Example 10.5: Reading GLM Results from PARMS= and XPXI= Data Sets

The MIANALYZE Procedure

Example 10.5: Reading GLM Results from PARMS= and XPXI= Data Sets

This example creates data sets containing parameter estimates and corresponding (X'X)^-1 matrices computed by a general linear model analysis for a set of imputed data sets. These estimates are then combined to generate valid statistical inferences about the model parameters.

The following statements use PROC GLM to generate the parameter estimates and (X'X)^-1 matrix for each imputed data set:

   proc glm data=outmi;
      model Oxygen= RunTime RunPulse/inverse;
      by _Imputation_;
      ods output ParameterEstimates=glmparms 
                 InvXPX=glmxpxi;
   run;

   proc print data=glmparms (obs=6);
      var _Imputation_ Parameter Estimate;
      title 'GLM Model Coefficients (First Two Imputations)';
   run;

   proc print data=glmxpxi (obs=8);
      var _Imputation_ Parameter Intercept RunTime RunPulse;
      title 'GLM X''X Inverse Matrices (First Two Imputations)';
   run;

Output 10.5.1: PROC GLM Model Coefficients

GLM Model Coefficients (First Two Imputations)

Obs	_Imputation_	Parameter	Estimate
1	1	Intercept	97.28741708
2	1	RunTime	-2.98892274
3	1	RunPulse	-0.10683710
4	2	Intercept	90.93235575
5	2	RunTime	-2.93337517
6	2	RunPulse	-0.07390872

Output 10.5.2: PROC GLM (X'X)^-1 Matrices

GLM X'X Inverse Matrices (First Two Imputations)

Obs	_Imputation_	Parameter	Intercept	RunTime	RunPulse
1	1	Intercept	7.3205589063	-0.096310799	-0.036595038
2	1	RunTime	-0.096310799	0.0199147383	-0.000668435
3	1	RunPulse	-0.036595038	-0.000668435	0.0002549371
4	1	Oxygen	97.28741708	-2.988922744	-0.106837096
5	2	Intercept	5.620924071	-0.038867743	-0.030594091
6	2	RunTime	-0.038867743	0.0209193054	-0.00108086
7	2	RunPulse	-0.030594091	-0.00108086	0.0002485262
8	2	Oxygen	90.932355745	-2.933375175	-0.073908724

The following statements use the MIANALYZE procedure with PARMS= and XPXI= input data sets to produce the same results as in Example 10.2:

   proc mianalyze parms=glmparms xpxi=glmxpxi edf=28;
      var Intercept RunTime RunPulse;
   run;

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