topic Re: Convert Random Effects Covariance to a correlation in Statistical Procedures

Convert Random Effects Covariance to a correlation

Sanscrit_2prov — Fri, 14 May 2021 23:05:56 GMT

Proc mixed allows you to output the random effects covariance matrix using an ods table statement. Would anyone know how to convert the covariances to correlations?

Re: Convert Random Effects Covariance to a correlation

jiltao — Fri, 14 May 2021 23:12:06 GMT

You can use the VCORR option in the RANDOM statement to get the correlation matrix for V, or the RCORR option in the REPEATED statement to get the correlation matrix for R.

Re: Convert Random Effects Covariance to a correlation

Ksharp — Sat, 15 May 2021 11:27:54 GMT

Do you have SAS/IML?

Calling @Rick_SAS

Re: Convert Random Effects Covariance to a correlation

Sanscrit_2prov — Sun, 16 May 2021 21:53:49 GMT

Yes I have SAS IML

Re: Convert Random Effects Covariance to a correlation

Sanscrit_2prov — Sun, 16 May 2021 21:57:52 GMT

I have used the vcorr option but I want the correlation across the whole sample, not within each person. So it would be one correlation coefficient converted from the random effect covariance across all subjects.

Re: Convert Random Effects Covariance to a correlation

jiltao — Sun, 16 May 2021 23:55:17 GMT

The correlation is generally the same from subject to subject. What is your PROC MIXED program?

Re: Convert Random Effects Covariance to a correlation

Ksharp — Mon, 17 May 2021 12:40:01 GMT

Then check COV2CORR() function:

https://blogs.sas.com/content/iml/2012/02/17/convert-a-covariance-matrix-to-a-correlation-matrix-in-sas.html

Re: Convert Random Effects Covariance to a correlation

Sanscrit_2prov — Mon, 17 May 2021 22:02:06 GMT

Thank you very mch