RE: BOV
From: Kowalski, Ken" Ken.Kowalski@pfizer.com
Subject: RE: [NMusers] BOV
Date: Wed, September 22, 2004 4:24 pm
Hi Mats,
Hmmm...I stand corrected. I modified your run to add in the complexity of
the third level of random effects and much to my surprize I was able to
estimate the different BOVs for each occasion as well as the BSV. See below
for my code and output. I apologize for taking us down this path with
numerous emails...I should have done this simple simulation first to support
or refute my own (apparently faulty) intuition. So now I find myself in
unchartered waters where I feel compelled to say to Nick that he was right
and I was wrong...my apologies Nick!
Ken
Model File
----------
$PROBLEM
$INPUT ID OCC TIME DV
$DATA 'example.dat' IGNORE=@
$PRED
Y=THETA(1)+ETA(1)+(1-OCC)*ETA(2)+OCC*ETA(3)+EPS(1)
$THETA 10
$OMEGA 1 .2 .2
$SIGMA .1
$SIM (9897667)
$EST MAXEVAL=9999
$COV PRINT=E
Data File
---------
@ID OCC TIME DV
1 0 1 0
1 0 2 0
1 0 3 0
1 1 1 0
1 1 2 0
1 1 3 0
...
100 1 3 0
Output File
-----------
****************************************************************************
********************************************
********************
********************
******************** FINAL PARAMETER
ESTIMATE ********************
********************
********************
****************************************************************************
********************************************
THETA - VECTOR OF FIXED EFFECTS PARAMETERS *********
TH 1
9.94E+00
OMEGA - COV MATRIX FOR RANDOM EFFECTS - ETAS ********
ETA1 ETA2 ETA3
ETA1
+ 1.18E+00
ETA2
+ 0.00E+00 2.66E-01
ETA3
+ 0.00E+00 0.00E+00 1.38E-01
SIGMA - COV MATRIX FOR RANDOM EFFECTS - EPSILONS ****
EPS1
EPS1
+ 1.08E-01
1
****************************************************************************
********************************************
********************
********************
******************** STANDARD ERROR OF ESTIMATE
********************
********************
********************
****************************************************************************
********************************************
THETA - VECTOR OF FIXED EFFECTS PARAMETERS *********
TH 1
1.13E-01
OMEGA - COV MATRIX FOR RANDOM EFFECTS - ETAS ********
ETA1 ETA2 ETA3
ETA1
+ 1.69E-01
ETA2
+ ......... 8.26E-02
ETA3
+ ......... ......... 7.56E-02
SIGMA - COV MATRIX FOR RANDOM EFFECTS - EPSILONS ****
EPS1
EPS1
+ 7.38E-03
1
****************************************************************************
********************************************
********************
********************
******************** COVARIANCE MATRIX OF ESTIMATE
********************
********************
********************
****************************************************************************
********************************************
TH 1 OM11 OM12 OM13 OM22 OM23 OM33
SG11
TH 1
+ 1.28E-02
OM11
+ 1.93E-03 2.85E-02
OM12
+ ......... ......... .........
OM13
+ ......... ......... ......... .........
OM22
+ 1.41E-03 1.78E-03 ......... ......... 6.82E-03
OM23
+ ......... ......... ......... ......... ......... .........
OM33
+ -1.12E-03 -4.00E-03 ......... ......... -3.90E-03 .........
5.71E-03
SG11
+ -3.28E-05 5.30E-05 ......... ......... -3.04E-05 .........
-3.94E-06 5.45E-05
1
****************************************************************************
********************************************
********************
********************
******************** CORRELATION MATRIX OF ESTIMATE
********************
********************
********************
****************************************************************************
********************************************
TH 1 OM11 OM12 OM13 OM22 OM23 OM33
SG11
TH 1
+ 1.00E+00
OM11
+ 1.01E-01 1.00E+00
OM12
+ ......... ......... .........
OM13
+ ......... ......... ......... .........
OM22
+ 1.51E-01 1.28E-01 ......... ......... 1.00E+00
OM23
+ ......... ......... ......... ......... ......... .........
OM33
+ -1.31E-01 -3.14E-01 ......... ......... -6.25E-01 .........
1.00E+00
SG11
+ -3.93E-02 4.25E-02 ......... ......... -4.99E-02 .........
-7.05E-03 1.00E+00
1
****************************************************************************
********************************************
********************
********************
******************** INVERSE COVARIANCE MATRIX OF ESTIMATE
********************
********************
********************
****************************************************************************
********************************************
TH 1 OM11 OM12 OM13 OM22 OM23 OM33
SG11
TH 1
+ 8.07E+01
OM11
+ -4.18E+00 3.95E+01
OM12
+ ......... ......... .........
OM13
+ ......... ......... ......... .........
OM22
+ -1.32E+01 9.44E+00 ......... ......... 2.46E+02
OM23
+ ......... ......... ......... ......... ......... .........
OM33
+ 3.86E+00 3.33E+01 ......... ......... 1.72E+02 .........
3.17E+02
SG11
+ 4.56E+01 -3.32E+01 ......... ......... 1.33E+02 .........
8.90E+01 1.85E+04
1
****************************************************************************
********************************************
********************
********************
******************** EIGENVALUES OF COR MATRIX OF ESTIMATE
********************
********************
********************