Programming the statistical procedures from SAS

Interpreting PROC Mixed Influence Diagnostics

Posts: 1

Interpreting PROC Mixed Influence Diagnostics

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

Valued Guide
Valued Guide
Posts: 684

Re: Interpreting PROC Mixed Influence Diagnostics

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



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