### Example 64.4 Poisson-Normal Model with Count Data

This example uses the pump failure data of Gaver and O’Muircheartaigh (1987). The number of failures and the time of operation are recorded for 10 pumps. Each of the pumps is classified into one of two groups corresponding to either continuous or intermittent operation. The data are as follows:

data pump;
input y t group;
pump = _n_;
logtstd = log(t) - 2.4564900;
datalines;
5  94.320 1
1  15.720 2
5  62.880 1
14 125.760 1
3   5.240 2
19  31.440 1
1   1.048 2
1   1.048 2
4   2.096 2
22  10.480 2
;


Each row denotes data for a single pump, and the variable logtstd contains the centered operation times.

Letting denote the number of failures for the jth pump in the ith group, Draper (1996) considers the following hierarchical model for these data:

The model specifies different intercepts and slopes for each group, and the random effect is a mechanism for accounting for overdispersion.

The corresponding PROC NLMIXED statements are as follows:

proc nlmixed data=pump;
parms logsig 0 beta1 1 beta2 1 alpha1 1 alpha2 1;
if (group = 1) then eta = alpha1 + beta1*logtstd + e;
else eta = alpha2 + beta2*logtstd + e;
lambda = exp(eta);
model y ~ poisson(lambda);
random e ~ normal(0,exp(2*logsig)) subject=pump;
estimate 'alpha1-alpha2' alpha1-alpha2;
estimate 'beta1-beta2' beta1-beta2;
run;


The selected output is as follows.

Output 64.4.1: Dimensions Table for Poisson-Normal Model

The NLMIXED Procedure

Dimensions
Observations Used 10
Observations Not Used 0
Total Observations 10
Subjects 10
Max Obs Per Subject 1
Parameters 5

The Dimensions table indicates that data for 10 pumps are used with one observation for each (Output 64.4.1).

Output 64.4.2: Iteration History for Poisson-Normal Model

Iteration History
Iter   Calls NegLogLike Diff MaxGrad Slope
1   2 30.6986932 2.162768 5.107253 -91.602
2   5 30.0255468 0.673146 2.761738 -11.0489
3   7 29.726325 0.299222 2.990401 -2.36048
4   9 28.7390263 0.987299 2.074431 -3.93678
5   10 28.3161933 0.422833 0.612531 -0.63084
6   12 28.09564 0.220553 0.462162 -0.52684
7   14 28.0438024 0.051838 0.405047 -0.10018
8   16 28.0357134 0.008089 0.135059 -0.01875
9   18 28.033925 0.001788 0.026279 -0.00514
10   20 28.0338744 0.000051 0.00402 -0.00012
11   22 28.0338727 1.681E-6 0.002864 -5.09E-6
12   24 28.0338724 3.199E-7 0.000147 -6.87E-7
13   26 28.0338724 2.532E-9 0.000017 -5.75E-9

 NOTE: GCONV convergence criterion satisfied.

The Iteration History table indicates successful convergence in 13 iterations (Output 64.4.2).

Output 64.4.3: Fit Statistics for Poisson-Normal Model

Fit Statistics
-2 Log Likelihood 56.1
AIC (smaller is better) 66.1
AICC (smaller is better) 81.1
BIC (smaller is better) 67.6

The Fit Statistics table lists the final log likelihood and associated information criteria (Output 64.4.3).

Output 64.4.4: Parameter Estimates and Additional Estimates

Parameter Estimates
Parameter Estimate Standard Error DF t Value Pr > |t| Alpha Lower Upper Gradient
logsig -0.3161 0.3213 9 -0.98 0.3508 0.05 -1.0429 0.4107 -0.00002
beta1 -0.4256 0.7473 9 -0.57 0.5829 0.05 -2.1162 1.2649 -0.00002
beta2 0.6097 0.3814 9 1.60 0.1443 0.05 -0.2530 1.4724 -1.61E-6
alpha1 2.9644 1.3826 9 2.14 0.0606 0.05 -0.1632 6.0921 -5.25E-6
alpha2 1.7992 0.5492 9 3.28 0.0096 0.05 0.5568 3.0415 -5.73E-6