Dear Rick according to this proc iml with the do loop that you sent me as example and taking in account the second hypothesis that you were suggested I tried to create another proc iml with two nested do loop but apparently it seems to work only the first do loop.   proc iml; N = 5; /* study sizes */ MeanP = {9, 8, 21}; /* Non treated mean vector, 3 outcomes */ NumSim=1000; /* Number of simulations */ Sizes = {30, 40, 50, 60, 70} /* Total size for each of the 5 study */ Meant = {4, 5, 15}; /* treated mean vector, 3 outcomes */ CovBw = {1.2 0.29 0.27, /*Var-cov between studies */ 0.29 1.7 0.32, 0.27 0.32 1.5}; CovWn = {49 7 5.6, /*Var-cov within studies */ 7 25 4, 5.6 4 16}; ZT = j(1, 5, .); ZP = j(1, 5, .); create work.DT from ZT [c={"x1" "x2" "x3" "Sample" "Study"}]; create work.DP from ZP [c={"x1" "x2" "x3" "Sample" "Study"}]; do i = 1 to NumSim; /* Start main loop */ do n= 1 to N; /* Start simulation loop for each sample size*/ SampleSize = Sizes[n]; call randseed(100); M[i] = RandNormal(1, Meant, CovBw); ST[i] = RandNormal(SampleSize, M[i], CovWn); SP[i] = RandNormal(SampleSize, MeanP,CovWn); Sample = j(SampleSize, 1, N); Study = j(SampleSize, 1, SampleSize); ZT = ST[i] || Sample || Study; append from ZT; ZP = SP[i] || Sample || Study; append from ZP; end; end; close work.DT; close work.DP; quit; But SAS is returning me these errors.   98   end; NOTE: Module RANDNORMAL loaded from the storage SASHELP.IMLMLIB. NOTE: Module ROWVEC loaded from the storage SASHELP.IMLMLIB. 99   close work.DT; NOTE: The data set WORK.DT has 0 observations and 5 variables. 100 close work.DP; NOTE: The data set WORK.DP has 60000 observations and 5 variables. 101 quit; NOTE: Exiting IML. NOTE: PROCEDURE IML used (Total process time):      real time           19.32 seconds      cpu time           1.18 seconds   Furthermore it seems to work only for work.DP.   Do you understand what could be the error and how could I solve this? ... View more

To continue this interesting conversation. I am trying to run this code   proc iml;                                                                                                                                                                                                   N = 5;    /* N is the number of 5 studies*/                                                                              NumSamples=1000;      /* I am performing N = 1000 simulations*/  Meant = {4, 5, 15};         /* Vector of Means */                      Cov = {1.2 0.29 0.27, 0.29 1.7 0.32, 0.27 0.32 1.5};     /* Between-Studies Variance-Covariance Matrix */                                                                                                                                                                     call randseed(100);                                                                                                                                                                                          M = RandNormal(N*NumSamples, Meant, Cov);          /* RandNormal function*/                                                                                                                                                                                                                                                                                                                          D = colvec(repeat(T(1:NumSamples), 1, N));             /* I create a matrix D*/                                                                                                                                                                        Z = M || D;                                            /* I apply Concatenate fucnction*/                                                                                                                                                                                                                  create work.Mt from Z [c={"x1" "x2" "x3"}]; append from Z;                        /* I create Matrix Mt with all the means for each studies and each simulation*/                                                                                                                                                                                 close  work.Mt;                                                                                                                                                                                         do i= 1 to NumSamples; /* here start the do loop */                        MeanT1 = M[i,1:3]; MeanT2 = M[i,1:3]; MeanT3 = M[i,1:3];                                      MeanT4 = M[i,1:3];                                                                                                                                                                                    MeanT5 = M[i,1:3];                                                                                                                                                                                    end;                            /* here finish the do loop*/                                     NumSamples1=1000;                                                                                                                                                                               MeanP = {9, 8, 21};                                                                                                                                                                         Cov = {49 7 5.6, 7 25 4, 5.6 4 16};                                                call randseed(100);     ST1 = RandNormal(N1t*NumSamples1, MeanT1, Cov); ST2 = RandNormal(N2t*NumSamples1, MeanT2, Cov); ST3 = RandNormal(N3t*NumSamples1, MeanT3, Cov); ST4 = RandNormal(N4t*NumSamples1, MeanT4, Cov); ST5 = RandNormal(N5t*NumSamples1, MeanT5, Cov); SP1 = RandNormal(N1p*NumSamples1, MeanP, Cov); SP2 = RandNormal(N2p*NumSamples1, MeanP, Cov); SP3 = RandNormal(N3p*NumSamples1, MeanP, Cov); SP4 = RandNormal(N4p*NumSamples1, MeanP, Cov); SP5 = RandNormal(N5p*NumSamples1, MeanP, Cov);            My questions are three:   1) Is the do-loop in the right position? if not where I should shift the do-loop? 2) Is the start and end of the do-loop in the right position? If not where I should shift the start and the end? 3) If I create a matrix/table Mt with 4 columns and 5000 columns where the last column contain the index that should score for the do loop how could I recall in the correct way only the vector of three means to generate my IPD?   Do you understand the questions? ... View more

Thank you again Rick,   I think that I would like the true study-specific effects to be allowed to be different in each simulation. So i think that the second interpretation is the one that suit for me.   Forthermore In your code I see Cov that I assume to be the within variance-covariance matrix and i would like to consider here also the between study variability.   Do you understand?     ... View more

Hello Steve DDFM in the random statment? ... View more

To answer to IVM when I use the command RANDOM in the proc mixed I have problem of DF. To solve this problem I think the solution is to say to the proc mixed the correct number of observation to use for each simulation and study......because for example for study 5 where I have 140 subjects the DF calculated form the proc mixed model are (140*3)-6=414.   proc mixed cl method=reml data=work.Datasim2; by Simulation Study; class Outcome id Treated; ods listing close; model Y = / noint; random Outcome1 Outcome2 Outcome3 Treated*Outcome1 Treated*Outcome2 Treated*Outcome3/ s cl; run; ... View more

To answer to Rick, yes I tried to look at the graphics as you suggested and I obtain the same scenario of the graphics you posted yesterday.   ... View more

x1 is the response variable for outcome 1 x2 is the response variable for outcome 2 x3 is the response variable for outcome 3   You are right when you say that are uncorrelated normal variables as in the Covariance Matrix I assumes 0 correlation. You are also right that this IML code does not consider the variable Treated, Outcome and id.   /*To introduce Treated (0 is not treated; 1 is treated)*/ data work.Treated1; set work.Treated1; Study=1; Treated=0; run; data work.Treated2; set work.Treated2; Study=2; Treated=0; run; data work.Treated3; set work.Treated3; Study=3; Treated=0; run; data work.Treated4; set work.Treated4; Study=4; Treated=0; run; data work.Treated5; set work.Treated5; Study=5; Treated=0; run; data work.Placebo1; set work.Placebo1; Study=1; Treated=1; run; data work.Placebo2; set work.Placebo2; Study=2; Treated=1; run; data work.Placebo3; set work.Placebo3; Study=3; Treated=1; run; data work.Placebo4; set work.Placebo4; Study=4; Treated=1; run; data work.Placebo5; set work.Placebo5; Study=5; Treated=1; run;   /*To introduce the Id for each patients*/ data work.idT1; retain Seed1 12985062; do simulation=1 to 1000; do id=1 to 30; X1=12.1*rannor(Seed1)+11.7; output; end; end; run; data work.idT2; retain Seed1 12985062; do simulation=1 to 1000; do id=1 to 40; X1=12.1*rannor(Seed1)+11.7; output; end; end; run; data work.idT3; retain Seed1 12985062; do simulation=1 to 1000; do id=1 to 50; X1=12.1*rannor(Seed1)+11.7; output; end; end; run; data work.idT4; retain Seed1 12985062; do simulation=1 to 1000; do id=1 to 60; X1=12.1*rannor(Seed1)+11.7; output; end; end; run; data work.idT5; retain Seed1 12985062; do simulation=1 to 1000; do id=1 to 70; X1=12.1*rannor(Seed1)+11.7; output; end; end; run; data work.idP1; retain Seed1 12985062; do simulation=1 to 1000; do id=31 to 60; X1=12.1*rannor(Seed1)+11.7; output; end; end; run; data work.idP2; retain Seed1 12985062; do simulation=1 to 1000; do id=41 to 80; X1=12.1*rannor(Seed1)+11.7; output; end; end; run; data work.idP3; retain Seed1 12985062; do simulation=1 to 1000; do id=51 to 100; X1=12.1*rannor(Seed1)+11.7; output; end; end; run; data work.idP4; retain Seed1 12985062; do simulation=1 to 1000; do id=61 to 120; X1=12.1*rannor(Seed1)+11.7; output; end; end; run; data work.idP5; retain Seed1 12985062; do simulation=1 to 1000; do id=71 to 140; X1=12.1*rannor(Seed1)+11.7; output; end; end; run;   /*I keep simulation Id*/ data work.idT1; set work.idT1; keep Simulation Id; run; data work.idT2; set work.idT2; keep Simulation Id; run; data work.idT3; set work.idT3; keep Simulation Id; run; data work.idT4; set work.idT4; keep Simulation Id; run; data work.idT5; set work.idT5; keep Simulation Id; run; data work.idP1; set work.idP1; keep Simulation Id; run; data work.idP2; set work.idP2; keep Simulation Id; run; data work.idP3; set work.idP3; keep Simulation Id; run; data work.idP4; set work.idP4; keep Simulation Id; run; data work.idP5; set work.idP5; keep Simulation Id; run;   /*I merge the datasets for each studies to the column Id*/ data work.T1; merge work.Treated1 work.idT1; run; data work.T2; merge work.Treated2 work.idT2; run; data work.T3; merge work.Treated3 work.idT3; run; data work.T4; merge work.Treated4 work.idT4; run; data work.T5; merge work.Treated5 work.idT5; run; data work.P1; merge work.Placebo1 work.idP1; run; data work.P2; merge work.Placebo2 work.idP2; run; data work.P3; merge work.Placebo3 work.idP3; run; data work.P4; merge work.Placebo4 work.idP4; run; data work.P5; merge work.Placebo5 work.idP5; run;   /*I create one dataset for each Study*/ proc datasets; append base=work.Study1 data=work.T1; run; proc datasets; append base=work.Study1 data=work.P1; run; proc datasets; append base=work.Study2 data=work.T2; run; proc datasets; append base=work.Study2 data=work.P2; run; proc datasets; append base=work.Study3 data=work.T3; run; proc datasets; append base=work.Study3 data=work.P3; run; proc datasets; append base=work.Study4 data=work.T4; run; proc datasets; append base=work.Study4 data=work.P4; run; proc datasets; append base=work.Study5 data=work.T5; run; proc datasets; append base=work.Study5 data=work.P5; run;   /*I create one dataset called Datasim1*/ proc datasets; append base=work.Datasim1 data=work.Study1; run; proc datasets; append base=work.Datasim1 data=work.Study2; run; proc datasets; append base=work.Datasim1 data=work.Study3; run; proc datasets; append base=work.Datasim1 data=work.Study4; run; proc datasets; append base=work.Datasim1 data=work.Study5; run;   /*I create the dummy variable Outcome 1*/ data work.Outcome1 (keep=Simulation Study Id outcome1 outcome2 outcome3 Treated Outcome Y); set work.Datasim1; outcome1=1; outcome2=0; outcome3=0; Outcome=1; Y=x1; run;   /*I create the dummy variable Outcome 2*/ data work.Outcome2 (keep=Simulation Study Id outcome1 outcome2 outcome3 Treated Outcome Y); set work.Datasim1; outcome1=0; outcome2=1; outcome3=0; Outcome=2; Y=x2; run;   /*I create the dummy variable Outcome 3*/ data work.Outcome3 (keep=Simulation Study Id outcome1 outcome2 outcome3 Treated Outcome Y); set work.Datasim1; outcome1=0; outcome2=0; outcome3=1; Outcome=3; Y=x3; run;   /*I create the Dataset that contains Dummy variables and Y response variable*/ proc datasets; append base=work.Datasim2 data=work.Outcome1; run; proc datasets; append base=work.Datasim2 data=work.Outcome2; run; proc datasets; append base=work.Datasim2 data=work.Outcome3; run; proc sort data=work.Datasim2; by Simulation Study Outcome; run; ... 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To simulate I use the following proc iml. The aim is to simulate random effects......   proc iml;                                                                                                                                                                                                                                                       N1t = 30; N2t = 40; N3t = 50; N4t = 60; N5t = 70;                                                                                                                                                                                                               N1p = 30; N2p = 40; N3p = 50; N4p = 60; N5p = 70;                                                                                                                                                                                                               NumSamples=1000; MeanT = {4, 5, 15};                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  MeanP = {9, 8, 21}; CovT = {74 0 0, 0 80 0, 0 0 117}; CovP = {49 0 0, 0 64 0, 0 0 81}; call randseed(100);                                                                                                                                                                                                                                 ST1 = RandNormal(N1t*NumSamples, MeanT, CovT);                                                                                                                                                                                                                 ST2 = RandNormal(N2t*NumSamples, MeanT, CovT);                                                                                                                                                                                                                 ST3 = RandNormal(N3t*NumSamples, MeanT, CovT);                                                                                                                                                                                                                 ST4 = RandNormal(N4t*NumSamples, MeanT, CovT);                                                                                                                                                                                                                 ST5 = RandNormal(N5t*NumSamples, MeanT, CovT);                                                                                                                                                                                                                 SP1 = RandNormal(N1p*NumSamples, MeanP, CovP);                                                                                                                                                                                                                 SP2 = RandNormal(N2p*NumSamples, MeanP, CovP);                                                                                                                                                                                                                 SP3 = RandNormal(N3p*NumSamples, MeanP, CovP);                                                                                                                                                                                                                 SP4 = RandNormal(N4p*NumSamples, MeanP, CovP);                                                                                                                                                                                                                 SP5 = RandNormal(N5p*NumSamples, MeanP, CovP);                                                                                                                                                                                                                 S1t = colvec(repeat(T(1:NumSamples), 1, N1t));                                                                                                                                                                                                                 S2t = colvec(repeat(T(1:NumSamples), 1, N2t));                                                                                                                                                                                                                   S3t = colvec(repeat(T(1:NumSamples), 1, N3t));                                                                                                                                                                                                                 S4t = colvec(repeat(T(1:NumSamples), 1, N4t));                                                                                                                                                                                                                   S5t = colvec(repeat(T(1:NumSamples), 1, N5t));                                                                                                                                                                                                                 S1p = colvec(repeat(T(1:NumSamples), 1, N1p));                                                                                                                                                                                                                   S2p = colvec(repeat(T(1:NumSamples), 1, N2p));                                                                                                                                                                                                                 S3p = colvec(repeat(T(1:NumSamples), 1, N3p));                                                                                                                                                                                                                   S4p = colvec(repeat(T(1:NumSamples), 1, N4p));                                                                                                                                                                                                                 S5p = colvec(repeat(T(1:NumSamples), 1, N5p));                                                                                                                                                                                                                   Z1t = S1t || ST1; Z2t = S2t || ST2; Z3t = S3t || ST3; Z4t = S4t || ST4; Z5t = S5t || ST5;                                                                                                                                                                       Z1p = S1p || SP1; Z2p = S2p || SP2; Z3p = S3p || SP3; Z4p = S4p || SP4; Z5p = S5p || SP5;                                                                                                                                                                       create work.Treated1 from Z1t[c={"Simulation" "x1" "x2" "x3"}]; append from Z1t;                                                                                                                                                                               close work.Treated1;                                                                                                                                                                                                                                             create work.Treated2 from Z2t[c={"Simulation" "x1" "x2" "x3"}]; append from Z2t;                                                                                                                                                                               close work.Treated2;                                                                                                                                                                                                                                             create work.Treated3 from Z3t[c={"Simulation" "x1" "x2" "x3"}]; append from Z3t;                                                                                                                                                                               close work.Treated3;                                                                                                                                                                                                                                             create work.Treated4 from Z4t[c={"Simulation" "x1" "x2" "x3"}]; append from Z4t;                                                                                                                                                                               close work.Treated4;                                                                                                                                                                                                                                             create work.Treated5 from Z5t[c={"Simulation" "x1" "x2" "x3"}]; append from Z5t;                                                                                                                                                                               close work.Treated5;                                                                                                                                                                                                                                             create work.Placebo1 from Z1p[c={"Simulation" "x1" "x2" "x3"}]; append from Z1p;                                                                                                                                                                               close work.Placebo1;                                                                                                                                                                                                                                             create work.Placebo2 from Z2p[c={"Simulation" "x1" "x2" "x3"}]; append from Z2p;                                                                                                                                                                               close work.Placebo2;                                                                                                                                                                                                                                             create work.Placebo3 from Z3p[c={"Simulation" "x1" "x2" "x3"}]; append from Z3p;                                                                                                                                                                               close work.Placebo3;                                                                                                                                                                                                                                             create work.Placebo4 from Z4p[c={"Simulation" "x1" "x2" "x3"}]; append from Z4p;                                                                                                                                                                               close work.Placebo4;                                                                                                                                                                                                                                             create work.Placebo5 from Z5p[c={"Simulation" "x1" "x2" "x3"}]; append from Z5p;                                                                                                                                                                               close work.Placebo5;                                                                                                                                                                                                                                           quit;                         ... 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