Fits terms from a REML
fixed model in a Genstat regression (R.W. Payne).
Options
PRINT = string tokens |
Controls printed output (model , deviance , summary , estimates , correlations , fittedvalues , accumulated ); default mode , summ , esti , accu |
FACTORIAL = scalar |
Limit for expansion of terms; default 3 |
DENOMINATOR = string token |
Whether to base ratios in accumulated summary on rms from model with smallest residual ss or smallest residual ms (ss , ms ); default ss |
SELECTION = string tokens |
One or two criteria to be printed with the models (%variance , %ss , adjustedr2 , r2 , dispersion , aic , sic , bic ); default %var , aic , sic |
Parameter
TERMS = formula |
Fixed terms to be dropped |
Description
VRFIT is one of several procedures designed to improve the process of determining the appropriate fixed terms to include in a REML
analysis. (The others are VRADD
, VRDROP
, VRDISPLAY
, VRKEEP
, VRSETUP
, VRSWITCH
and VRTRY
.) They do this by a generalized regression analysis, with a weight matrix based on variances estimated from the original REML
analysis (with the full fixed model). You can use the mean square of the current model to assess each change as in ordinary regression. However, as this is a weighted regression, the mean square from the full fixed model is one. A convenient alternative might therefore be to use this mean square (of one), to assess the terms with the same measure of random variation as in analysis of variance. (Conversely, if you were to assess the fixed model by changing the fixed model in a sequence of VCOMPONENTS
commands, the fixed terms that are not fitted will be included in the random variation. This will then vary from fit to fit, making it difficult to reach a clear and consistent conclusion.) Having used these procedures to decide on the important fixed terms, you can use VPREDICT
to form predicted means.
Before fitting the terms, the VRSETUP
procedure must be called to make some checks, and initialize the regression by specifying a MODEL
command with the necessary weight matrix and a TERMS
command with the full fixed model. It also uses the WORKSPACE
directive to set up a Genstat workspace structure to store control information and results. VRFIT
will call VRSETUP
for you, if you have not done so already. The analysis will then be based on the most recent REML
analysis. To use an earlier analysis, you should call VRSETUP
yourself, setting its SAVE option set to the save structure of the required REML
analysis.
The terms to be fitted are specified by the TERMS
parameter, in a similar way to the FIT
directive. The FACTORIAL
option sets a limit (by default 3) on the number of factors and variates in each term. Terms containing more than that number are omitted.
The PRINT
option controls printed output as in the regression directives, except that some irrelevant settings are omitted. (For example, grid
is relevant only to the fitting of nonlinear models.) See VRDISPLAY
for more details.
The DENOMINATOR
option specifies how the residual is selected for the accumulated analysis of variance By default it is taken from the model with the smallest number of residual degrees of freedom. However, you can set DENOMINATOR=ms
to take it from the model with the smallest residual mean square.
The SELECTION
option specifies the statistics to be displayed in the summary of analysis as in the regression directives, except that again some irrelevant settings are omitted. See VRDISPLAY
for more details.
Options: PRINT
, FACTORIAL
, DENOMINATOR
, SELECTION
.
Parameter: TERMS
.
Method
VRFIT
calls the VRSETUP
procedure to initialize the regression, if this has not been done already. It then uses the directives FIT
and ADD
to fit the terms one at a time, storing the results in the workspace together with the denominator degrees of freedom for each term if available from the original REML
analysis. (It is the need to use the REML
denominator degrees of freedom regression for the terms, instead of the residual degrees of freedom from the regression, that prevents you from using the regression commands directly.) Finally, VRFIT
calls VRDISPLAY
to print the results.
Action with RESTRICT
Any restriction applied to vectors used in the REML
analysis will apply also to the results from VRFIT
.
See also
Directives: FIT
, REML
.
Procedures: VRADD
, VRDROP
, VRDISPLAY
, VRKEEP
, VRSETUP
, VRSWITCH
, VRTRY
, VALLSUBSETS
, VSCREEN
.
Commands for: REML analysis of linear mixed models.
Example
CAPTION 'VRFIT example',\ 'Example 5.3.6 from The Guide to Genstat, Part 2 Statistics';\ STYLE=meta,plain FACTOR [NVALUES=322; LEVELS=27] Dam & [NVALUES=322; LEVELS=18] Pup FACTOR [NVALUES=322; LEVELS=2; LABELS=!T('M','F')] Sex FACTOR [NVALUES=322; LEVELS=3; LABELS=!T('C','Low','High')] Dose VARIATE [NVALUES=322] Littersize,Weight OPEN '%GENDIR%/Examples/GuidePart2/Rats.dat'; CHANNEL=chan READ [CHANNEL=chan] Dose,Sex,Littersize,Dam,Pup,Weight; \ FREPRESENTATION=2(labels),4(levels) CLOSE chan VCOMPONENTS [FIXED=Littersize+Dose*Sex] RANDOM=Dam/Pup REML [PRINT=model,components,wald] Weight VRFIT [PRINT=estimates,accumulated] Littersize+Sex*Dose