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c) Look at your results from the analyses of the full dataset.
i) Are there notable differences between the use of the typical model-based standard errors
(SEs) and df relative to the use of the Kenward and Roger Adjustment? Why or why not?
(5 points)
ii) Are there notable differences between use of the empirical SEs and df relative to the use
of the bias-corrected (using the Mancl and DeRouen correction) SEs and df? Why or why
not? (5 points)
iii) Comparing SE estimates, which structure seems to be correct, or at least reasonbly
close to being correct? Hint: Remember when these different SE estimators are and are
not appropriate; i.e., when they are and are not consistent estimators for the true SEs. (5
points)
d) Look at your results from the analyses of the reduced dataset.
i) For which structure are there notable differences between the use of the typical model-based
standard errors (SEs) and df relative to the use of the Kenward and Roger Adjustment? Why
does this occur only for this one structure? Hint: How many nuisance covariance parameters
are you estimating? (5 points)
ii) Are there notable differences between use of the empirical SEs and df relative to the use
of the bias-corrected (using the Mancl and DeRouen correction) SEs and df? Why or why
not? (5 points)
2. Suppose we carry out a general study of 75 subjects, and we are simply interested in
the association between X and Y (see the dataset association.sas7bdat). Fit the following
simple linear regression model in proc reg:
Yi = 0 + 1 Xi + i
a) Look at the diagnostic plots that proc reg automatically outputs. Do you see any model
violations? If so, what violation(s) do you see, and how can you tell? (5 points)
b) Fit the model again, only using the robust empirical SEs (use the Kauermann & Carroll
correction). Fit the model in proc glimmix. Here is the appropriate code:
proc glimmix data=hw.Association empirical=root;
class id;
model y=x / solution;
random _residual_ / subject=id type=vc;
run;
i) How have the SE estimates changed? (You should report the model-based SE estimates
from a, and the empirical SEs.) (5 points)
ii) Which SE estimates are appropriate to use: the model-based estimates from proc reg or
the empirical estimates? (5 points)
3. Suppose we carry out a general study of 100 subjects, and we fit the model below using
the quest3data.sas7bdat dataset. This study is meant to represent a study in which subjects
come in for four equally spaced visits, and we are interested in the association between two
variables (x1 and x2 ) and an outcome (Y ). All variables are time-dependent; i.e., their values
are not fixed throughout the study. Such variables could be blood pressure, body weight,
etc. We think that there is no time effect, but we want to first test and make sure there is
no time effect. Therefore, this model has a main effect for time, and interactions between
time and x1 and x2 . Suppose we know the true covariance structure has common variances
at each time point and the correlation structure is AR-1. (Note: I generated/simulated this
fake dataset, so I know that the true model from which I generated data has this structure
and has no time effect.)
All tests should be at the 5% significance level. For a)-c), fit the true covariance structure,
and assume that you are confident that it is the true covariance structure. Note that time
is continuous, so do not include it in the class statement in SAS.
Yij = 0 + 1 x1ij + 2 x2ij + 3 timej + 4 timej x1ij + 5 timej x2ij + ij ;
i = 1, . . . , 100; j = 1, 2, 3, 4; timej = j 1
a) Carry out a likelihood ratio test for the following (testing to see if time belongs in the
model): (10 points)
H0 : 3 = 4 = 5 = 0
HA : 3 6= 0 and/or
4 6= 0 and/or
5 6= 0
5
c) You will now compare SE estimates. For model-based SE estimates, use the Kenward
and Roger (1997) adjustment. For empirical SE estimates, use the Kauermann and Carroll
(2001) bias-correction.
i) What are the model-based SE estimates for 1 and 2 ? What are the empirical SE
estimates for 1 and 2 ? Are the empirical and model-based SE estimates similar? Why or
why not? (5 points)
ii) Now fit the model using a covariance structure that assumes common variances and a CS
correlation. What are the model-based SE estimates for 1 and 2 ? What are the empirical
SE estimates for 1 and 2 ? Are the empirical and model-based SE estimates similar? Why
or why not? (5 points)
iii) Which working covariance structure resulted in the smaller empirical SE estimates, and
why? (5 points)