Date: Wed, 18 Apr 2007 09:19:26 -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: Genmod procedure
Content-Type: text/plain; charset=iso-8859-1
--- Kevin Roland Viel <kviel@EMORY.EDU> wrote:
> On Tue, 17 Apr 2007, Dale McLerran wrote:
> > Now, this does raise one other point about the use of likelihood
> > ratio tests for testing parameter constraints. You can only use
> > a likelihood ratio test to compare models which have exactly the
> > same set of response values!
> > What does this mean in practice? Suppose that you want to test
> > the null hypothesis H0:b3=0 where b3 is the parameter associated
> > with variable X3. Now, suppose that X3 has some missing values.
> > For ease of presentation, we will assume that the response and all
> > other predictors are fully observed. So, let's say that
> > 29 has a missing value for X3. Now, when X3 is included in the
> > model, observation 29 is not used to fit the model. If you do
> > not take care to exclude observation 29 when fitting the model
> > in which X3 has its effect fixed at zero (when X3 is dropped from
> > the MODEL statement), then you cannot use a likelihood ratio test
> > to compare the two models. You must make sure that you use the
> > same set of observations when fitting all models in order to
> > properly compute the likelihood ratio test statistic. You can
> > use a WHERE statement (or data step option) to excluded
> > for which X3 is missing when fitting the model which does not
> > include X3. Thus, to perform a likelihood ratio test for b3, you
> > would want to submit code something like the following:
> Thanks for pointing that out. My impression is that this is not
> known in my experience. I think it come to those that have a bit of
> data ranger in them :)
That is my impression, too. It is awfully easy to overlook the
need to make sure one uses the same response set in each model. I
wasn't certain whether to include all that verbiage in my response.
Thanks for your reply to confirm that it was warranted!
Fred Hutchinson Cancer Research Center
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