Hi. I was wondering if anyone could help with my query. I have a data set consisting of 4 variables – 2 binary dependent (response) variables (called “foreign” and “guzzler”) and 2 continuous independent variables (called “weight” and “length”). Each observation has one value recorded for each of the 4 variables. The 2 binary dependent (response) variables are correlated. I am using the probit link function to model the 2 binary dependent variables. To start off I have just considered one independent variable, length, which relates to the dependent variables as such: Foreign = A + B * length Guzzler = C + D * length where A B C and D are parameters to be estimated. Below is a sample of the data that I used. Response is a combination of my foreign and guzzler variables. ResponseID indicates Foreign (F) or Guzzler (G). ID Response ResponseID weight length 50 0 F 3200 199 51 0 F 3420 203 52 0 F 2690 179 53 1 F 2830 189 54 1 F 2070 174 55 1 F 2650 177 50 0 G 3200 199 51 0 G 3420 203 52 1 G 2690 179 53 0 G 2830 189 54 0 G 2070 174 55 1 G 2650 177 I have used the PROC GLIMMIX function as such: data autodata2; set autodata2; if responseid="F" then dist="bina1"; else dist="bina2"; run; proc glimmix data= autodata2 method=rspl; class id dist; model response(event="1") = dist dist*length /link=probit noint s dist=byobs(dist); random _residual_/ subject=id type=unr; run; and the output I get is: Covariance Parameter Estimates Standard Cov Parm Subject Estimate Error Var(1) ID 0.7993 0.1332 Var(2) ID 0.4852 0.08088 Corr(2,1) ID -0.1771 0.1147 Solutions for Fixed Effects Standard Effect dist Estimate Error DF t Value Pr > |t| dist bina1 8.2139 1.7088 74 4.81 <.0001 dist bina2 15.2709 2.4099 74 6.34 <.0001 length*dist bina1 -0.04816 0.009543 74 -5.05 <.0001 length*dist bina2 -0.08787 0.01379 74 -6.37 <.0001 I believe that A = 8.2139 B = -0.04816 C = 15.2709 D = -0.08787 I have two questions (1) is my approach correct and am I interpreting the parameter values correctly? and more importantly (2) What exactly do the values Var(1), Var(2) and Corr(2,1) under the “Covariance Parameter Estimates” represent? These values change when I change my independent variable from “length” to “weight”. Thanks for any replies. Barry
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