| Chapter 5 Example: Means by Wave for outcome |
| Analysis Variable : outcome outcome: Test Score Outcome | ||||
|---|---|---|---|---|
| N Obs | Mean | Std Dev | Minimum | Maximum |
| 100 | 12.8496000 | 3.1384687 | 6.9600000 | 22.4100000 |
| Analysis Variable : outcome outcome: Test Score Outcome | |||||
|---|---|---|---|---|---|
| wave: Occasion (1-4) | N Obs | Mean | Std Dev | Minimum | Maximum |
| 1 | 25 | 10.4048000 | 1.5368152 | 6.9600000 | 13.7000000 |
| 2 | 25 | 11.8576000 | 2.2113255 | 7.5900000 | 15.4700000 |
| 3 | 25 | 13.5844000 | 2.4934248 | 9.1200000 | 17.8600000 |
| 4 | 25 | 15.5516000 | 3.4269042 | 8.6500000 | 22.4100000 |
| Eq 5.1: Empty Means, Random Intercept Model |
| Model Information | |
|---|---|
| Data Set | WORK.CHAPTER5 |
| Dependent Variable | outcome |
| Covariance Structures | Unstructured, Variance Components |
| Subject Effects | PersonID, PersonID |
| Estimation Method | REML |
| Residual Variance Method | Parameter |
| Fixed Effects SE Method | Model-Based |
| Degrees of Freedom Method | Satterthwaite |
| Dimensions | |
|---|---|
| Covariance Parameters | 2 |
| Columns in X | 1 |
| Columns in Z Per Subject | 1 |
| Subjects | 25 |
| Max Obs Per Subject | 4 |
| Number of Observations | |
|---|---|
| Number of Observations Read | 100 |
| Number of Observations Used | 100 |
| Number of Observations Not Used | 0 |
| Iteration History | |||
|---|---|---|---|
| Iteration | Evaluations | -2 Res Log Like | Criterion |
| 0 | 1 | 512.01453007 | |
| 1 | 1 | 502.22381244 | 0.00000000 |
| Convergence criteria met. |
| Estimated R Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 7.0554 | |||
| 2 | 7.0554 | |||
| 3 | 7.0554 | |||
| 4 | 7.0554 | |||
| Estimated R Correlation Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 1.0000 | |||
| 2 | 1.0000 | |||
| 3 | 1.0000 | |||
| 4 | 1.0000 | |||
| Estimated G Matrix | |||
|---|---|---|---|
| Row | Effect | PersonID: Person Identification Number |
Col1 |
| 1 | Intercept | 1 | 2.8819 |
| Estimated G Correlation Matrix | |||
|---|---|---|---|
| Row | Effect | PersonID: Person Identification Number |
Col1 |
| 1 | Intercept | 1 | 1.0000 |
| Estimated V Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 9.9373 | 2.8819 | 2.8819 | 2.8819 |
| 2 | 2.8819 | 9.9373 | 2.8819 | 2.8819 |
| 3 | 2.8819 | 2.8819 | 9.9373 | 2.8819 |
| 4 | 2.8819 | 2.8819 | 2.8819 | 9.9373 |
| Estimated V Correlation Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 1.0000 | 0.2900 | 0.2900 | 0.2900 |
| 2 | 0.2900 | 1.0000 | 0.2900 | 0.2900 |
| 3 | 0.2900 | 0.2900 | 1.0000 | 0.2900 |
| 4 | 0.2900 | 0.2900 | 0.2900 | 1.0000 |
| Covariance Parameter Estimates | |||||
|---|---|---|---|---|---|
| Cov Parm | Subject | Estimate | Standard Error | Z Value | Pr > Z |
| UN(1,1) | PersonID | 2.8819 | 1.3717 | 2.10 | 0.0178 |
| wave | PersonID | 7.0554 | 1.1521 | 6.12 | <.0001 |
| Fit Statistics | |
|---|---|
| -2 Res Log Likelihood | 502.2 |
| AIC (smaller is better) | 506.2 |
| AICC (smaller is better) | 506.3 |
| BIC (smaller is better) | 508.7 |
| Null Model Likelihood Ratio Test | ||
|---|---|---|
| DF | Chi-Square | Pr > ChiSq |
| 1 | 9.79 | 0.0018 |
| Information Criteria | ||||||
|---|---|---|---|---|---|---|
| Neg2LogLike | Parms | AIC | AICC | HQIC | BIC | CAIC |
| 502.2 | 2 | 506.2 | 506.3 | 506.9 | 508.7 | 510.7 |
| Solution for Fixed Effects | ||||||||
|---|---|---|---|---|---|---|---|---|
| Effect | Estimate | Standard Error | DF | t Value | Pr > |t| | Alpha | Lower | Upper |
| Intercept | 12.8496 | 0.4311 | 24 | 29.81 | <.0001 | 0.05 | 11.9599 | 13.7393 |
| Eq 5.3: Fixed Linear Time, Random Intercept Model |
| Model Information | |
|---|---|
| Data Set | WORK.CHAPTER5 |
| Dependent Variable | outcome |
| Covariance Structures | Unstructured, Variance Components |
| Subject Effects | PersonID, PersonID |
| Estimation Method | REML |
| Residual Variance Method | Parameter |
| Fixed Effects SE Method | Model-Based |
| Degrees of Freedom Method | Satterthwaite |
| Dimensions | |
|---|---|
| Covariance Parameters | 2 |
| Columns in X | 2 |
| Columns in Z Per Subject | 1 |
| Subjects | 25 |
| Max Obs Per Subject | 4 |
| Number of Observations | |
|---|---|
| Number of Observations Read | 100 |
| Number of Observations Used | 100 |
| Number of Observations Not Used | 0 |
| Iteration History | |||
|---|---|---|---|
| Iteration | Evaluations | -2 Res Log Like | Criterion |
| 0 | 1 | 466.21530814 | |
| 1 | 1 | 415.09541603 | 0.00000000 |
| Convergence criteria met. |
| Estimated R Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 2.1725 | |||
| 2 | 2.1725 | |||
| 3 | 2.1725 | |||
| 4 | 2.1725 | |||
| Estimated R Correlation Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 1.0000 | |||
| 2 | 1.0000 | |||
| 3 | 1.0000 | |||
| 4 | 1.0000 | |||
| Estimated G Matrix | |||
|---|---|---|---|
| Row | Effect | PersonID: Person Identification Number |
Col1 |
| 1 | Intercept | 1 | 4.1026 |
| Estimated G Correlation Matrix | |||
|---|---|---|---|
| Row | Effect | PersonID: Person Identification Number |
Col1 |
| 1 | Intercept | 1 | 1.0000 |
| Estimated V Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 6.2751 | 4.1026 | 4.1026 | 4.1026 |
| 2 | 4.1026 | 6.2751 | 4.1026 | 4.1026 |
| 3 | 4.1026 | 4.1026 | 6.2751 | 4.1026 |
| 4 | 4.1026 | 4.1026 | 4.1026 | 6.2751 |
| Estimated V Correlation Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 1.0000 | 0.6538 | 0.6538 | 0.6538 |
| 2 | 0.6538 | 1.0000 | 0.6538 | 0.6538 |
| 3 | 0.6538 | 0.6538 | 1.0000 | 0.6538 |
| 4 | 0.6538 | 0.6538 | 0.6538 | 1.0000 |
| Covariance Parameter Estimates | |||||
|---|---|---|---|---|---|
| Cov Parm | Subject | Estimate | Standard Error | Z Value | Pr > Z |
| UN(1,1) | PersonID | 4.1026 | 1.3441 | 3.05 | 0.0011 |
| wave | PersonID | 2.1725 | 0.3572 | 6.08 | <.0001 |
| Fit Statistics | |
|---|---|
| -2 Res Log Likelihood | 415.1 |
| AIC (smaller is better) | 419.1 |
| AICC (smaller is better) | 419.2 |
| BIC (smaller is better) | 421.5 |
| Null Model Likelihood Ratio Test | ||
|---|---|---|
| DF | Chi-Square | Pr > ChiSq |
| 1 | 51.12 | <.0001 |
| Information Criteria | ||||||
|---|---|---|---|---|---|---|
| Neg2LogLike | Parms | AIC | AICC | HQIC | BIC | CAIC |
| 415.1 | 2 | 419.1 | 419.2 | 419.8 | 421.5 | 423.5 |
| Solution for Fixed Effects | ||||||||
|---|---|---|---|---|---|---|---|---|
| Effect | Estimate | Standard Error | DF | t Value | Pr > |t| | Alpha | Lower | Upper |
| Intercept | 10.2745 | 0.4743 | 34.7 | 21.66 | <.0001 | 0.05 | 9.3114 | 11.2377 |
| time | 1.7167 | 0.1318 | 74 | 13.02 | <.0001 | 0.05 | 1.4540 | 1.9794 |
| Type 3 Tests of Fixed Effects | ||||||
|---|---|---|---|---|---|---|
| Effect | Num DF | Den DF | Chi-Square | F Value | Pr > ChiSq | Pr > F |
| time | 1 | 74 | 169.57 | 169.57 | <.0001 | <.0001 |
| Estimates | ||||||||
|---|---|---|---|---|---|---|---|---|
| Label | Estimate | Standard Error | DF | t Value | Pr > |t| | Alpha | Lower | Upper |
| Intercept at Time=0 | 10.2745 | 0.4743 | 34.7 | 21.66 | <.0001 | 0.05 | 9.3114 | 11.2377 |
| Intercept at Time=1 | 11.9912 | 0.4361 | 25.1 | 27.50 | <.0001 | 0.05 | 11.0933 | 12.8891 |
| Intercept at Time=2 | 13.7080 | 0.4361 | 25.1 | 31.43 | <.0001 | 0.05 | 12.8101 | 14.6059 |
| Intercept at Time=3 | 15.4247 | 0.4743 | 34.7 | 32.52 | <.0001 | 0.05 | 14.4615 | 16.3878 |
| PsuedoR2 (% Reduction) for CovEmpty vs. CovFixLin |
| Name | CovParm | Subject | Estimate | StdErr | ZValue | ProbZ | PseudoR2 |
|---|---|---|---|---|---|---|---|
| CovEmpty | UN(1,1) | PersonID | 2.8819 | 1.3717 | 2.10 | 0.0178 | . |
| CovEmpty | wave | PersonID | 7.0554 | 1.1521 | 6.12 | <.0001 | . |
| CovFixLin | UN(1,1) | PersonID | 4.1026 | 1.3441 | 3.05 | 0.0011 | -0.42359 |
| CovFixLin | wave | PersonID | 2.1725 | 0.3572 | 6.08 | <.0001 | 0.69208 |
| Eq 5.5: Random Linear Time Model |
| Model Information | |
|---|---|
| Data Set | WORK.CHAPTER5 |
| Dependent Variable | outcome |
| Covariance Structures | Unstructured, Variance Components |
| Subject Effects | PersonID, PersonID |
| Estimation Method | REML |
| Residual Variance Method | Parameter |
| Fixed Effects SE Method | Model-Based |
| Degrees of Freedom Method | Satterthwaite |
| Dimensions | |
|---|---|
| Covariance Parameters | 4 |
| Columns in X | 2 |
| Columns in Z Per Subject | 2 |
| Subjects | 25 |
| Max Obs Per Subject | 4 |
| Number of Observations | |
|---|---|
| Number of Observations Read | 100 |
| Number of Observations Used | 100 |
| Number of Observations Not Used | 0 |
| Iteration History | |||
|---|---|---|---|
| Iteration | Evaluations | -2 Res Log Like | Criterion |
| 0 | 1 | 466.21530814 | |
| 1 | 1 | 366.74150157 | 0.00000000 |
| Convergence criteria met. |
| Estimated R Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 0.6986 | |||
| 2 | 0.6986 | |||
| 3 | 0.6986 | |||
| 4 | 0.6986 | |||
| Estimated R Correlation Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 1.0000 | |||
| 2 | 1.0000 | |||
| 3 | 1.0000 | |||
| 4 | 1.0000 | |||
| Estimated G Matrix | ||||
|---|---|---|---|---|
| Row | Effect | PersonID: Person Identification Number |
Col1 | Col2 |
| 1 | Intercept | 1 | 2.2624 | 0.05454 |
| 2 | time | 1 | 0.05454 | 0.9089 |
| Estimated G Correlation Matrix | ||||
|---|---|---|---|---|
| Row | Effect | PersonID: Person Identification Number |
Col1 | Col2 |
| 1 | Intercept | 1 | 1.0000 | 0.03803 |
| 2 | time | 1 | 0.03803 | 1.0000 |
| Estimated V Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 2.9611 | 2.3170 | 2.3715 | 2.4260 |
| 2 | 2.3170 | 3.9790 | 4.2438 | 5.2073 |
| 3 | 2.3715 | 4.2438 | 6.8148 | 7.9885 |
| 4 | 2.4260 | 5.2073 | 7.9885 | 11.4684 |
| Estimated V Correlation Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 1.0000 | 0.6750 | 0.5279 | 0.4163 |
| 2 | 0.6750 | 1.0000 | 0.8150 | 0.7709 |
| 3 | 0.5279 | 0.8150 | 1.0000 | 0.9036 |
| 4 | 0.4163 | 0.7709 | 0.9036 | 1.0000 |
| Covariance Parameter Estimates | |||||
|---|---|---|---|---|---|
| Cov Parm | Subject | Estimate | Standard Error | Z Value | Pr Z |
| UN(1,1) | PersonID | 2.2624 | 0.8003 | 2.83 | 0.0023 |
| UN(2,1) | PersonID | 0.05454 | 0.3507 | 0.16 | 0.8764 |
| UN(2,2) | PersonID | 0.9089 | 0.3040 | 2.99 | 0.0014 |
| wave | PersonID | 0.6986 | 0.1397 | 5.00 | <.0001 |
| Fit Statistics | |
|---|---|
| -2 Res Log Likelihood | 366.7 |
| AIC (smaller is better) | 374.7 |
| AICC (smaller is better) | 375.2 |
| BIC (smaller is better) | 379.6 |
| Null Model Likelihood Ratio Test | ||
|---|---|---|
| DF | Chi-Square | Pr > ChiSq |
| 3 | 99.47 | <.0001 |
| Information Criteria | ||||||
|---|---|---|---|---|---|---|
| Neg2LogLike | Parms | AIC | AICC | HQIC | BIC | CAIC |
| 366.7 | 4 | 374.7 | 375.2 | 376.1 | 379.6 | 383.6 |
| Solution for Fixed Effects | ||||||||
|---|---|---|---|---|---|---|---|---|
| Effect | Estimate | Standard Error | DF | t Value | Pr > |t| | Alpha | Lower | Upper |
| Intercept | 10.2745 | 0.3318 | 24 | 30.97 | <.0001 | 0.05 | 9.5898 | 10.9592 |
| time | 1.7167 | 0.2048 | 24 | 8.38 | <.0001 | 0.05 | 1.2940 | 2.1394 |
| Type 3 Tests of Fixed Effects | ||||||
|---|---|---|---|---|---|---|
| Effect | Num DF | Den DF | Chi-Square | F Value | Pr > ChiSq | Pr > F |
| time | 1 | 24 | 70.26 | 70.26 | <.0001 | <.0001 |
| Estimates | ||||||||
|---|---|---|---|---|---|---|---|---|
| Label | Estimate | Standard Error | DF | t Value | Pr > |t| | Alpha | Lower | Upper |
| Intercept at Time=0 | 10.2745 | 0.3318 | 24 | 30.97 | <.0001 | 0.05 | 9.5898 | 10.9592 |
| Intercept at Time=1 | 11.9912 | 0.3736 | 24 | 32.09 | <.0001 | 0.05 | 11.2201 | 12.7624 |
| Intercept at Time=2 | 13.7080 | 0.5030 | 24 | 27.25 | <.0001 | 0.05 | 12.6698 | 14.7461 |
| Intercept at Time=3 | 15.4247 | 0.6711 | 24 | 22.98 | <.0001 | 0.05 | 14.0396 | 16.8097 |
| Likelihood Ratio Test for FitFixLin vs. FitRandLin |
| Name | Neg2LogLike | Parms | AIC | BIC | DevDiff | DFdiff | Pvalue |
|---|---|---|---|---|---|---|---|
| FitFixLin | 415.1 | 2 | 419.1 | 421.5 | . | . | . |
| FitRandLin | 366.7 | 4 | 374.7 | 379.6 | 48.3539 | 2 | 3.1629E-11 |
| Ch 5: Saturated Means, Unstructured Variance Model |
| ANSWER KEY for both sides of the model |
| Model Information | |
|---|---|
| Data Set | WORK.CHAPTER5 |
| Dependent Variable | outcome |
| Covariance Structure | Unstructured |
| Subject Effect | PersonID |
| Estimation Method | REML |
| Residual Variance Method | None |
| Fixed Effects SE Method | Model-Based |
| Degrees of Freedom Method | Satterthwaite |
| Dimensions | |
|---|---|
| Covariance Parameters | 10 |
| Columns in X | 5 |
| Columns in Z | 0 |
| Subjects | 25 |
| Max Obs Per Subject | 4 |
| Number of Observations | |
|---|---|
| Number of Observations Read | 100 |
| Number of Observations Used | 100 |
| Number of Observations Not Used | 0 |
| Iteration History | |||
|---|---|---|---|
| Iteration | Evaluations | -2 Res Log Like | Criterion |
| 0 | 1 | 462.05245956 | |
| 1 | 1 | 353.75341815 | 0.00000000 |
| Convergence criteria met. |
| Estimated R Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 2.3618 | 2.7867 | 1.9566 | 2.4204 |
| 2 | 2.7867 | 4.8900 | 4.0440 | 5.5525 |
| 3 | 1.9566 | 4.0440 | 6.2172 | 7.7994 |
| 4 | 2.4204 | 5.5525 | 7.7994 | 11.7437 |
| Estimated R Correlation Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 1.0000 | 0.8200 | 0.5106 | 0.4596 |
| 2 | 0.8200 | 1.0000 | 0.7334 | 0.7327 |
| 3 | 0.5106 | 0.7334 | 1.0000 | 0.9128 |
| 4 | 0.4596 | 0.7327 | 0.9128 | 1.0000 |
| Covariance Parameter Estimates | |||||
|---|---|---|---|---|---|
| Cov Parm | Subject | Estimate | Standard Error | Z Value | Pr Z |
| UN(1,1) | PersonID | 2.3618 | 0.6818 | 3.46 | 0.0003 |
| UN(2,1) | PersonID | 2.7867 | 0.8971 | 3.11 | 0.0019 |
| UN(2,2) | PersonID | 4.8900 | 1.4116 | 3.46 | 0.0003 |
| UN(3,1) | PersonID | 1.9566 | 0.8783 | 2.23 | 0.0259 |
| UN(3,2) | PersonID | 4.0440 | 1.3958 | 2.90 | 0.0038 |
| UN(3,3) | PersonID | 6.2172 | 1.7947 | 3.46 | 0.0003 |
| UN(4,1) | PersonID | 2.4204 | 1.1831 | 2.05 | 0.0408 |
| UN(4,2) | PersonID | 5.5525 | 1.9176 | 2.90 | 0.0038 |
| UN(4,3) | PersonID | 7.7994 | 2.3615 | 3.30 | 0.0010 |
| UN(4,4) | PersonID | 11.7437 | 3.3901 | 3.46 | 0.0003 |
| Fit Statistics | |
|---|---|
| -2 Res Log Likelihood | 353.8 |
| AIC (smaller is better) | 373.8 |
| AICC (smaller is better) | 376.3 |
| BIC (smaller is better) | 385.9 |
| Null Model Likelihood Ratio Test | ||
|---|---|---|
| DF | Chi-Square | Pr > ChiSq |
| 9 | 108.30 | <.0001 |
| Information Criteria | ||||||
|---|---|---|---|---|---|---|
| Neg2LogLike | Parms | AIC | AICC | HQIC | BIC | CAIC |
| 353.8 | 10 | 373.8 | 376.3 | 377.1 | 385.9 | 395.9 |
| Solution for Fixed Effects | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Effect | wave: Occasion (1-4) |
Estimate | Standard Error | DF | t Value | Pr > |t| | Alpha | Lower | Upper |
| Intercept | 15.5516 | 0.6854 | 24 | 22.69 | <.0001 | 0.05 | 14.1370 | 16.9662 | |
| wave | 1 | -5.1468 | 0.6088 | 24 | -8.45 | <.0001 | 0.05 | -6.4032 | -3.8904 |
| wave | 2 | -3.6940 | 0.4703 | 24 | -7.86 | <.0001 | 0.05 | -4.6646 | -2.7234 |
| wave | 3 | -1.9672 | 0.3074 | 24 | -6.40 | <.0001 | 0.05 | -2.6016 | -1.3328 |
| wave | 4 | 0 | . | . | . | . | . | . | . |
| Type 3 Tests of Fixed Effects | ||||||
|---|---|---|---|---|---|---|
| Effect | Num DF | Den DF | Chi-Square | F Value | Pr > ChiSq | Pr > F |
| wave | 3 | 24 | 71.58 | 23.86 | <.0001 | <.0001 |
| Least Squares Means | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Effect | wave: Occasion (1-4) |
Estimate | Standard Error | DF | t Value | Pr > |t| | Alpha | Lower | Upper |
| wave | 1 | 10.4048 | 0.3074 | 24 | 33.85 | <.0001 | 0.05 | 9.7704 | 11.0392 |
| wave | 2 | 11.8576 | 0.4423 | 24 | 26.81 | <.0001 | 0.05 | 10.9448 | 12.7704 |
| wave | 3 | 13.5844 | 0.4987 | 24 | 27.24 | <.0001 | 0.05 | 12.5552 | 14.6136 |
| wave | 4 | 15.5516 | 0.6854 | 24 | 22.69 | <.0001 | 0.05 | 14.1370 | 16.9662 |
| Differences of Least Squares Means | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Effect | wave: Occasion (1-4) |
wave: Occasion (1-4) |
Estimate | Standard Error | DF | t Value | Pr > |t| | Alpha | Lower | Upper |
| wave | 1 | 2 | -1.4528 | 0.2591 | 24 | -5.61 | <.0001 | 0.05 | -1.9876 | -0.9180 |
| wave | 1 | 3 | -3.1796 | 0.4320 | 24 | -7.36 | <.0001 | 0.05 | -4.0712 | -2.2880 |
| wave | 1 | 4 | -5.1468 | 0.6088 | 24 | -8.45 | <.0001 | 0.05 | -6.4032 | -3.8904 |
| wave | 2 | 3 | -1.7268 | 0.3475 | 24 | -4.97 | <.0001 | 0.05 | -2.4440 | -1.0096 |
| wave | 2 | 4 | -3.6940 | 0.4703 | 24 | -7.86 | <.0001 | 0.05 | -4.6646 | -2.7234 |
| wave | 3 | 4 | -1.9672 | 0.3074 | 24 | -6.40 | <.0001 | 0.05 | -2.6016 | -1.3328 |
| Ch 5: Random Linear Time Model with AR1 R Matrix |
| Model Information | |
|---|---|
| Data Set | WORK.CHAPTER5 |
| Dependent Variable | outcome |
| Covariance Structures | Unstructured, Autoregressive |
| Subject Effects | PersonID, PersonID |
| Estimation Method | REML |
| Residual Variance Method | Profile |
| Fixed Effects SE Method | Model-Based |
| Degrees of Freedom Method | Satterthwaite |
| Dimensions | |
|---|---|
| Covariance Parameters | 5 |
| Columns in X | 2 |
| Columns in Z Per Subject | 2 |
| Subjects | 25 |
| Max Obs Per Subject | 4 |
| Number of Observations | |
|---|---|
| Number of Observations Read | 100 |
| Number of Observations Used | 100 |
| Number of Observations Not Used | 0 |
| Iteration History | |||
|---|---|---|---|
| Iteration | Evaluations | -2 Res Log Like | Criterion |
| 0 | 1 | 466.21530814 | |
| 1 | 2 | 366.79889430 | 0.00054788 |
| 2 | 2 | 366.74220275 | 0.00002897 |
| 3 | 1 | 366.73940527 | 0.00000012 |
| 4 | 1 | 366.73939441 | 0.00000000 |
| Convergence criteria met. |
| Estimated R Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 0.7193 | 0.01841 | 0.000471 | 0.000012 |
| 2 | 0.01841 | 0.7193 | 0.01841 | 0.000471 |
| 3 | 0.000471 | 0.01841 | 0.7193 | 0.01841 |
| 4 | 0.000012 | 0.000471 | 0.01841 | 0.7193 |
| Estimated R Correlation Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 1.0000 | 0.02560 | 0.000655 | 0.000017 |
| 2 | 0.02560 | 1.0000 | 0.02560 | 0.000655 |
| 3 | 0.000655 | 0.02560 | 1.0000 | 0.02560 |
| 4 | 0.000017 | 0.000655 | 0.02560 | 1.0000 |
| Estimated G Matrix | ||||
|---|---|---|---|---|
| Row | Effect | PersonID: Person Identification Number |
Col1 | Col2 |
| 1 | Intercept | 1 | 2.2216 | 0.06949 |
| 2 | time | 1 | 0.06949 | 0.9015 |
| Estimated G Correlation Matrix | ||||
|---|---|---|---|---|
| Row | Effect | PersonID: Person Identification Number |
Col1 | Col2 |
| 1 | Intercept | 1 | 1.0000 | 0.04910 |
| 2 | time | 1 | 0.04910 | 1.0000 |
| Estimated V Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 2.9409 | 2.3095 | 2.3610 | 2.4301 |
| 2 | 2.3095 | 3.9814 | 4.2516 | 5.2046 |
| 3 | 2.3610 | 4.2516 | 6.8250 | 7.9967 |
| 4 | 2.4301 | 5.2046 | 7.9967 | 11.4717 |
| Estimated V Correlation Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 1.0000 | 0.6749 | 0.5270 | 0.4184 |
| 2 | 0.6749 | 1.0000 | 0.8156 | 0.7701 |
| 3 | 0.5270 | 0.8156 | 1.0000 | 0.9037 |
| 4 | 0.4184 | 0.7701 | 0.9037 | 1.0000 |
| Covariance Parameter Estimates | |||||
|---|---|---|---|---|---|
| Cov Parm | Subject | Estimate | Standard Error | Z Value | Pr Z |
| UN(1,1) | PersonID | 2.2216 | 1.2181 | 1.82 | 0.0341 |
| UN(2,1) | PersonID | 0.06949 | 0.4842 | 0.14 | 0.8859 |
| UN(2,2) | PersonID | 0.9015 | 0.3459 | 2.61 | 0.0046 |
| AR(1) | PersonID | 0.02560 | 0.5688 | 0.05 | 0.9641 |
| Residual | 0.7193 | 0.4969 | 1.45 | 0.0739 | |
| Fit Statistics | |
|---|---|
| -2 Res Log Likelihood | 366.7 |
| AIC (smaller is better) | 376.7 |
| AICC (smaller is better) | 377.4 |
| BIC (smaller is better) | 382.8 |
| Null Model Likelihood Ratio Test | ||
|---|---|---|
| DF | Chi-Square | Pr > ChiSq |
| 4 | 99.48 | <.0001 |
| Information Criteria | ||||||
|---|---|---|---|---|---|---|
| Neg2LogLike | Parms | AIC | AICC | HQIC | BIC | CAIC |
| 366.7 | 5 | 376.7 | 377.4 | 378.4 | 382.8 | 387.8 |
| Solution for Fixed Effects | ||||||||
|---|---|---|---|---|---|---|---|---|
| Effect | Estimate | Standard Error | DF | t Value | Pr > |t| | Alpha | Lower | Upper |
| Intercept | 10.2763 | 0.3308 | 20.2 | 31.06 | <.0001 | 0.05 | 9.5867 | 10.9658 |
| time | 1.7167 | 0.2047 | 23.7 | 8.39 | <.0001 | 0.05 | 1.2940 | 2.1393 |
| Type 3 Tests of Fixed Effects | ||||||
|---|---|---|---|---|---|---|
| Effect | Num DF | Den DF | Chi-Square | F Value | Pr > ChiSq | Pr > F |
| time | 1 | 23.7 | 70.36 | 70.36 | <.0001 | <.0001 |
| Likelihood Ratio Test for FitRandLin vs. FitRandLinAR1 |
| Name | Neg2LogLike | Parms | AIC | BIC | DevDiff | DFdiff | Pvalue |
|---|---|---|---|---|---|---|---|
| FitRandLin | 366.7 | 4 | 374.7 | 379.6 | . | . | . |
| FitRandLinAR1 | 366.7 | 5 | 376.7 | 382.8 | .002107160 | 1 | 0.96339 |
| Ch 5: Random Linear Time Model with TOEP2 R Matrix |
| Model Information | |
|---|---|
| Data Set | WORK.CHAPTER5 |
| Dependent Variable | outcome |
| Covariance Structures | Unstructured, Banded Toeplitz |
| Subject Effects | PersonID, PersonID |
| Estimation Method | REML |
| Residual Variance Method | Profile |
| Fixed Effects SE Method | Model-Based |
| Degrees of Freedom Method | Satterthwaite |
| Dimensions | |
|---|---|
| Covariance Parameters | 5 |
| Columns in X | 2 |
| Columns in Z Per Subject | 2 |
| Subjects | 25 |
| Max Obs Per Subject | 4 |
| Number of Observations | |
|---|---|
| Number of Observations Read | 100 |
| Number of Observations Used | 100 |
| Number of Observations Not Used | 0 |
| Iteration History | |||
|---|---|---|---|
| Iteration | Evaluations | -2 Res Log Like | Criterion |
| 0 | 1 | 466.21530814 | |
| 1 | 2 | 366.75664905 | 0.00015976 |
| 2 | 1 | 366.74037556 | 0.00000383 |
| 3 | 1 | 366.74001231 | 0.00000000 |
| Convergence criteria met. |
| Estimated R Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 0.7127 | 0.01259 | ||
| 2 | 0.01259 | 0.7127 | 0.01259 | |
| 3 | 0.01259 | 0.7127 | 0.01259 | |
| 4 | 0.01259 | 0.7127 | ||
| Estimated R Correlation Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 1.0000 | 0.01766 | ||
| 2 | 0.01766 | 1.0000 | 0.01766 | |
| 3 | 0.01766 | 1.0000 | 0.01766 | |
| 4 | 0.01766 | 1.0000 | ||
| Estimated G Matrix | ||||
|---|---|---|---|---|
| Row | Effect | PersonID: Person Identification Number |
Col1 | Col2 |
| 1 | Intercept | 1 | 2.2342 | 0.06496 |
| 2 | time | 1 | 0.06496 | 0.9038 |
| Estimated G Correlation Matrix | ||||
|---|---|---|---|---|
| Row | Effect | PersonID: Person Identification Number |
Col1 | Col2 |
| 1 | Intercept | 1 | 1.0000 | 0.04571 |
| 2 | time | 1 | 0.04571 | 1.0000 |
| Estimated V Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 2.9470 | 2.3118 | 2.3641 | 2.4291 |
| 2 | 2.3118 | 3.9807 | 4.2493 | 5.2055 |
| 3 | 2.3641 | 4.2493 | 6.8220 | 7.9944 |
| 4 | 2.4291 | 5.2055 | 7.9944 | 11.4709 |
| Estimated V Correlation Matrix for PersonID 1 | ||||
|---|---|---|---|---|
| Row | Col1 | Col2 | Col3 | Col4 |
| 1 | 1.0000 | 0.6750 | 0.5273 | 0.4178 |
| 2 | 0.6750 | 1.0000 | 0.8154 | 0.7703 |
| 3 | 0.5273 | 0.8154 | 1.0000 | 0.9037 |
| 4 | 0.4178 | 0.7703 | 0.9037 | 1.0000 |
| Covariance Parameter Estimates | |||||
|---|---|---|---|---|---|
| Cov Parm | Subject | Estimate | Standard Error | Z Value | Pr Z |
| UN(1,1) | PersonID | 2.2342 | 1.0786 | 2.07 | 0.0192 |
| UN(2,1) | PersonID | 0.06496 | 0.4407 | 0.15 | 0.8828 |
| UN(2,2) | PersonID | 0.9038 | 0.3309 | 2.73 | 0.0032 |
| TOEP(2) | PersonID | 0.01259 | 0.3232 | 0.04 | 0.9689 |
| Residual | 0.7127 | 0.3908 | 1.82 | 0.0341 | |
| Fit Statistics | |
|---|---|
| -2 Res Log Likelihood | 366.7 |
| AIC (smaller is better) | 376.7 |
| AICC (smaller is better) | 377.4 |
| BIC (smaller is better) | 382.8 |
| Null Model Likelihood Ratio Test | ||
|---|---|---|
| DF | Chi-Square | Pr > ChiSq |
| 4 | 99.48 | <.0001 |
| Information Criteria | ||||||
|---|---|---|---|---|---|---|
| Neg2LogLike | Parms | AIC | AICC | HQIC | BIC | CAIC |
| 366.7 | 5 | 376.7 | 377.4 | 378.4 | 382.8 | 387.8 |
| Solution for Fixed Effects | ||||||||
|---|---|---|---|---|---|---|---|---|
| Effect | Estimate | Standard Error | DF | t Value | Pr > |t| | Alpha | Lower | Upper |
| Intercept | 10.2757 | 0.3311 | 21.3 | 31.04 | <.0001 | 0.05 | 9.5878 | 10.9636 |
| time | 1.7167 | 0.2047 | 23.8 | 8.39 | <.0001 | 0.05 | 1.2940 | 2.1394 |
| Type 3 Tests of Fixed Effects | ||||||
|---|---|---|---|---|---|---|
| Effect | Num DF | Den DF | Chi-Square | F Value | Pr > ChiSq | Pr > F |
| time | 1 | 23.8 | 70.33 | 70.33 | <.0001 | <.0001 |