Date:         Tue, 24 Jan 2006 13:56:13 -0500
Reply-To:     Peter Flom <flom@NDRI.ORG>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Peter Flom <flom@NDRI.ORG>
Subject:      Another PROC MIXED question - marginal and conditional residuals
Content-Type: text/plain; charset=US-ASCII

Hello

With ODS graphics in PROC MIXED, SAS can produce studentized, marginal, and raw residuals, each can be conditional or marginal.

How do these relate to the assumptions of the model?

y = Xbeta + Zgamma + epsilon

E(gamma) = E(epsilon) = 0
V(gamma) = G
V(epsilon) = R

I understand that studentization and Pearsonization (if that's the word) are ways to standardize the raw numbers;
my question is more about the conditional vs. the marginal.  I see that  (on p. 2764 in the SAS STAT manuals)
r marginal _i = Y_i -x'_i*betahat
r conditional_i = r_mi  - z'_i*gammahat

this seems to me to suggest that the marginal residuals are somehow about G, and the conditional residuals about R.....but I am not at all sure.....

Thanks as always

Peter



Peter L. Flom, PhD
Assistant Director, Statistics and Data Analysis Core
Center for Drug Use and HIV Research
National Development and Research Institutes
71 W. 23rd St
http://cduhr.ndri.org
www.peterflom.com
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