Programming the statistical procedures from SAS

Glimmix: Using covtest to compare the matrices for G side random effects for different treatments

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Glimmix: Using covtest to compare the matrices for G side random effects for different treatments

When using Glimmix, it is possible to test if the matrices for the R side random effects for different treatments are equal. For example, if you measure three variables per individual (id), with the individual receiving one of two treatments (for example high or low food) this would be done by including:

random _residual_ / type=un group=treatment subject=id;

Covtest homogeneity;

Now say that individuals belong to different families (g side random effect):

random variable / type=un group=treatment subject=family;

random _residual_ / type=un group=treatment subject=family(id);

Covtest homogeneity;

Question 1:

In the second code, what is the covtest statement actually requesting? Will this just show if the matrices for the r side random effects are different for each treatment?

Question 2:

I would like to know specifically if the matrices for the G side random effects (family) are different for each treatment, is it possible to specify this?  Is the only way to do this by using ‘covtest general’ and then specify elements from the ‘Covariance Parameter Estimates’ table you want to compare?


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‎04-10-2015 01:39 PM
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Posts: 2,655

Re: Glimmix: Using covtest to compare the matrices for G side random effects for different treatments

I think the covtest general approach is the only one you can use to get at your question.  The other options available for G side hypotheses don't necessarily fit.

One thing you could do is look at the information criteria obtained when fitting models with and without the group=treatment option.  This would give an idea of how much information is lost by assuming that all groups have equal variances, as opposed to all groups having different variances.  Note that this is not a statistical test that will return a probability value.

Steve Denham

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‎04-10-2015 01:39 PM
Respected Advisor
Posts: 2,655

Re: Glimmix: Using covtest to compare the matrices for G side random effects for different treatments

I think the covtest general approach is the only one you can use to get at your question.  The other options available for G side hypotheses don't necessarily fit.

One thing you could do is look at the information criteria obtained when fitting models with and without the group=treatment option.  This would give an idea of how much information is lost by assuming that all groups have equal variances, as opposed to all groups having different variances.  Note that this is not a statistical test that will return a probability value.

Steve Denham

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