LISTSERV at the University of Georgia
Menubar Imagemap
Home Browse Manage Request Manuals Register
Previous messageNext messagePrevious in topicNext in topicPrevious by same authorNext by same authorPrevious page (July 2002, week 5)Back to main SAS-L pageJoin or leave SAS-L (or change settings)ReplyPost a new messageSearchProportional fontNon-proportional font
Date:   Tue, 30 Jul 2002 12:55:49 -0700
Reply-To:   Dale McLerran <stringplayer_2@YAHOO.COM>
Sender:   "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:   Dale McLerran <stringplayer_2@YAHOO.COM>
Subject:   Re: Modeling heteroscedasticity with unequally spaced repeated measures
Comments:   To: Joël_Rivest <jrivest@CDPQINC.QC.CA>
In-Reply-To:   <1d3b3eb9.0207300929.5046f1a5@posting.google.com>
Content-Type:   text/plain; charset=us-ascii

Joël,

The first thought which came to mind when I read the description of your problem was that the heteroskedasticity could be dealt with if you employed a local nugget effect using a power of the mean. Of course, in addition to the heteroskedasticity, you have to account for the within animal correlation structure. Since the measurements are unequally spaced, a spatial covariance structure would seem appropriate. What I don't know is whether you can combine the two options local(mean) and sp(pow)(age). I would think that might not work. Have you considered a model for log(weight). If the variance is proportional to the mean, then log(weight) should have constant variance. Then all you would need to be concerned with is the within animal correlation structure. For that you could use the spatial covariance structure. Of course, if weight increased linearly with age, then log(weight) would not increase linearly with age. You probably want to work with the functional form in which the expectation is modeled appropriately whether that be employing weight or log(weight) as the response.

You could employ a weighted regression model employing weight 1/age to account for the heteroskedasticity. But that assumes that the variance does increase linearly with age. Is that in fact true? If the variance increases linearly with weight (such that a POM variance structure was appropriate) then weight would have to increase linearly with age alone (or at least age would have to be the dominant term affecting weight). How does animal gender affect animal weight? If animal gender has an effect on weight, then you might be misspecifying the variance structure if you only employ 1/age as a weight variable.

Here is a thought. How about weighting by the expected value of the mean using an iterative approach like that for the POM analysis? Initialize the weight variable to be 1/<animal weight>. Fit your regression model employing weight statement and spatial covariance structure and then compute expected animal weight. Update the weighting variable to be 1/<expected animal weight>. Keep iterating until some measure of convergence.

I do really think that you are on the right track. It is just that you do need to consider how the heteroskedasticity and correlation structures can be handled simultaneously.

Dale

--- Joël_Rivest <jrivest@CDPQINC.QC.CA> wrote: > Apology for my english writing. Hope I will be clear enough ;) > > I have repeated measures of weight on some 350 animals. I want to > investigate the effet of two factors, sex and breed, on the growth > curve. Random effects as pen, litter, sire, are specified in a random > statement. I want to modelise the effect of age on the weigth by a > polynomial. > > Some animals has 5 weight measures, others 6, 7, 8 or 9. These > measures are unequally spaced. Moreover the weight's variance shows a > signicant heteroscedasticity. I would like to have opinion about the > following possibilities and any relevant suggestions. The analysis > will be performed with Proc Mixed. > > - The covariance structure is modelled by using the SP(POW) structure > : > > repeated ageclass /type=sp(pow) (age) sub=animal; > > In that case, should I include lines with missing values for animals > having not 9 measures of weight? > > That structure allows to analyse unequally spaced repeated measures, > but not to modeled heteroscedasticity. > > > - The heteroscedasticity could be considered by specifying a WEIGHT > statement : > > WEIGHT ageinv; > > where ageinv is equal to 1/age; > > - The heteroscedasticity could be considered by including a second > REPEATED statement to represent the variance as a power of the mean : > > repeated /local=pom(mean) > > In that last case, the steps suggested in "Sas system for mixed > models, p.279" should be followed. > > > Any relevant comment of suggestion will be appreciate. > > Thanks > > Joël Rivest

===== --------------------------------------- Dale McLerran Fred Hutchinson Cancer Research Center mailto: dmclerra@fhcrc.org Ph: (206) 667-2926 Fax: (206) 667-5977 ---------------------------------------

__________________________________________________ Do You Yahoo!? Yahoo! Health - Feel better, live better http://health.yahoo.com


Back to: Top of message | Previous page | Main SAS-L page