Homework 3

Xi Chen

1. Question:
a. The conclusion from the book is correct, since the two curves for the
former smoker and current smoker are almost parallel, which indicates
no interaction between two set of data, i.e. the change in FEV1 over
time do3es not depend on smoking status.
b. The results are:

Full dataset
Cov
Structure

^
1

ModelBased
(DDFM=BE
T WITHIN)

ModelBased
(Kenward
and Roger
Adjustment)

Empirical
(Uncorrected/typic
al, and default df)

Unstructre
d
CS
(common
variance)
Exponenti
al or
power
Decay

-0.3211

SE=0.1072
Df = 131
SE=0.1089
Df = 131

SE=0.1126
Df = 129
SE=0.1089
Df = 130

SE=0.1108
Df = 131
SE=0.1139
Df = 130

Empirical
(Mancl and
Derouen
Correct ion
m and
default df)
SE=0.1138
Df = 131
SE=0.1171
Df = 130

-0.3317

SE=0.0997
7
Df = 131

SE=0.09978
Df = 136

SE=0.1130
Df = 131

SE=0.1161
Df = 131

Cov
Structure

^
2

ModelBased
(DDFM=BE
T WITHIN)

ModelBased
(Kenward
and Roger
Adjustment)

Empirical
(Uncorrected/typic
al, and default df)

SE=0.0015
2
Df = 131
SE=0.0012
94
Df = 637
SE=0.0028
49
Df = 637

SE=0.0015
97
Df = 125
SE=0.0012
94
Df = 639
SE=0.0028
50
Df = 762

SE=0.001512
Df = 131

Empirical
(Mancl and
Derouen
Correct ion
m and
default df)
SE=0.00152
4
Df = 131
SE=0.00154
2
Df = 637
SE=0.00168
4
Df = 637

-0.3145

Unstructre
d

-0.0369

CS
(common
variance)
Exponenti
al or
power
Decay

-0.03732

-0.03603

Reduced dataset

SE=0.001529
Df = 637
SE=0.001670
Df = 637

Homework 3

Xi Chen

Cov
Structure

^
1

ModelBased
(DDFM=BE
T WITHIN)

ModelBased
(Kenward
and Roger
Adjustment)

Empirical
(Uncorrected/typic
al, and default df)

Unstructre
d
CS
(common
variance)
Exponenti
al or
power
Decay

-0.5131

SE=0.1695
Df = 33
SE=0.2247
Df = 33

SE=0.2168
Df = 21.7
SE=0.2248
Df = 33

SE=0.1699
Df = 33
SE=0.2539
Df = 33

Empirical
(Mancl and
Derouen
Correct ion
m and
default df)
SE=0.1872
Df = 33
SE=0.2825
Df = 33

SE=0.2076
Df = 33

SE=0.2077
Df = 34.6

SE=0.2551
Df = 33

SE=0.2842
Df = 33

ModelBased
(DDFM=BE
T WITHIN)

Model-Based
(Kenward
and Roger
Adjustment)

Empirical
(Uncorrected/typic
al, and default df)

SE=0.0020
92
Df = 33
SE=0.0024
89
Df = 168
SE=0.0053
93
Df = 168

SE=0.00266
Df = 28.2

SE=0.002073
Df = 33

Empirical
(Mancl and
Derouen
Correct ion m
and default
df)
SE=0.00215
Df = 33

SE=0.00249
0
Df = 168
SE=0.00539
0
Df = 201

SE=0.002742
Df = 168

SE=0.003794
Df = 168

SE=0.002950
Df = 168

SE=0.003047
Df = 168

Cov
Structure

-0.4025

-0.3672

^
2

Unstructre
d

-0.0369

CS
(common
variance)
Exponenti
al or
power
Decay

-0.03732

-0.03603

c. Question;
i. There are no significant difference in SE estimations by utilizing
the Kenward and Roger adjustment. And the degree of freedom
changed slightly for the unstructured and CS covariance
structures, except the DF for

^
2 in the exponential covariance

structure. The reason is the sample size were large, using of the
Kenward and roger adjustment produced nearly the same SE
estimation and df comparing the typical model-based SE
estimation and df.
ii. There are no notable differences between the use of empirical
SEs and df relative to the use of the bias-corrected (using the
2

Homework 3

Xi Chen

Mancl and DeRouen correction.) And the reason is due to the

large sample size.
iii. SE estimation from the empirical method are correct, they are
consistent regardless of the working covariance structure. Also
comparing SE estimates from the model-based and empirical
methods across different covariance structures, the
unstructured ones are more consistent than SE estimates found
in any other structure between the two methods, therefore,
unstructured seems to be more correct.
d. Look at your results from the analyses of the reduced dataset.
i. Notable difference between the two methods are found in the
SEs and dfs from the unstructured covariance matrices. When
we using the unstructured model, we need to estimate 28
nuisance covariance parameters from a sample size of 35, which
is too small, so the estimation can inflate the SEs. When we
using CS and exponential structures only involves 2 parameters,
therefore inflation is small, and we dont find notable differences
for them between these 2 methods.
ii. SEs for the empirical with Mancl and DeRoouen correction are
slightly higher than those from the empirical method with no
bias correction. The dfs between the methods are the same. The
empirical method with Mancl and DeRouen correction inflates
the SE to correct for the negative bias.
2. Question
a. From the Fit diagnostics for Y, the common variance assumption and
normality assumption are violated. The Residual plot is not randomly
distributed and also the qq-plot is also not linear.
The REG Procedure
Model: MODEL1
Dependent Variable: Y

Homework 3

Xi Chen

b. Resutls:
Simple regression:

Parameter Estimates
Variable

DF

Parameter
Estimate

Standard
Error

t Value

Pr > |t|

Intercept

1.00370

0.20164

4.98

<.0001

0.13567

0.06895

1.97

0.0529

Robust empirical SEs:

4

Homework 3

Xi Chen

Solutions for Fixed Effects

Effect

Estimate

Standard
Error

DF

t Value

Pr > |t|

Intercept

1.0037

0.1335

73

7.52

<.0001

0.1357

0.08273

73

1.64

0.1053

i.

The estimate are almost the same, 0.13567 vs. 0.1357 and the SE
increased from 0.06895 to 0.08273. Since from part a, it violated the
common variance, so the robust empirical method is better and gives
bigger SE.
ii.
The empirical estimates are more appropriate than the model-based
estimates.
3. Question
a. Likelihood ratio:
proc mixed data = data3 method = ml;
class id t;
model Y = X1 X2 time X1*time X2*time / s;
repeated t / type = ar(1) subject=id;
run;
proc mixed data = data3 method = ml;
class id t;
model Y = X1 X2 / s ;
repeated t / type = ar(1) subject=id;
run;
Full model:

Fit Statistics
-2 Log Likelihood

1031.5

AIC (Smaller is Better)

1047.5

AICC (Smaller is Better)

1047.9

BIC (Smaller is Better)

1068.4

Reduced Model:

Fit Statistics
-2 Log Likelihood

1033.7

AIC (Smaller is Better)

1043.7

AICC (Smaller is Better)

1043.8

BIC (Smaller is Better)

1056.7

The likelihood ratio test G2 = 2(1033.7-1031.5) = 2.2 with df=3.

1-pchisq(2.2, 3)
5

Homework 3

Xi Chen

[1] 0.5319484
Using chi-square distribution, the p-value is 0.53 and failed to reject
the H0.
b. Refit:
proc mixed data = data3 method = ml;
class id t;
model Y = X1 X2 / s ;
repeated t / type = ar(1) subject=id;
run;
proc mixed data = data3 method = ml;
class id t;
model Y = X1 X2 / s DDFM=KENWARDROGER;
repeated t / type = ar(1) subject=id;
run;

Solution for Fixed Effects

Effect

Estimate

Standard
Error

DF

t Value

Pr > |t|

0.1943

0.1276

381

1.52

0.1288

x1

0.06516

0.1392

323

0.47

0.6400

x2

0.1353

0.1359

316

1.00

0.3203

Intercept

i. For Wald test we will have the test statistics follows a tdistribution under the H0. For
and for

^
1 , the t-value is 0.47 (df=298)

^
2 the t-value is 1.00 (df=298). Both p-value is bigger

than 0.05, therefore we conclude that x 1 and x2 are not

associated with y.
ii.

^
1=0.06516 ^
2 =0.1353 , use the formula from the slide:
95 %CI for ^
1 :0.06517 1.968 0.1390= (0.208382,0 .338722 )
95 %CI for ^
2 :0.1353 1.968 0.1359=(0.1319544,0 .4025544 )

c. Compare SE estimates
i.
Model Based:
proc mixed data = data3;
class id t;
model Y = X1 X2 / s DDFM = KENWARDROGER;
repeated t / type = ar(1) subject=id;
run;

Homework 3

Xi Chen

Solution for Fixed Effects

Effect

Estimate

Standard
Error

DF

t Value

Pr > |t|

0.1942

0.1281

378

1.52

0.1304

x1

0.06517

0.1397

321

0.47

0.6411

x2

0.1353

0.1364

314

0.99

0.3220

Intercept

Empirical With Kauermann and Carroll:

proc glimmix data = data3 EMPIRICAL=ROOT;
class id t;
model Y = X1 X2 / s ;
random _residual_ / type = ar(1) subject=id;
run;

Solutions for Fixed Effects

Effect

Estimate

Standard
Error

DF

t Value

Pr > |t|

0.1942

0.1192

99

1.63

0.1065

x1

0.06517

0.1427

298

0.46

0.6482

x2

0.1353

0.1374

298

0.98

0.3256

Intercept

The empirical and the model-based SE estimates are similar. I

didnt notice a huge difference between these two different
methods
ii.
Model-based:
proc mixed data = data3;
class id t;
model Y = X1 X2 / s DDFM = KENWARDROGER;
repeated t / type = CS subject=id;
run;

Solution for Fixed Effects

Effect

Estimate

Standard
Error

DF

t Value

Pr > |t|

0.3032

0.1381

363

2.20

0.0288

x1

-0.07658

0.1586

363

-0.48

0.6295

x2

0.1309

0.1517

344

0.86

0.3887

Intercept

Empirical:
7

Homework 3

Xi Chen
proc glimmix data = data3 EMPIRICAL=ROOT;
class id t;
model Y = X1 X2 / s ;
random _residual_ / type = CS subject=id;
run;

Solutions for Fixed Effects

Effect

Estimate

Standard
Error

DF

t Value

Pr > |t|

0.3032

0.1292

99

2.35

0.0210

x1

-0.07660

0.1739

298

-0.44

0.6600

x2

0.1309

0.1632

298

0.80

0.4230

Intercept

The empirical and model-based SE estimates are similar but

bigger than the previous question. SE from the empirical method
are larger. This is because the empirical method inflates SEs.
iii. The autoregressive covariance structure produced the smaller
empirical SE estimates. This is because the auto regressive
covariance structure is the true covariance structure.