topic Re: simulation multivariate binary data in SAS/IML Software and Matrix Computations

simulation multivariate binary data

thanoon — Tue, 07 Jan 2014 15:39:00 GMT

i need your help to correct this simulation program in sas multivariate binary data .

regards

%include "C:\Users\hp\Desktop\RandMVBinary.sas";

proc iml;

load module=_all_; /* load the modules */

p = {0.25 0.75 0.5 0.25 0.30 0.10 0.30 0.55 0.25 0.65}; /* expected values of the X */

Delta = {1 0.45 0.4 0.35 0.3 0.25 0.2 0.15 0.1 0.05,

0.45 1 0.45 0.4 0.35 0.3 0.25 0.2 0.15 0.1,

0.4 0.45 1 0.45 0.4 0.35 0.3 0.25 0.2 0.15,

0.35 0.4 0.45 1 0.45 0.4 0.35 0.3 0.25 0.2,

0.3 0.35 0.4 0.45 1 0.45 0.4 0.35 0.3 0.25,

0.25 0.3 0.35 0.4 0.45 1 0.45 0.4 0.35 0.3,

0.2 0.25 0.3 0.35 0.4 0.45 1 0.45 0.4 0.35,

0.15 0.2 0.25 0.3 0.35 0.4 0.45 1 0.45 0.4,

0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 1 0.45,

0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 1};

X = RandMVBinary(1000, p, Delta);

/* compare sample estimates to parameters */

print p, Delta;

create MVbinary from X; append from X; close MVB;

quit;

Re: simulation multivariate binary data

thanoon — Wed, 08 Jan 2014 14:41:11 GMT

Hi all

I hope anyone answer me to correct the previous program please. Regards

Re: simulation multivariate binary data

Rick_SAS — Wed, 08 Jan 2014 16:20:54 GMT

Your problem is explained in Section 9.2 of Simulating Data with SAS, pp 154--157. The program gives you hints to fix it. When you run the program, the RandMVBinary module prints the message:

The specified covariance is invalid

and displays the lower and upper bounds for a valid covariance matrix.Your Delta matrix must be within these bounds.

For your example, the following correlations (and their symmetric partners) are invalid because they are too large:

(1,2) (2,4) (2,6) (3,6) (6,8) (6,10) (9,10)

Even after you fix that problem, you still might run into difficulties because, as I have told you many times, it is extremely difficult to "invent" a mean vector and a covariance matrix that represents a valid set of parameters for generating 10 correlated multivariate binary or ordinal variables. There are complex relationships between the means and the covariances that render many combinations invalid, and you can't tell which matrices are invalid by looking at them. It is not until you try to run the program and get an error that you are alerted to the fact that you have specified invalid parameters.

The problem is especially difficult for highly correlated variables. If you just want ANY matrix that works, try halving the size of the correlations that you are using. (This is an example of what the literature calls "shrinkage".) By trial and error, I discovered that the following correlation matrix works:

Delta = {

1 0.15 0.2 0.175 0.15 0.125 0.1 0.075 0.05 0.025,

0.15 1 0.225 0.15 0.175 0.075 0.125 0.1 0.075 0.05 ,

0.2 0.225 1 0.225 0.2 0.15 0.15 0.125 0.1 0.075,

0.175 0.15 0.225 1 0.225 0.2 0.175 0.15 0.125 0.1 ,

0.15 0.175 0.2 0.225 1 0.225 0.2 0.175 0.15 0.125,

0.125 0.075 0.15 0.2 0.225 1 0.225 0.125 0.175 0.1 ,

0.1 0.125 0.15 0.175 0.2 0.225 1 0.225 0.2 0.175,

0.075 0.1 0.125 0.15 0.175 0.125 0.225 1 0.225 0.2 ,

0.05 0.075 0.1 0.125 0.15 0.175 0.2 0.225 1 0.2 ,

0.025 0.05 0.075 0.1 0.125 0.1 0.175 0.2 0.2 1 };

Re: simulation multivariate binary data

thanoon — Fri, 10 Jan 2014 00:19:06 GMT

thank you so much dr. rick exactly the delta matrix is work and i got on a results i will try to find more about mvbinary data.

Re: simulation multivariate binary data

thanoon — Wed, 19 Feb 2014 13:23:51 GMT

when i simulate data with multivariate binary the results will be ordered or unordered binary data.

thanks in advance

Re: simulation multivariate binary data

Rick_SAS — Wed, 19 Feb 2014 14:44:30 GMT

Th observations are generated in a random order.

Re: simulation multivariate binary data

thanoon — Fri, 28 Feb 2014 14:15:20 GMT

you means unordered variables??

Re: simulation multivariate binary data

thanoon — Sat, 01 Mar 2014 03:30:08 GMT

i have same problem when i want to simulate multi different sample in mvbinary.

%include "RandMVBinary.sas";

proc iml;

load module=_all_; /* load the modules */

p = {0.25 0.75 0.5 0.25 0.30 0.10 0.30 0.55 0.25 0.65}; /* expected values of the X */

Delta = {1 0.15 0.2 0.175 0.15 0.125 0.1 0.075 0.05 0.025,

0.15 1 0.225 0.15 0.175 0.075 0.125 0.1 0.075 0.05 ,

0.2 0.225 1 0.225 0.2 0.15 0.15 0.125 0.1 0.075,

0.175 0.15 0.225 1 0.225 0.2 0.175 0.15 0.125 0.1 ,

0.15 0.175 0.2 0.225 1 0.225 0.2 0.175 0.15 0.125,

0.125 0.075 0.15 0.2 0.225 1 0.225 0.125 0.175 0.1 ,

0.1 0.125 0.15 0.175 0.2 0.225 1 0.225 0.2 0.175,

0.075 0.1 0.125 0.15 0.175 0.125 0.225 1 0.225 0.2 ,

0.05 0.075 0.1 0.125 0.15 0.175 0.2 0.225 1 0.2 ,

0.025 0.05 0.075 0.1 0.125 0.1 0.175 0.2 0.2 1 };

/* loop approach */

NumSamples = 2;

call randseed(54321);

do i = 1 to NumSamples;

X = RandMVOBinary(500, P, Delta);

/* do something with each sample */

end;

/* compare sample estimates to parameters */

print p, Delta;

create MVbinary from X; append from X; close MVB;

quit;

thanks in advance

Re: simulation multivariate binary data

sirerwin — Thu, 03 Jul 2014 18:15:14 GMT

Hi Rick,

Sorry I have to reply here. I posted a question in the community discussion but have not received any response since
then. So here’s my question.

I want to generate raw data for a study that has multiple treatment groups (2 treatment groups and 1 control group). Every participant in each of the groups are measured on two related outcomes ( r=.80). Then I need to repeat the same process to generate 10 studies, which I plan to meta-analyze. Each group has equal sample size (n=10). Any help with the simulation code will be
appreciated. Outcomes are generated from a multivariate normal distribution. The table below illustrates how the data should look like.

Thanks,

Rommel