Interpreting PROC Mixed Influence Diagnostics

Redleg — Fri, 10 Jun 2016 13:48:00 GMT

I'm a business user focused on interpretation of results (so I can muck around with somebody else's code and have enough of a statistical background to be dangerous). I am looking for help in interpretting the outputs of PROC MIXED Influence Diagnostics.

1. My approach initially is to look at Cook's D and use a cutoff of 4/n, DFFITS with a cutoff of 2SQRT(p/n) and examine if RMSE changes much for levels with or without this level. is that a valid approach?

2. I read breifly somewhere that I could use PRESS to examine overfitting - does anybody have any direction they coud provide on how I should thinkg aobut this?

3. How should I interpret the other measures provided?

4. I have a model that provides no diagnostics, providing notes only of Loss of Rank or Change in Singularity. Need help in interpetting this (but I fear this means that my model is fragile and cannot live without all the levels that I'm using.

5. Anything that I'm missing / not thinking of?

Help greatly appreciated

Re: Interpreting PROC Mixed Influence Diagnostics

lvm — Mon, 13 Jun 2016 14:29:26 GMT

In addition to the examples in the MIXED chapter of the User's Guide (available on-line), I recommend that you read the following:

http://www2.sas.com/proceedings/sugi29/189-29.pdf

topic Re: Interpreting PROC Mixed Influence Diagnostics in Statistical Procedures

Interpreting PROC Mixed Influence Diagnostics

Re: Interpreting PROC Mixed Influence Diagnostics