where the data set that contains the parameter estimates serves as the input data set:
proc glimmix data=parms order=data; class Name; model Value = Name / noint ddfm=none s; random _residual_ / type=lin(1) ldata=cov v; parms (1) / noiter; store ArtificialModel; title 'Linear Inference'; run;
The RANDOM statement is used to form the covariance structure for the estimates. The PARMS statement prevents iterative updates of the covariance parameters. The resulting marginal covariance matrix of the "data" is thus identical to the covariance matrix in the data set cov. The ORDER=DATA option in the PROC GLIMMIX statement is used to arrange the levels of the classification variable Name in the order in which they appear in the data set so that the order of the parameters matches that of the covariance matrix.
The results of this analysis are shown in Output 68.7.1. Note that the parameter estimates are identical to the values passed in the input data set and their standard errors equal the square root of the diagonal elements of the cov data set.
|Estimated V Matrix for Subject 1|
|Solutions for Fixed Effects|
|Effect||name||Estimate||Standard Error||DF||t Value||Pr > |t||
There are other ways to fit a saturated model with the GLIMMIX procedure. For example, you can use the TYPE=UN covariance structure in the RANDOM statement with a properly prepared input data set for the PDATA= option in the PARMS statement. See Example 17 in , Examples: GLIMMIX Procedure, for details.
Once the item store exists, you can apply the linear inference capabilities of the PLM procedure. For example, the ESTIMATE statement in the following statements test the hypothesis of parameter homogeneity across groups:
proc plm source=ArtificialModel; estimate 'alpha1 = alpha2' Name 1 0 0 -1 0 0, 'beta1 = beta2 ' Name 0 1 0 0 -1 0, 'gamma1 = gamma2' Name 0 0 1 0 0 -1 / adjust=bon stepdown ftest(label='Homogeneity'); run;
Adjustment for Multiplicity: Holm
|Label||Estimate||Standard Error||DF||t Value||Pr > |t|||Adj P|
|alpha1 = alpha2||-0.5560||0.1968||Infty||-2.83||0.0047||0.0142|
|beta1 = beta2||0.04440||0.2961||Infty||0.15||0.8808||1.0000|
|gamma1 = gamma2||-0.1788||0.5850||Infty||-0.31||0.7599||1.0000|
|F Test for Estimates|
|Label||Num DF||Den DF||F Value||Pr > F|
The F test in Output 68.7.2 shows that the joint test of homogeneity is rejected. The individual tests with familywise control of the Type I error show that the overall difference is due to a significant change in the parameters. The hypothesis of homogeneity across the two groups cannot be rejected for the and parameters.