topic Re: Plotting the likelihood profile for covariance parameter i in a k-dimensional GLMM, how? in Statistical Procedures

Plotting the likelihood profile for covariance parameter i in a k-dimensional GLMM, how?

NotAStudent — Mon, 08 Jun 2020 07:57:12 GMT

Dear fellow SAS users,

Is there any ways to generate a profiled likelihood ratio or or likelihood profile plot in SAS on one of the variance coefficients of a Mixed Effect model?

I know I can have the PLR confidence intervals in proc GLIMMIX but I really woul like to 'see' the profile over a grid of said 100 points.

Is there any options in SAS to do this or if not is there a way to keep one VC value fixed while profiling the others.... eg like using COVTEST?

Re: Plotting the likelihood profile for covariance parameter i in a k-dimensional GLMM, how?

SteveDenham — Mon, 08 Jun 2020 12:35:00 GMT

Well, the way to hold one covariance parameter fixed while the other(s) vary is to use the PARMS statement with the HOLD option. To get the likelihood profile, you could step through values for the other covariance parameters (also in the PARMS statement) and use the NOITER option. All of the likelihoods could then be output via ODS, and could then be plotted.

SteveDenham