Problem Note 19795: KR and Satterhwaite df not correct in some models with RANDOM and
REPEATED statements and unbalanced nested subject effects
Degrees of freedom and standard error adjustments on all statistics for
models using DDFM=KR are not correct if your PROC MIXED model meets all
of the following criteria:
The model contains RANDOM and REPEATED statements.
No SOLUTION option is present on the RANDOM statement.
SUBJECT= effects are present on the REPEATED statement and on all
RANDOM statements.
The REPEATED SUBJECT= effect is nested within the RANDOM SUBJECT=
effect.
The REPEATED subject effect levels are not balanced within the RANDOM
subject effect levels.
The degrees of freedom for models using DDFM=SATTERTH are not correct if
your PROC MIXED model meets these criteria as well (there is no standard
error adjustment when Satterthwaite is used).
For example, suppose your RANDOM and REPEATED statements looked like
random int / subject=person;
repeated time / subject=eye(person) type=ar(1) ddfm=kr;
and a sample of your data looked like
Number of
Person Eye Observations
241 L 5
241 R 4
253 L 6
253 R 3
then the data are unbalanced within the REPEATED levels, the remaining
criteria are also met, and the df along with the standard errors will be
incorrect.
To circumvent the problem, add the /S option to the RANDOM statement
(which will work only if the resulting G matrix is positive definite) or
rewrite the RANDOM statement so that it does not contain a SUBJECT=
option. In the code above, we could write that RANDOM statement as
random person;
to avoid the incorrect results. You can also use PROC GLIMMIX instead
of PROC MIXED to avoid this problem.
Operating System and Release Information
| SAS System | SAS/STAT | Microsoft Windows NT Workstation | 9 TS M0 | |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 9 TS M0 | 9.2 TS1M0 |
| Microsoft Windows Server 2003 Datacenter Edition | 9 TS M0 | 9.2 TS1M0 |
| Microsoft Windows Server 2003 Enterprise Edition | 9 TS M0 | 9.2 TS1M0 |
| Microsoft Windows Server 2003 Standard Edition | 9 TS M0 | 9.2 TS1M0 |
| Microsoft Windows 2000 Server | 9 TS M0 | |
| Microsoft Windows 2000 Professional | 9 TS M0 | |
| Microsoft Windows 2000 Advanced Server | 9 TS M0 | |
| Microsoft Windows 2000 Datacenter Server | 9 TS M0 | |
| Solaris | 9 TS M0 | 9.2 TS1M0 |
| z/OS | 9 TS M0 | 9.2 TS1M0 |
| 64-bit Enabled Solaris | 9 TS M0 | 9.2 TS1M0 |
| Solaris for x64 | 9.1 TS1M3 SP4 | 9.2 TS1M0 |
| Microsoft Windows XP Professional | 9 TS M0 | 9.2 TS1M0 |
| Linux | 9 TS M0 | 9.2 TS1M0 |
| Linux on Itanium | 9.1 TS1M3 | 9.2 TS1M0 |
| HP-UX | 9 TS M0 | 9.2 TS1M0 |
| HP-UX IPF | 9 TS M0 | 9.2 TS1M0 |
| 64-bit Enabled HP-UX | 9 TS M0 | 9.2 TS1M0 |
| OpenVMS Alpha | 9 TS M0 | 9.2 TS1M0 |
| 64-bit Enabled AIX | 9.1 TS1M0 | 9.2 TS1M0 |
| Tru64 UNIX | 9 TS M0 | 9.2 TS1M0 |
| AIX | 9 TS M0 | 9.2 TS1M0 |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
| Type: | Problem Note |
| Priority: | alert |
| Topic: | Analytics ==> Analysis of Variance Analytics ==> Longitudinal Analysis Analytics ==> Mixed Models Analytics ==> Regression Analytics ==> Spatial Analysis SAS Reference ==> Procedures ==> MIXED
|
| Date Modified: | 2009-02-24 09:19:11 |
| Date Created: | 2007-03-21 09:53:48 |