topic Re: Mixture of chi square with NLMixed in sas in Statistical Procedures

Mixture of chi square with NLMixed in sas

Gilles-Protais — Sat, 30 Dec 2023 23:05:30 GMT

Please which code can i use to test for random effects (random intercepts and random slopes) using a mixture of chi sqaures

Thanks

Re: Mixture of chi square with NLMixed in sas

Ksharp — Tue, 02 Jan 2024 05:32:26 GMT

I am not sure if the following CHISQ option is what you are looking for ?

proc mixed data=sashelp.heart(obs=100) ;
class bp_status sex;
model weight=height sex/s chisq;
random int sex/subject=bp_status  ;
run;

or @SteveDenham @lvm knew it.

Re: Mixture of chi square with NLMixed in sas

lvm — Fri, 12 Jan 2024 17:56:14 GMT

I think you are asking about testing Ho: Variance = 0 vs Ha: Variance >0. When you use the COVTEST statement in GLIMMIX, the procedure automatically uses a mixture of chi-square statistics when appropriate (and it tells you in the results). The mixture is typically needed when the variance parameter is on the boundary (e.g., 0).

See

https://support.sas.com/kb/40/724.html

to learn about COVTEST (this is different than the covtest option in MIXED). The online documentation for GLIMMIX will explain COVTEST in more details, with simpler examples. This is a likelihood ratio test, where the ratio is compared with the chi-square statistic (mixture or otherwise, depending on the situation). This is explained also in:

chrome-extension://efaidnbmnnnibpcajpcglclefindmkaj/https://support.sas.com/resources/papers/proceedings/proceedings/forum2007/177-2007.pdf