User manual | The PLM Procedure (Chapter) SAS/STAT 12.3 User’s Guide

®
SAS/STAT 12.3 User’s Guide
The PLM Procedure
(Chapter)
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Chapter 69
The PLM Procedure
Contents
Overview: PLM Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5806
Basic Features . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5806
PROC PLM Contrasted with Other SAS Procedures . . . . . . . . . . . . . . . . . .
5807
Getting Started: PLM Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5808
Syntax: PLM Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5815
PROC PLM Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5816
CODE Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5820
EFFECTPLOT Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5820
ESTIMATE Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5821
FILTER Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5822
LSMEANS Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5824
LSMESTIMATE Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5825
SCORE Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5826
SHOW Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
SLICE Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5829
5830
TEST Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5831
WHERE Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5831
Details: PLM Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5833
BY Processing and the PLM Procedure . . . . . . . . . . . . . . . . . . . . . . . . .
5833
Analysis Based on Posterior Estimates . . . . . . . . . . . . . . . . . . . . . . . . .
5833
User-Defined Formats and the PLM Procedure . . . . . . . . . . . . . . . . . . . . .
5834
ODS Table Names . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5835
ODS Graphics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5836
Examples: PLM Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5837
Example 69.1: Scoring with PROC PLM . . . . . . . . . . . . . . . . . . . . . . . .
5837
Example 69.2: Working with Item Stores . . . . . . . . . . . . . . . . . . . . . . . .
5838
Example 69.3: Group Comparisons in an Ordinal Model . . . . . . . . . . . . . . . .
5841
Example 69.4: Posterior Inference for Binomial Data . . . . . . . . . . . . . . . . .
5843
Example 69.5: BY-Group Processing . . . . . . . . . . . . . . . . . . . . . . . . . .
5848
Example 69.6: Comparing Multiple B-Splines . . . . . . . . . . . . . . . . . . . . .
5853
Example 69.7: Linear Inference with Arbitrary Estimates . . . . . . . . . . . . . . .
5859
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5862
5806 F Chapter 69: The PLM Procedure
Overview: PLM Procedure
The PLM procedure performs postfitting statistical analyses for the contents of a SAS item store that was
previously created with the STORE statement in some other SAS/STAT procedure. An item store is a special
SAS-defined binary file format used to store and restore information with a hierarchical structure.
The statements available in the PLM procedure are designed to reveal the contents of the source item store
via the Output Delivery System (ODS) and to perform postfitting tasks such as the following:
testing hypotheses
computing confidence intervals
producing prediction plots
scoring a new data set
The use of item stores and PROC PLM enables you to separate common postprocessing tasks, such as
testing for treatment differences and predicting new observations under a fitted model, from the process of
model building and fitting. A numerically expensive model fitting technique can be applied once to produce
a source item store. The PLM procedure can then be called multiple times and the results of the fitted model
analyzed without incurring the model fitting expenditure again.
The PLM procedure offers the most advanced postprocessing techniques available in SAS/STAT software.
These techniques include step-down multiplicity adjustments for p-values, F tests with order restrictions,
analysis of means (ANOM), and sampling-based linear inference based on Bayes posterior estimates.
The following procedures support the STORE statement for the generation of item stores that can be processed with the PLM procedure: GENMOD, GLIMMIX, GLM, GLMSELECT, LIFEREG, LOGISTIC,
MIXED, ORTHOREG, PHREG, PROBIT, SURVEYLOGISTIC, SURVEYPHREG, and SURVEYREG.
The RELIABILITY procedure in SAS/QC software also supports the STORE statement. For details about
the STORE statement, see the section “STORE Statement” on page 501 of Chapter 19, “Shared Concepts
and Topics.”
Basic Features
The PLM procedure, unlike most SAS/STAT procedures, does not operate primarily on an input data set.
Instead, the procedure requires you to specify an item store with the RESTORE= option in the PROC PLM
statement. The item store contains the necessary information and context about the statistical model that
was fit when the store was created. SAS data sets are used only to provide input information in some
circumstances. For example, when scoring a data set or when computing least squares means with specially
defined population margins. In other words, instead of reading raw data and fitting a model, the PLM
procedure reads the results of a model having been fit.
In order to interact with the item store and to reveal its contents, the PLM procedure supports the SHOW
statement which converts item store information into standard ODS tables for viewing and further processing.
PROC PLM Contrasted with Other SAS Procedures F 5807
The PLM procedure is sensitive to the contents of the item store. For example, if a BAYES statement was
in effect when the item store was created, the posterior parameter estimates are saved to the item store so
that the PLM procedure can perform postprocessing tasks by taking the posterior distribution of estimable
functions into account. As another example, for item stores that are generated by a mixed model procedure
using the Satterthwaite or Kenward-Roger (Kenward and Roger 1997) degrees-of-freedom method, these
methods continue to be available when the item store contents are processed with the PLM procedure.
Because the PLM procedure does not read data and does not fit a model, the processing time of this procedure is usually considerably less than the processing time of the procedure that generates the item store.
PROC PLM Contrasted with Other SAS Procedures
In contrast to other analytic procedures in SAS/STAT software, the PLM procedure does not use an input
data set. Instead, it retrieves information from an item store.
Some of the statements in the PLM procedure are also available as postprocessing statements in other
procedures. Table 69.1 lists SAS/STAT procedures that support the same postprocessing statements as
PROC PLM does.
Table 69.1 SAS/STAT Procedures with Postprocessing Statements Similar to PROC PLM
GENMOD
GLIMMIX
GLM
LIFEREG
LOGISTIC
MIXED
ORTHOREG
PHREG
PROBIT
SURVEYLOGISTIC
SURVEYPHREG
SURVEYREG
EFFECTPLOT
ESTIMATE
LSMEANS
LSMESTIMATE
SLICE
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
p
TEST
p
p
p
p
p
p
p
p
p
p
Table entries marked with indicate procedures that support statements with the same functionality as in
p
PROC PLM. Those entries marked with indicate procedures that support statements with same names
but different syntaxes from PROC PLM. You can find the most comprehensive set of features for these
statements in the PLM procedure. For example, the LSMEANS statement is available in all of the listed
procedures. For example, the ESTIMATE statement available in the GENMOD, GLIMMIX, GLM and
MIXED procedures does not support all options that PROC PLM supports, such as multiple rows and
multiplicity adjustments.
The WHERE statement in other procedures enables you to conditionally select a subset of the observations
from the input data set so that the procedure processes only the observations that meet the specified conditions. Since the PLM procedure does not use an input data set, the WHERE statement in the PLM procedure
has different functionality. If the item store contains information about BY groups—that is, a BY statement
5808 F Chapter 69: The PLM Procedure
was in effect when the item store was created—you can use the WHERE statement to select specific BY
groups for the analysis. You can also use the FILTER statement in the PLM procedure to filter results from
the ODS output and output data sets.
Getting Started: PLM Procedure
The following DATA step creates a data set from a randomized block experiment with a factorial treatment
structure of factors A and B:
data BlockDesign;
input block a b y
datalines;
1 1 1 56 1 1 2
1 2 1 50 1 2 2
1 3 1 39 1 3 2
2 1 1 30 2 1 2
2 2 1 36 2 2 2
2 3 1 33 2 3 2
3 1 1 32 3 1 2
3 2 1 31 3 2 2
3 3 1 15 3 3 2
4 1 1 30 4 1 2
4 2 1 35 4 2 2
4 3 1 17 4 3 2
;
@@;
41
36
35
25
28
30
24
27
19
25
30
18
The GLM procedure is used in the following statements to fit the model and to create a source item store for
the PLM procedure:
proc glm
class
model
store
run;
data=BlockDesign;
block a b;
y = block a b a*b / solution;
sasuser.BlockAnalysis / label='PLM: Getting Started';
The CLASS statement identifies the variables Block, A, and B as classification variables. The MODEL
statement specifies the response variable and the model effects. The block effect models the design effect,
and the a, b, and a*b effects model the factorial treatment structure. The STORE statement requests that
the context and results of this analysis be saved to an item store named sasuser.BlockAnalysis. Because the
SASUSER library is specified as the library name of the item store, the store will be available after the SAS
session completes. The optional label in the STORE statement identifies the store in subsequent analyses
with the PLM procedure.
Note that having BlockDesign as the name of the output store would not create a conflict with the input data
set name, because data sets and item stores are saved as files of different types.
Figure 69.1 displays the results from the GLM procedure. The “Class Level Information” table shows the
number of levels and their values for the three classification variables. The “Parameter Estimates” table
shows the estimates and their standard errors along with t tests.
Getting Started: PLM Procedure F 5809
Figure 69.1 Class Variable Information, Fit Statistics, and Parameter Estimates
The GLM Procedure
Class Level Information
Levels
block
4
1 2 3 4
a
3
1 2 3
b
2
1 2
Coeff Var
Root MSE
y Mean
0.848966
15.05578
4.654747
30.91667
Estimate
1
2
3
4
1
2
3
1
2
1
1
2
2
3
3
Values
R-Square
Parameter
Intercept
block
block
block
block
a
a
a
b
b
a*b
a*b
a*b
a*b
a*b
a*b
Class
1
2
1
2
1
2
20.41666667
17.00000000
4.50000000
-1.16666667
0.00000000
3.25000000
4.75000000
0.00000000
0.50000000
0.00000000
7.75000000
0.00000000
7.25000000
0.00000000
0.00000000
0.00000000
B
B
B
B
B
B
B
B
B
B
B
B
B
B
B
B
Standard
Error
t Value
Pr > |t|
2.85043856
2.68741925
2.68741925
2.68741925
.
3.29140294
3.29140294
.
3.29140294
.
4.65474668
.
4.65474668
.
.
.
7.16
6.33
1.67
-0.43
.
0.99
1.44
.
0.15
.
1.66
.
1.56
.
.
.
<.0001
<.0001
0.1148
0.6704
.
0.3391
0.1695
.
0.8813
.
0.1167
.
0.1402
.
.
.
The following statements invoke the PLM procedure and use sasuser.BlockAnalysis as the source item
store:
proc plm restore=sasuser.BlockAnalysis;
run;
These statements produce Figure 69.2. The “Store Information” table displays information that is gleaned
from the source item store. For example, the store was created by the GLM procedure at the indicated time
and date, and the input data set for the analysis was WORK.BLOCKDESIGN. The label used earlier in the
STORE statement of the GLM procedure also appears as a descriptor in Figure 69.2.
5810 F Chapter 69: The PLM Procedure
Figure 69.2 Default Information
The PLM Procedure
Store Information
Item Store
Label
Data Set Created From
Created By
Date Created
Response Variable
Class Variables
Model Effects
SASUSER.BLOCKANALYSIS
PLM: Getting Started
WORK.BLOCKDESIGN
PROC GLM
13JUN12:12:33:28
y
block a b
Intercept block a b a*b
Class Level Information
Class
Levels
block
a
b
4
3
2
Values
1 2 3 4
1 2 3
1 2
The “Store Information” table also echoes partial information about the variables and model effects that are
used in the analysis. The “Class Level Information” table is produced by the PLM procedure by default
whenever the model contains effects that depend on CLASS variables.
The following statements request a display of the fit statistics and the parameter estimates from the source
item store and a test of the treatment main effects and their interactions:
proc plm restore=sasuser.BlockAnalysis;
show fit parms;
test a b a*b;
run;
The statements produce Figure 69.3. Notice that the estimates and standard errors in the “Parameter Estimates” table agree with the results displayed earlier by the GLM procedure, except for small differences in
formatting.
Figure 69.3 Fit Statistics, Parameter Estimates, and Tests of Effects
The PLM Procedure
Fit Statistics
MSE
Error df
21.66667
15
Getting Started: PLM Procedure F 5811
Figure 69.3 continued
Parameter Estimates
Effect
Intercept
block
block
block
block
a
a
a
b
b
a*b
a*b
a*b
a*b
a*b
a*b
block
a
b
Estimate
Standard
Error
1
2
1
2
1
2
1
2
20.4167
17.0000
4.5000
-1.1667
0
3.2500
4.7500
0
0.5000
0
7.7500
0
7.2500
0
0
0
2.8504
2.6874
2.6874
2.6874
.
3.2914
3.2914
.
3.2914
.
4.6547
.
4.6547
.
.
.
1
2
3
4
1
2
3
1
1
2
2
3
3
Type III Tests of Model Effects
Effect
a
b
a*b
Num
DF
Den
DF
F Value
Pr > F
2
1
2
15
15
15
7.54
8.38
1.74
0.0054
0.0111
0.2097
Since the main effects, but not the interaction are significant in this experiment, the subsequent analysis
focuses on the main effects, in particular on the effect of variable A.
The following statements request the least squares means of the A effect along with their pairwise differences:
proc plm restore=sasuser.BlockAnalysis seed=3;
lsmeans
a
/ diff;
lsmestimate a -1 1,
1 1 -2 / uppertailed ftest;
run;
The LSMESTIMATE statement tests two linear combinations of the A least squares means: equality of
the first two levels and whether the sum of the first two level effects equals twice the effect of the third
level. The FTEST option in the LSMESTIMATE statement requests a joint F test for this two-row contrast.
The UPPERTAILED option requests that the F test also be carried out under one-sided order restrictions.
Since F tests under order restrictions (chi-bar-square statistic) require a simulation-based approach for the
calculation of p-values, the random number stream is initialized with a seed value through the SEED= option
in the PROC PLM statement.
The results of the LSMEANS and the LSMESTIMATE statement are shown in Figure 69.4.
5812 F Chapter 69: The PLM Procedure
Figure 69.4 LS-Means Related Inference for A Effect
The PLM Procedure
a Least Squares Means
a
Estimate
Standard
Error
DF
t Value
Pr > |t|
1
2
3
32.8750
34.1250
25.7500
1.6457
1.6457
1.6457
15
15
15
19.98
20.74
15.65
<.0001
<.0001
<.0001
Differences of a Least Squares Means
a
_a
Estimate
Standard
Error
DF
t Value
Pr > |t|
1
1
2
2
3
3
-1.2500
7.1250
8.3750
2.3274
2.3274
2.3274
15
15
15
-0.54
3.06
3.60
0.5991
0.0079
0.0026
Least Squares Means Estimates
Effect
Label
Estimate
Standard
Error
DF
t Value
Tails
Pr > t
a
a
Row 1
Row 2
1.2500
15.5000
2.3274
4.0311
15
15
0.54
3.85
Upper
Upper
0.2995
0.0008
F Test for Least Squares Means Estimates
Effect
a
Num
DF
Den
DF
F Value
2
15
7.54
Pr > F
ChiBar
Sq
Value
Pr >
ChiBarSq
0.0054
15.07
0.0001
The least squares means for the three levels of variable A are 32.875, 34.125, and 25.75. The differences
between the third level and the first and second levels are statistically significant at the 5% level (p-values
of 0.0079 and 0.0026, respectively). There is no significant difference between the first two levels. The
first row of the “Least Squares Means Estimates” table also displays the difference between the first two
levels of factor A. Although the (absolute value of the) estimate and its standard error are identical to those
in the “Differences of a Least Squares Means” table, the p-values do not agree because one-sided tests were
requested in the LSMESTIMATE statement.
The “F Test” table in Figure 69.4 shows the two degree-of-freedom test for the linear combinations of the
LS-means. The F value of 7.54 with p-value of 0.0054 represents the usual (two-sided) F test. Under the
one-sided right-tailed order restriction imposed by the UPPERTAILED option, the ChiBarSq value of 15.07
represents the observed value of the chi-bar-square statistic of Silvapulle and Sen (2004). The associated
p-value of 0.0001 was obtained by simulation.
Getting Started: PLM Procedure F 5813
Now suppose that you are interested in analyzing the relationship of the interaction cell means. (Typically
this would not be the case in this example since the a*b interaction is not significant; see Figure 69.3.)
The SLICE statement in the following PROC PLM run produces an F test of equality and all pair-wise
differences of the interaction means for the subset (partition) where variable B is at level ‘1’. With ODS
Graphics enabled, the pairwise differences are displayed in a diffogram.
ods graphics on;
proc plm restore=sasuser.BlockAnalysis;
slice a*b / sliceby(b='1') diff;
run;
ods graphics off;
The results are shown in Figure 69.5. Since variable A has three levels, the test of equality of the A means
at level ‘1’ of B is a two-degree comparison. This comparison is statistically significant (p-value equals
0.0040). You can conclude that the three levels of A are not the same for the first level of B.
Figure 69.5 Results from Analyzing an Interaction Partition
The PLM Procedure
F Test for a*b Least Squares Means Slice
Slice
b 1
Num
DF
Den
DF
F Value
Pr > F
2
15
8.18
0.0040
Simple Differences of a*b Least Squares Means
Slice
a
_a
b 1
b 1
b 1
1
1
2
2
3
3
Estimate
Standard
Error
DF
t Value
Pr > |t|
-1.0000
11.0000
12.0000
3.2914
3.2914
3.2914
15
15
15
-0.30
3.34
3.65
0.7654
0.0045
0.0024
The table of “Simple Differences” was produced by the DIFF option in the SLICE statement. As is the case
with the marginal comparisons in Figure 69.4, there are significant differences against the third level of A if
variable B is held fixed at ‘1’.
Figure 69.6 shows the diffogram that displays the three pairwise least squares mean differences and their
significance. Each line segment corresponds to a comparison. It centers at the least squares means in the
pair with its length corresponding to the projected width of a confidence interval for the difference. If the
variable B is held fixed at ‘1’, both the first two levels are significantly different from the third level, but the
difference between the first and the second level is not significant.
5814 F Chapter 69: The PLM Procedure
Figure 69.6 LS-Means Difference Diffogram
Syntax: PLM Procedure F 5815
Syntax: PLM Procedure
The following statements are available in the PLM procedure:
PROC PLM RESTORE=item-store-specification < options > ;
CODE < options > ;
EFFECTPLOT < plot-type < (plot-definition-options) > > < / options > ;
ESTIMATE < ‘label’ > estimate-specification < (divisor =n) >
< , . . . < ‘label’ > estimate-specification < (divisor =n) > > < / options > ;
FILTER expression ;
LSMEANS < model-effects > < / options > ;
LSMESTIMATE model-effect < ‘label’ > values < divisor =n >
< , . . . < ‘label’ > values < divisor =n > > < / options > ;
SCORE DATA=SAS-data-set < OUT=SAS-data-set >
< keyword< =name > > . . .
< keyword< =name > > < / options > ;
SHOW options ;
SLICE model-effect < / options > ;
TEST < model-effects > < / options > ;
WHERE expression ;
With the exception of the PROC PLM statement and the FILTER statement, any statement can appear
multiple times and in any order. The default order in which the statements are processed by the PLM
procedure depends on the specification in the item store and can be modified with the STMTORDER=
option in the PROC PLM statement.
In contrast to many other SAS/STAT modeling procedures, the PLM procedure does not have common
modeling statements such as the CLASS and MODEL statements. This is because the information about
classification variables and model effects is contained in the source item store that is passed to the procedure
in the PROC PLM statement. All subsequent statements are checked for consistency with the stored model.
For example, the statement
lsmeans c / diff;
is detected as not valid unless one of the following conditions was true at the time when the source store
was created:
The effect C was used in the model.
C was specified in the CLASS statement.
The CLASS variables in the model had a GLM parameterization.
The FILTER, SCORE, SHOW, and WHERE statements are described in full after the PROC PLM statement
in alphabetical order. The CODE EFFECTPLOT, ESTIMATE, LSMEANS, LSMESTIMATE, SLICE, and
TEST statements are also used by many other procedures. Summary descriptions of functionality and
syntax for these statements are also given after the PROC PLM statement in alphabetical order, but full
documentation about them is available in Chapter 19, “Shared Concepts and Topics.”
5816 F Chapter 69: The PLM Procedure
PROC PLM Statement
PROC PLM RESTORE=item-store-specification < options > ;
The PROC PLM statement invokes the PLM procedure. The RESTORE= option with item-storespecification is required. Table 69.2 summarizes the options available in the PROC PLM statement.
Table 69.2 PROC PLM Statement Options
Option
Basic Options
RESTORE=
SEED=
STMTORDER=
FORMAT=
WHEREFORMAT
Description
Specifies the source item store for processing
Specifies the random number seed
Affects the order in which statements are grouped during processing
Specifies how the PLM procedure handles user-defined formats
Specifies the constants (literals) in terms of the formatted values of the BY
variables
Computational Options
ALPHA=
Specifies the nominal significance level
DDFMETHOD=
Specifies the method for determining denominator degrees of freedom
PERCENTILES=
Supplies a list of percentiles for the construction of HPD intervals
Displayed Output
MAXLEN=
NOCLPRINT
NOINFO
NOPRINT
PLOT
Determines the maximum length of informational strings
Suppresses the display of the “Class Level Information” table
Suppresses the display of the “Store Information” table
Suppresses tabular and graphical output
Controls the plots produced through ODS Graphics
Singularity Tolerances
ESTEPS=
Specifies the tolerance value used in determining the estimability of linear
functions
SINGCHOL=
Tunes the singularity criterion in Cholesky decompositions
SINGRES=
Sets the tolerance for which the residual variance or scale parameter is
considered to be zero
SINGULAR=
Tunes the general singularity criterion
ZETA=
Tunes the sensitivity in forming Type III functions
You can specify the following options:
ALPHA=˛
specifies the nominal significance level for multiplicity corrections and for the construction of confidence intervals. The value of ˛ must be between 0 and 1. The default is the value specified in the
source item store, or 0.05 if the item store does not provide a value. The confidence level based on ˛
is 1 ˛.
PROC PLM Statement F 5817
DDFMETHOD=RESIDUAL | RES | ERROR
DDFMETHOD=NONE
DDFMETHOD=KENROG | KR | KENWARDROGER
DDFMETHOD=SATTERTH | SAT | SATTERTHWAITE
specifies the method for determining denominator degrees of freedom for tests and confidence intervals. The default degree-of-freedom method is determined by the contents of the item store. You can
override the default to some extent with the DDFMETHOD= option.
If you choose DDFMETHOD=NONE, then infinite denominator degrees of freedom are assumed for
tests and confidence intervals. This essentially produces z tests and intervals instead of t tests and
intervals and chi-square tests instead of F tests.
The KENWARDROGER and SATTERTHWAITE methods require that the source item store contain
information about these methods. This information is currently available for item stores that were
created with the MIXED or GLIMMIX procedures when the appropriate DDFM= option was in
effect.
ESTEPS=
specifies the tolerance value used in determining the estimability of linear functions. The default
value is determined by the contents of the source item store; it is usually 1E–4.
FORMAT=NOLOAD | RELOAD
specifies how the PLM procedure handles user-defined formats, which are not permanent. When the
item store is created, user-defined formats are stored. When the PLM procedure opens an item store, it
uses this option as follows. If FORMAT=RELOAD (the default), the stored formats are loaded again
from the item store and formats that already exist in your SAS session are replaced by the reloaded
formats. If FORMAT=NOLOAD, stored formats are not loaded from the item store and existing
formats are not replaced.
With FORMAT=NOLOAD, you prevent the PLM procedure from reloading the format from the item
store. As a consequence, PLM statements might fail if a format was present at the item store creation
and is not available in your SAS session. Also, if you modify the format that was used in the item
store creation and use FORMAT=NOLOAD, you might obtain unexpected results because levels of
classification variables are remapped.
The “Class Level Information” table always displays the formatted values of classification variables
that were used in fitting the model, regardless of the FORMAT= option. For more details about using
formats with the PLM procedure, see “User-Defined Formats and the PLM Procedure” on page 5834.
MAXLEN=n
determines the maximum length of informational strings in the “Store Information” table. This table
displays, for example, lists of classification or BY variables and lists of model effects. The value of
n determines the truncation length for these strings. The minimum and maximum values for n are 20
and 256, respectively. The default is n = 100.
NOCLPRINT< =number >
suppresses the display of the “Class Level Information” table if you do not specify number. If you
specify number, only levels with totals that are less than number are listed in the table. The PLM
procedure produces the “Class Level Information” table by default when the model contains effects
that depend on classification variables.
5818 F Chapter 69: The PLM Procedure
NOINFO
suppresses the display of the “Store Information” table.
NOPRINT
suppresses the generation of tabular and graphical output. When the NOPRINT option is in effect,
ODS tables are also not produced.
PERCENTILES=value-list
PERCENTILE=value-list
supplies a list of percentiles for the construction of highest posterior density (HPD) intervals when
the PLM procedure performs a sampling-based analysis (for example, when processing an item store
that contains posterior parameter estimates from a Bayesian analysis). The default set of percentiles
depends on the contents of the source item store; it is typically PERCENTILES=25, 50, 75. The
entries in value-list must be strictly between 0 and 100.
PLOTS < (global-plot-option) > < =specific-plot-options >
controls the plots produced through ODS Graphics. ODS Graphics must be enabled before plots can
be requested. For example:
ods graphics on;
proc plm plots=all;
lsmeans a/diff;
run;
ods graphics off;
For more information about enabling and disabling ODS Graphics, see the section “Enabling and
Disabling ODS Graphics” on page 600 in Chapter 21, “Statistical Graphics Using ODS.”
Global Plot Option
The following global-plot-option applies to all plots produced by PROC PLM.
UNPACKPANEL
UNPACK
suppresses paneling. (By default, multiple plots can appear in some output panels.) Specify
UNPACK to display each plot separately.
Specific Plot Options
You can specify the following specific-plot-options:
ALL
requests that all the appropriate plots be produced.
PROC PLM Statement F 5819
NONE
suppresses all plots.
SEED=number
specifies the random number seed for analyses that depend on a random number stream. You can also
specify the random number seed through some PLM statements (for example, through the SEED=
options in the ESTIMATE, LSMEANS, and LSMESTIMATE statements). However, note that there
is only a single random number stream per procedure run. Specifying the SEED= option in the PROC
PLM statement initializes the stream for all subsequent statements. If you do not specify a random
number seed, the source item store might supply one for you. If a seed is in effect when the PLM
procedure opens the source store, the “Store Information” table displays its value.
If the random number seed is less than or equal to zero, the seed is generated from reading the time
of day from the computer clock and a log message indicates the chosen seed value.
SINGCHOL=number
tunes the singularity criterion in Cholesky decompositions. The default value depends on the contents
of the source item store. The default value is typically 1E4 times the machine epsilon; this product is
approximately 1E–12 on most computers.
SINGRES=number
sets the tolerance for which the residual variance or scale parameter is considered to be zero. The
default value depends on the contents of the source item store. The default value is typically 1E4
times the machine epsilon; this product is approximately 1E–12 on most computers.
SINGULAR=number
tunes the general singularity criterion applied by the PLM procedure in divisions and inversions. The
default value used by the PLM procedure depends on the contents of the item store. The default value
is typically 1E4 times the machine epsilon; this product is approximately 1E–12 on most computers.
RESTORE=item-store-specification
specifies the source item store for processing. This option is required because, in contrast to SAS data
sets, there is no default item store. An item-store-specification consists of a one- or two-level name
as with SAS data sets. As with data sets, the default library association of an item store is with the
WORK library, and any stores created in this library are deleted when the SAS session concludes.
STMTORDER=SYNTAX | GROUP
STMT=SYNTAX | GROUP
affects the order in which statements are grouped during processing. The default behavior depends
on the contents of the source item store and can be modified with the STMTORDER= option. If
STMTORDER=SYNTAX is in effect, the statements are processed in the order in which they appear.
Note that this precludes the hierarchical grouping of ODS objects. If STMTORDER=GROUP is in
effect, the statements are processed in groups and in the following order: SHOW, TEST, LSMEANS,
SLICE, LSMESTIMATE, ESTIMATE, SCORE, EFFECTPLOT, and CODE.
WHEREFORMAT
specifies that the constants (literals) specified in WHERE expressions for group selection are in terms
of the formatted values of the BY variables. By default, WHERE expressions are specified in terms
of the unformatted (raw) values of the BY variables, as in the SAS DATA step.
5820 F Chapter 69: The PLM Procedure
ZETA=number
tunes the sensitivity in forming Type III functions. Any element in the estimable function basis with
an absolute value less than number is set to 0. The default depends on the contents of the source item
store; it usually is 1E–8.
CODE Statement
CODE < options > ;
The CODE statement enables you to write SAS DATA step code for computing predicted values of the fitted
model either to a file or to a catalog entry. This code can then be included in a DATA step to score new data.
Table 69.3 summarizes the options available in the CODE statement.
Table 69.3 CODE Statement Options
Option
Description
CATALOG=
DUMMIES
ERROR
FILE=
FORMAT=
GROUP=
IMPUTE
Names the catalog entry where the generated code is saved
Retains the dummy variables in the data set
Computes the error function
Names the file where the generated code is saved
Specifies the numeric format for the regression coefficients
Specifies the group identifier for array names and statement labels
Imputes predicted values for observations with missing or invalid
covariates
Specifies the line size of the generated code
Specifies the algorithm for looking up CLASS levels
Computes residuals
LINESIZE=
LOOKUP=
RESIDUAL
For details about the syntax of the CODE statement, see the section “CODE Statement” on page 390 in
Chapter 19, “Shared Concepts and Topics.”
EFFECTPLOT Statement
EFFECTPLOT < plot-type < (plot-definition-options) > > < / options > ;
The EFFECTPLOT statement produces a display of the fitted model and provides options for changing and
enhancing the displays. Table 69.4 describes the available plot-types and their plot-definition-options.
ESTIMATE Statement F 5821
Table 69.4 Plot-Types and Plot-Definition-Options
Plot-Type and Description
Plot-Definition-Options
BOX
Displays a box plot of continuous response data at
each level of a CLASS effect, with predicted values
superimposed and connected by a line. This is an
alternative to the INTERACTION plot-type.
PLOTBY= variable or CLASS effect
X= CLASS variable or effect
CONTOUR
Displays a contour plot of predicted values against
two continuous covariates.
PLOTBY= variable or CLASS effect
X= continuous variable
Y= continuous variable
FIT
Displays a curve of predicted values versus a
continuous variable.
PLOTBY= variable or CLASS effect
X= continuous variable
INTERACTION
Displays a plot of predicted values (possibly with
error bars) versus the levels of a CLASS effect. The
predicted values are connected with lines and can be
grouped by the levels of another CLASS effect.
PLOTBY= variable or CLASS effect
SLICEBY= variable or CLASS effect
X= CLASS variable or effect
SLICEFIT
Displays a curve of predicted values versus a
continuous variable grouped by the levels of a
CLASS effect.
PLOTBY= variable or CLASS effect
SLICEBY= variable or CLASS effect
X= continuous variable
For full details about the syntax and options of the EFFECTPLOT statement, see the section “EFFECTPLOT
Statement” on page 411 in Chapter 19, “Shared Concepts and Topics.”
ESTIMATE Statement
ESTIMATE < ‘label’ > estimate-specification < (divisor =n) >
< , . . . < ‘label’ > estimate-specification < (divisor =n) > >
< / options > ;
The ESTIMATE statement provides a mechanism for obtaining custom hypothesis tests. Estimates are
formed as linear estimable functions of the form Lˇ. You can perform hypothesis tests for the estimable
functions, construct confidence limits, and obtain specific nonlinear transformations.
Table 69.5 summarizes the options available in the ESTIMATE statement.
5822 F Chapter 69: The PLM Procedure
Table 69.5 ESTIMATE Statement Options
Option
Description
Construction and Computation of Estimable Functions
DIVISOR=
Specifies a list of values to divide the coefficients
NOFILL
Suppresses the automatic fill-in of coefficients for higher-order effects
SINGULAR=
Tunes the estimability checking difference
Degrees of Freedom and p-values
ADJUST=
Determines the method for multiple comparison adjustment of estimates
ALPHA=˛
Determines the confidence level (1 ˛)
LOWER
Performs one-sided, lower-tailed inference
STEPDOWN
Adjusts multiplicity-corrected p-values further in a step-down
fashion
TESTVALUE=
Specifies values under the null hypothesis for tests
UPPER
Performs one-sided, upper-tailed inference
Statistical Output
CL
CORR
COV
E
JOINT
PLOTS=
SEED=
Constructs confidence limits
Displays the correlation matrix of estimates
Displays the covariance matrix of estimates
Prints the L matrix
Produces a joint F or chi-square test for the estimable functions
Requests ODS statistical graphics if the analysis is sampling-based
Specifies the seed for computations that depend on random
numbers
Generalized Linear Modeling
CATEGORY=
Specifies how to construct estimable functions with multinomial
data
EXP
Exponentiates and displays estimates
ILINK
Computes and displays estimates and standard errors on the inverse linked scale
For details about the syntax of the ESTIMATE statement, see the section “ESTIMATE Statement” on
page 437 in Chapter 19, “Shared Concepts and Topics.”
FILTER Statement
FILTER expression ;
The FILTER statement enables you to filter the results of the PLM procedure, specifically the contents of
ODS tables and the output data sets. There can be at most one FILTER statement per PROC PLM run, and
the filter is applied to all BY groups and to all queries generated through WHERE expressions.
FILTER Statement F 5823
A filter expression follows the same pattern as a where-expression in the WHERE statement. The expressions consist of operands and operators. For more information about specifying where-expressions, see the
WHERE statement for the PLM procedure and SAS Language Reference: Concepts.
Valid keywords for the formation of operands in the FILTER statement are shown in Table 69.6.
Table 69.6 Keywords for Filtering Results
Keyword
Description
Prob
ProbChi
ProbF
ProbT
AdjP
Estimate
Pred
Resid
Std
Mu
Regular (unadjusted) p-values from t, F, or chi-square tests
Regular (unadjusted) p-values from chi-square tests
Regular (unadjusted) p-values from F tests
Regular (unadjusted) p-values from t tests
Adjusted p-values
Results displayed in “Estimates” column of ODS tables
Predicted values in SCORE output data sets
Residuals in SCORE output data sets.
Standard errors in ODS tables and in SCORE results
Results displayed in the “Mean” column of ODS tables (this column is typically produced by the ILINK option)
The value of the usual t statistic
The value of the usual F statistic
The value of the chi-square statistic
The value of the test statistic (a generic keyword for the ‘tValue’,
‘FValue’, and ‘Chisq’ tokens)
The lower confidence limit displayed in ODS tables
The upper confidence limit displayed in ODS tables
The adjusted lower confidence limit displayed in ODS tables
The adjusted upper confidence limit displayed in ODS tables
The lower confidence limit for the mean displayed in ODS tables
The upper confidence limit for the mean displayed in ODS tables
The adjusted lower confidence limit for the mean displayed in
ODS tables
The adjusted upper confidence limit for the mean displayed in
ODS tables
tValue
FValue
Chisq
testStat
Lower
Upper
AdjLower
AdjUpper
LowerMu
UpperMu
AdjLowerMu
AdjUpperMu
When you write filtering expressions, be advised that filtering variables that are not used in the results
are typically set to missing values. For example, the following statements select all results (filter nothing)
because no adjusted p-values are computed:
proc plm restore=MyStore;
lsmeans a / diff;
filter adjp < 0.05;
run;
If the adjusted p-values are set to missing values, the condition adjp < 0.05 is true in each case (missing
values always compare smaller than the smallest nonmissing value).
5824 F Chapter 69: The PLM Procedure
See “Example 69.6: Comparing Multiple B-Splines” on page 5853 for an example of using the FILTER
statement.
Filtering results has no affect on the item store contents that are displayed with the SHOW statement. However, BY-group selection with the WHERE statement can limit the amount of information that is displayed
by the SHOW statements.
LSMEANS Statement
LSMEANS < model-effects > < / options > ;
The LSMEANS statement computes and compares least squares means (LS-means) of fixed effects. LSmeans are predicted population margins—that is, they estimate the marginal means over a balanced population. In a sense, LS-means are to unbalanced designs as class and subclass arithmetic means are to balanced
designs.
Table 69.7 summarizes the options available in the LSMEANS statement.
Table 69.7
Option
LSMEANS Statement Options
Description
Construction and Computation of LS-Means
AT
Modifies the covariate value in computing LS-means
BYLEVEL
Computes separate margins
DIFF
Requests differences of LS-means
OM=
Specifies the weighting scheme for LS-means computation as determined by the input data set
SINGULAR=
Tunes estimability checking
Degrees of Freedom and p-values
ADJUST=
Determines the method for multiple-comparison adjustment of LSmeans differences
ALPHA=˛
Determines the confidence level (1 ˛)
STEPDOWN
Adjusts multiple-comparison p-values further in a step-down
fashion
Statistical Output
CL
CORR
COV
E
LINES
MEANS
PLOTS=
SEED=
Constructs confidence limits for means and mean differences
Displays the correlation matrix of LS-means
Displays the covariance matrix of LS-means
Prints the L matrix
Produces a “Lines” display for pairwise LS-means differences
Prints the LS-means
Requests graphs of means and mean comparisons
Specifies the seed for computations that depend on random
numbers
LSMESTIMATE Statement F 5825
Table 69.7 continued
Option
Description
Generalized Linear Modeling
EXP
Exponentiates and displays estimates of LS-means or LS-means
differences
ILINK
Computes and displays estimates and standard errors of LS-means
(but not differences) on the inverse linked scale
ODDSRATIO
Reports (simple) differences of least squares means in terms of
odds ratios if permitted by the link function
For details about the syntax of the LSMEANS statement, see the section “LSMEANS Statement” on
page 453 in Chapter 19, “Shared Concepts and Topics.”
LSMESTIMATE Statement
LSMESTIMATE model-effect < ‘label’ > values < divisor =n >
< , . . . < ‘label’ > values < divisor =n > >
< / options > ;
The LSMESTIMATE statement provides a mechanism for obtaining custom hypothesis tests among least
squares means.
Table 69.8 summarizes the options available in the LSMESTIMATE statement.
Table 69.8 LSMESTIMATE Statement Options
Option
Description
Construction and Computation of LS-Means
AT
Modifies covariate values in computing LS-means
BYLEVEL
Computes separate margins
DIVISOR=
Specifies a list of values to divide the coefficients
OM=
Specifies the weighting scheme for LS-means computation as determined by a data set
SINGULAR=
Tunes estimability checking
Degrees of Freedom and p-values
ADJUST=
Determines the method for multiple-comparison adjustment of LSmeans differences
ALPHA=˛
Determines the confidence level (1 ˛)
LOWER
Performs one-sided, lower-tailed inference
STEPDOWN
Adjusts multiple-comparison p-values further in a step-down fashion
TESTVALUE=
Specifies values under the null hypothesis for tests
UPPER
Performs one-sided, upper-tailed inference
5826 F Chapter 69: The PLM Procedure
Table 69.8 continued
Option
Statistical Output
CL
CORR
COV
E
ELSM
JOINT
PLOTS=
SEED=
Description
Constructs confidence limits for means and mean differences
Displays the correlation matrix of LS-means
Displays the covariance matrix of LS-means
Prints the L matrix
Prints the K matrix
Produces a joint F or chi-square test for the LS-means and LSmeans differences
Requests graphs of means and mean comparisons
Specifies the seed for computations that depend on random
numbers
Generalized Linear Modeling
CATEGORY=
Specifies how to construct estimable functions with multinomial
data
EXP
Exponentiates and displays LS-means estimates
ILINK
Computes and displays estimates and standard errors of LS-means
(but not differences) on the inverse linked scale
For details about the syntax of the LSMESTIMATE statement, see the section “LSMESTIMATE Statement”
on page 470 in Chapter 19, “Shared Concepts and Topics.”
SCORE Statement
SCORE DATA=SAS-data-set < OUT=SAS-data-set >
< keyword< =name > > . . .
< keyword< =name > > < / options > ;
The SCORE statement applies the contents of the source item store to compute predicted values and other
observation-wise statistics for a SAS data set.
You can specify the following syntax elements in the SCORE statement before the option slash (/):
DATA=SAS-data-set
specifies the input data set for scoring. This option is required, and the data set is examined for
congruity with the previously fitted (and stored) model. For example, all necessary variables to form
a row of the X matrix must be present in the input data set and must be of the correct type and format.
The following variables do not have to be present in the input data set:
the response variable
the events and trials variables used in the events/trials syntax for binomial data
variables used in WEIGHT or FREQ statements
SCORE Statement F 5827
OUT=SAS-data-set
specifies the name of the output data set. If you do not specify an output data set with the OUT=
option, the PLM procedure uses the DATAn convention to name the output data set.
keyword< =name >
specifies a statistic to be included in the OUT= data set and optionally assigns the statistic the variable
name name. Table 69.9 lists the keywords and the default names assigned by the PLM procedure if
you do not specify a name.
Table 69.9 Keywords for Output Statistics
Keyword
Description
Expression
Name
PREDICTED
Linear predictor
Predicted
STDERR
Standard deviation of linear predictor
b
D xb̌
p
Var.b
/
RESIDUAL
Residual
y
LCLM
Lower confidence limit for the linear predictor
LCLM
UCLM
Upper confidence limit for the linear predictor
UCLM
LCL
Lower prediction limit for the linear predictor
LCL
UCL
Upper prediction limit for the linear predictor
UCL
g
1 .b
/
StdErr
Resid
Prediction limits (LCL, UCL) are available only for statistical models that allow such limits, typically
regression-type models for normally distributed data with an identity link function.
You can specify the following options in the SCORE statement after a slash (/):
ALPHA=number
determines the coverage probability for two-sided confidence and prediction intervals. The coverage
probability is computed as 1 – number. The value of number must be between 0 and 1; the default is
0.05.
DF=number
specifies the degrees of freedom to use in the construction of prediction and confidence limits.
ILINK
requests that predicted values be inversely linked to produce predictions on the data scale. By default,
predictions are produced on the linear scale where covariate effects are additive.
NOUNIQUE
requests that names not be made unique in the case of naming conflicts. By default, the PLM procedure avoids naming conflicts by assigning a unique name to each output variable. If you specify the
NOUNIQUE option, variables with conflicting names are not renamed. In that case, the first variable
added to the output data set takes precedence.
5828 F Chapter 69: The PLM Procedure
NOVAR
requests that variables from the input data set not be added to the output data set.
OBSCAT
requests that statistics in models for multinomial data be written to the output data set only for the
response level that corresponds to the observed level of the observation.
SAMPLE
requests that the sample of parameter estimates in the item store be used to form scoring statistics.
This option is useful when the item store contains the results of a Bayesian analysis and a posterior
sample of parameter estimates. The predicted value is then computed as the average predicted value
across the posterior estimates, and the standard error measures the standard deviation of these estimates. For example, let b̌1 ; : : : ; b̌k denote the k posterior sample estimates of ˇ, and let xi denote
the x-vector for the ith observation in the scoring data set. If the SAMPLE option is in effect, the
output statistics for the predicted value, the standard error, and the residual of the ith observation are
computed as
ij
PREDi
STDERRi
D xi b̌j
k
1X
D i D
ij
k
j D1
0
k
1 X
ij
D @
k 1
11=2
2
i A
j D1
RESIDUALi
where g
1 ./
D yi
g
1
.i /
denotes the inverse link function.
If, in addition, the ILINK option is in effect, the calculations are as follows:
ij
D xi b̌j
k
PREDi
STDERRi
1X 1
g
ij
D
k
j D1
0
k
1 X
D @
g 1 .ij /
k 1
11=2
2
PREDi A
j D1
RESIDUALi
D yi
PREDi
The LCL and UCL statistics are not available with the SAMPLE option. When the LCLM and
UCLM statistics are requested, the SAMPLE option yields the lower 100 ˛=2% and upper 100 .1 ˛=2/% percentiles of the predicted values under the sample (posterior) distribution. When you
request residuals with the SAMPLE option, the calculation depends on whether the ILINK option is
specified.
SHOW Statement F 5829
SHOW Statement
SHOW options ;
The SHOW statement uses the Output Delivery System to display contents of the item store. This statement
is useful for verifying that the contents of the item store apply to the analysis and for generating ODS tables.
Table 69.10 summarizes the options available in the SHOW statement.
Table 69.10 SHOW Statement Options
Option
Description
ALL
BYVAR
CLASSLEVELS
CORRELATION
COVARIANCE
EFFECTS
FITSTATS
HESSIAN
HERMITE
PARAMETERS
PROGRAM
XPX
XPXI
Displays all applicable contents
Displays information about the BY variables
Displays the “Class Level Information” table
Produces the correlation matrix of the parameter estimates
Produces the covariance matrix of the parameter estimates
Displays information about the constructed effects
Displays the fit statistics
Displays the Hessian matrix
Generates the Hermite matrix H D .X0 X/ .X0 X/
Displays the parameter estimates
Displays the SAS program that generated the item store
Displays the crossproduct matrix X0 X
Displays the generalized inverse of the crossproduct matrix X0 X
You can specify the following options after the SHOW statement:
ALL | _ALL_
displays all applicable contents.
BYVAR | BY
displays information about the BY variables in the source item store. If a BY statement was present
when the item store was created, the PLM procedure performs the analysis separately for each BY
group.
CLASSLEVELS | CLASS
displays the “Class Level Information” table. This table is produced by the PLM procedure by default
if the model contains effects that depend on classification variables.
CORRELATION | CORR | CORRB
produces the correlation matrix of the parameter estimates. If the source item store contains a posterior
sample of parameter estimates, the computed matrix is the correlation matrix of the sample covariance
matrix.
COVARIANCE | COV | COVB
produces the covariance matrix of the parameter estimates. If the source item store contains a posterior
sample of parameter estimates, the PLM procedure computes the empirical sample covariance matrix
from the posterior estimates. You can convert this matrix into a sample correlation matrix with the
CORRELATION option in the SHOW statement.
5830 F Chapter 69: The PLM Procedure
EFFECTS
displays information about the constructed effects in the model. Constructed effects are those that
were created with the EFFECT statement in the procedure run that generated the source item store.
FITSTATS | FIT
displays the fit statistics from the item store.
HESSIAN | HESS
displays the Hessian matrix.
HERMITE | HERM
generates the Hermite matrix H D .X0 X/ .X0 X/. The PLM procedure chooses a reflexive, g2 inverse for the generalized inverse of the crossproduct matrix X0 X. See “Important Linear Algebra
Concepts” on page 44 of Chapter 3, “Introduction to Statistical Modeling with SAS/STAT Software,”
for information about generalized inverses and the sweep operator.
PARAMETERS< =n >
PARMS< =n >
displays the parameter estimates. The structure of the display depends on whether a posterior sample
of parameter estimates is available in the source item store. If such a sample is present, up to the first
20 parameter vectors are shown in wide format. You can modify this number with the n argument.
If no posterior sample is present, the single vector of parameter estimates is shown in narrow format.
If the store contains information about the covariance matrix of the parameter estimates, then standard
errors are added.
PROGRAM< (WIDTH=n) >
PROG< (WIDTH=n) >
displays the SAS program that generated the item store, provided that this was stored at store generation time. The program does not include comments, titles, or some other global statements. The
optional width parameter n determines the display width of the source code.
XPX | CROSSPRODUCT
displays the crossproduct matrix X0 X.
XPXI
displays the generalized inverse of the crossproduct matrix X0 X. The PLM procedure obtains a reflexive g2 -inverse by sweeping. See “Important Linear Algebra Concepts” on page 44 of Chapter 3,
“Introduction to Statistical Modeling with SAS/STAT Software,” for information about generalized
inverses and the sweep operator.
SLICE Statement
SLICE model-effect < / options > ;
The SLICE statement provides a general mechanism for performing a partitioned analysis of the LS-means
for an interaction. This analysis is also known as an analysis of simple effects.
The SLICE statement uses the same options as the LSMEANS statement, which are summarized in Table 19.21. For details about the syntax of the SLICE statement, see the section “SLICE Statement” on
page 498 in Chapter 19, “Shared Concepts and Topics.”
WHERE Statement F 5831
TEST Statement
TEST < model-effects > < / options > ;
The TEST statement enables you to perform F tests for model effects that test Type I, Type II, or Type III
hypotheses. See Chapter 15, “The Four Types of Estimable Functions,” for details about the construction of
Type I, II, and III estimable functions.
Table 69.11 summarizes the options available in the TEST statement.
Table 69.11 TEST Statement Options
Option
Description
CHISQ
DDF=
E
E1
E2
E3
HTYPE=
INTERCEPT
Requests chi-square tests
Specifies denominator degrees of freedom for fixed effects
Requests Type I, Type II, and Type III coefficients
Requests Type I coefficients
Requests Type II coefficients
Requests Type III coefficients
Indicates the type of hypothesis test to perform
Adds a row that corresponds to the overall intercept
For details about the syntax of the TEST statement, see the section “TEST Statement” on page 502 in
Chapter 19, “Shared Concepts and Topics.”
WHERE Statement
WHERE expression ;
You can use the WHERE statement in the PLM procedure when the item store contains BY-variable information and you want to apply the PROC PLM statements to only a subset of the BY groups.
A WHERE expression is a type of SAS expression that defines a condition. In the DATA step and in
procedures that use SAS data sets as the input source, the WHERE expression is used to select observations
for inclusion in the DATA step or in the analysis. In the PLM procedure, which does not accept a SAS
data set but rather takes an item store that was created by a qualifying SAS/STAT procedure, the WHERE
statement is also used to specify conditions. The conditional selection does not apply to observations in
PROC PLM, however. Instead, you use the WHERE statement in the PLM procedure to select a subset of
BY groups from the item store to which to apply the PROC PLM statements.
The general syntax of the WHERE statement is
WHERE operand < operator operand > < AND | OR operand < operator operand >. . . > ;
where
operand is something to be operated on. The operand can be the name of a BY variable in the item
store, a SAS function, a constant, or a predefined name to identify columns in result tables.
5832 F Chapter 69: The PLM Procedure
operator is a symbol that requests a comparison, logical operation, or arithmetic calculation. All SAS
expression operators are valid for a WHERE expression.
For more details about how to specify general WHERE expressions, see SAS Language Reference: Concepts. Notice that the FILTER statement accepts similar expressions that are specified in terms of predefined
keywords. Expressions in the WHERE statement of the PLM procedure are written in terms of BY variables.
There is no limit to the number of WHERE statements in the PLM procedure. When you specify multiple
WHERE statements, the statements are not cumulative. Each WHERE statement is executed separately.
You can think of each selection WHERE statement as one analytic query to the item store: the WHERE
statement defines the query, and the PLM procedure is the querying engine. For example, suppose that
the item store contains results for the numeric BY variables A and B. The following statements define two
separate queries of the item store:
WHERE a = 4;
WHERE (b < 3) and (a > 4);
The PLM procedure first applies the requested analysis to all BY groups where a equals 4 (irrespective of
the value of variable b). The analysis is then repeated for all BY groups where b is less than 3 and a is
greater than 4.
Group selection with WHERE statements is possible only if the item store contains BY variables. You can
use the BYVAR option in the SHOW statement to display the BY variables in the item store.
Note that WHERE expressions in the SAS DATA step and in many procedures are specified in terms of the
unformatted values of data set variables, even if a format was applied to the variable. If you specify the
WHEREFORMAT option in the PROC PLM statement, the PLM procedure evaluates WHERE expressions
for BY variables in terms of the formatted values. For example, assume that the following format was
applied to the variable tx when the item store was created:
proc format;
value bf 1 = 'Control'
2 = 'Treated';
run;
Then the following two PROC PLM runs are equivalent:
proc plm restore=MyStore;
show parms;
where b = 2;
run;
proc plm restore=MyStore whereformat;
show parms;
where b = 'Treated';
run;
Details: PLM Procedure F 5833
Details: PLM Procedure
BY Processing and the PLM Procedure
When a BY statement is in effect for the analysis that creates an item store, the information about BY
variables and BY-group-specific modeling results are transferred to the item store. In this case, the PLM
procedure automatically assumes a processing mode for the item store that is akin to BY processing, with
the PLM statements being applied in turn for each of the BY groups. Also, you can then obtain a table of
BY groups with the BYVAR option in the SHOW statement. The “Source Information” table also displays
the variable names of the BY variables if BY groups are present. The WHERE statement can be used to
restrict the analysis to specific BY groups that meet the conditions of the WHERE expression.
See Example 69.4 for an example that uses BY-group-specific information in the source item store.
As with procedures that operate on input data sets, the BY variable information is added automatically to
any output data sets and ODS tables produced by the PLM procedure.
When you score a data set with the SCORE statement and the item store contains BY variables, three
situations can arise:
None of the BY variables are present in the scoring data set. In this situation the results of the BY
groups in the item store are applied in turn to the entire scoring data set. For example, if the scoring
data set contains 50 observations and no BY-variable information, the number of observations in the
output data set of the SCORE statement equals 50 times the number of BY groups.
The scoring data set contains only a part of the BY variables, or the variables have different type or
format. The PLM procedure does not process such an incompatible scoring data set.
All BY variables are in the scoring data set in the same type and format as when the item store
was created. The BY-group-specific results are applied to each observation in the scoring data set.
The scoring data set does not have to be sorted or grouped by the BY variables. However, it is
computationally more efficient if the scoring data set is arranged by groups of the BY variables.
Analysis Based on Posterior Estimates
If an item store is saved from a Bayesian analysis (by PROC GENMOD or PROC PHREG or PROC LIFEREG), then PROC PLM can perform sampling-based inference based on Bayes posterior estimates that
are saved in the item store. For example, the following statements request a Bayesian analysis and save
the results to an item store named sasuser.gmd. For the Bayesian analysis, the random number generator
seed is set to 1. By default, a noninformative distribution is set as the prior distribution for the regression
coefficients and the posterior sample size is 10,000.
proc genmod data=gs;
class a b;
model y = a b;
bayes seed=1;
store sasuser.gmd / label='Bayesian Analysis';
run;
5834 F Chapter 69: The PLM Procedure
When the PLM procedure opens the item store sasuser.gmd, it detects that the results were saved from
a Bayesian analysis. The posterior sample of regression coefficient estimates are then loaded to perform
statistical inference tasks.
The majority of postprocessing tasks involve inference based on an estimable linear function Lb̌, which
often requires its mean and variance. When the standard frequentist analyses are performed, the mean and
variance have explicit forms because the parameter estimate b̌ is analytically tractable. However, explicit
forms are not usually available when Bayesian models are fitted. Instead, empirical means and variancecovariance matrices for the estimable function are constructed from the posterior sample.
Let b̌i ; i D 1; : : : ; Np denote the Np vectors of posterior sample estimates of ˇ saved in sasuser.gmd.
Use these vectors to construct the posterior sample of estimable functions Lˇi . The posterior mean of the
estimable function is thus
Np
1 X b̌
b̌
L D
L i
Np
i D1
and the posterior variance of the estimable function is
V Lb̌ D
Np X
1
Np
1
Lb̌i
2
Lb̌
i D1
Sometimes statistical inference on a transformation of Lb̌ is requested. For example, the EXP option for
the ESTIMATE and LSMESTIMATE statements requests analysis based on exp.Lb̌/, exponentiation of
the estimable function. If this type of analysis is requested, the posterior sample of transformed estimable
functions is constructed by transforming each of the estimable function evaluated at the posterior sample:
f .Lb̌i /; i D 1; : : : ; Np . The posterior mean and variance for f .Lb̌/ are then computed from the constructed sample to make the inference:
Np
1 X
b̌
f .L / D
f .Lb̌i /
Np
i D1
V f .Lb̌/ D
Np X
1
Np
1
f .Lb̌i /
2
f .Lb̌/
i D1
After obtaining the posterior mean and variance, the PLM procedure proceeds to perform statistical inference based on them.
User-Defined Formats and the PLM Procedure
The PLM procedure does not support a FORMAT statement because it operates without an input data set,
and also because changing the format properties of variables could alter the interpretation of parameter
estimates, thus creating a dissonance with variable properties in effect when the item store was created.
Instead, user-defined formats that are applied to classification variables when the item store is created are
saved to the store and are by default reloaded by the PLM procedure. When the PLM procedure loads a
format, notes are issued to the log.
ODS Table Names F 5835
You can change the load behavior for formats with the FORMAT= option in the PROC PLM statement.
User-defined formats do not need to be supplied in a new SAS session. However, when a user-defined format
with the same name as a stored format exists and the default FORMAT=RELOAD option is in effect, the
format definition loaded from the item store replaces the format currently in effect.
In the following statements, the format AFORM is created and applied to the variable a in the PROC GLM
step. This format definition is transferred to the item store sasuser.glm through the STORE statement.
proc format;
value aform 1='One' 2='Two' 3='Three';
run;
proc glm data=sp;
format a aform.;
class block a b;
model y = block a b x;
store sasuser.glm;
weight x;
run;
The following statements replace the format definition of the AFORM format. The PLM step then reloads
the AFORM format (from the item store) and thereby restores its original state.
proc format;
value aform 1='Un' 2='Deux' 3='Trois';
run;
proc plm restore=sasuser.glm;
show class;
score data=sp out=plmout lcl lclm ucl uclm;
run;
The following notes, issued by the PLM procedure, inform you that the procedure loaded the format, the
format already existed, and the existing format was replaced:
NOTE: The format AFORM was loaded from item store SASUSER.GLM.
NOTE: Format AFORM is already on the library.
NOTE: Format AFORM has been output.
After the PROC PLM run, the definition that is in effect for the format AFORM corresponds to the following
SAS statements:
proc format;
value aform 1='One' 2='Two' 3='Three';
run;
ODS Table Names
PROC PLM assigns a name to each table it creates. You can use these names to refer to the table when you
use the Output Delivery System (ODS) to select tables and create output data sets. These names are listed
in Table 69.12. For more information about ODS, see Chapter 20, “Using the Output Delivery System.”
5836 F Chapter 69: The PLM Procedure
Each of the EFFECTPLOT, ESTIMATE, LSMEANS, LSMESTIMATE, and SLICE statements also creates
tables, which are not listed in Table 69.12. For information about these tables, see the corresponding sections
of Chapter 19, “Shared Concepts and Topics.”
Table 69.12 ODS Tables Produced by PROC PLM
Table Name
Description
Required Option
ByVarInfo
Information about BY variables in
source item store (if present)
Level information from the CLASS
statement
SHOW BYVAR
ClassLevels
Corr
Cov
FitStatistics
Hessian
Hermite
ParameterEstimates
ParameterSample
Program
StoreInfo
XpX
XpXI
Correlation matrix of parameter estimates
Covariance matrix of parameter estimates
Fit statistics
Hessian matrix
Hermite matrix
Parameter estimates
Sampled (posterior) parameter estimates
Originating source code
Information about source item store
X0 X matrix
.X0 X/ matrix
Default output when model effects depend on CLASS variables
SHOW CORR
SHOW COV
SHOW FIT
SHOW HESSIAN
SHOW HERMITE
SHOW PARMS
SHOW PARMS
SHOW PROGRAM
Default
SHOW XPX
SHOW XPXI
ODS Graphics
Statistical procedures use ODS Graphics to create graphs as part of their output. ODS Graphics is described
in detail in Chapter 21, “Statistical Graphics Using ODS.”
Before you create graphs, ODS Graphics must be enabled (for example, by specifying the ODS GRAPHICS
ON statement). For more information about enabling and disabling ODS Graphics, see the section “Enabling
and Disabling ODS Graphics” on page 600 in Chapter 21, “Statistical Graphics Using ODS.”
The overall appearance of graphs is controlled by ODS styles. Styles and other aspects of using ODS
Graphics are discussed in the section “A Primer on ODS Statistical Graphics” on page 599 in Chapter 21,
“Statistical Graphics Using ODS.”
When ODS Graphics is enabled, then each of the EFFECTPLOT, ESTIMATE, LSMEANS, LSMESTIMATE, and SLICE statements can produce plots associated with their analyses. For information about
these plots, see the corresponding sections of Chapter 19, “Shared Concepts and Topics.”
Examples: PLM Procedure F 5837
Examples: PLM Procedure
Example 69.1: Scoring with PROC PLM
Logistic regression with model selection is often used to extract useful information and build interpretable
models for classification problems with many variables. This example demonstrates how you can use PROC
LOGISTIC to build a spline model on a simulated data set and how you can later use the fitted model to
classify new observations.
The following DATA step creates a data set named SimuData, which contains 5,000 observations and 100
continuous variables:
%let nObs
= 5000;
%let nVars = 100;
data SimuData;
array x{&nVars};
do obsNum=1 to &nObs;
do j=1 to &nVars;
x{j}=ranuni(1);
end;
linp =
10 + 11*x1 - 10*sqrt(x2) + 2/x3 - 8*exp(x4) + 7*x5*x5
- 6*x6**1.5 + 5*log(x7) - 4*sin(3.14*x8) + 3*x9 - 2*x10;
TrueProb = 1/(1+exp(-linp));
if ranuni(1) < TrueProb then y=1;
else y=0;
output;
end;
run;
The response is binary based on the inversely transformed logit values. The true logit is a function of only
10 of the 100 variables, including nonlinear transformations of seven variables, as follows:
p
2
logit.p/ D 10C11x1 10 x2 C
8 exp.x4 /C7x52 6x61:5 C5 log.x7 / 4 sin.3:14x8 /C3x9 2x10
x3
Now suppose the true model is not known. With some exploratory data analysis, you determine that the
dependency of the logit on some variables is nonlinear. Therefore, you decide to use splines to model
this nonlinear dependence. Also, you want to use stepwise regression to remove unimportant variable
transformations. The following statements perform the task:
proc logistic data=SimuData;
effect splines = spline(x1-x&nVars/separate);
model y = splines/selection=stepwise;
store sasuser.SimuModel;
run;
By default, PROC LOGISTIC models the probability that y = 0. The EFFECT statement requests an effect
named splines constructed by all predictors in the data. The SEPARATE option specifies that the spline
5838 F Chapter 69: The PLM Procedure
basis for each variable be treated as a separate set so that model selection applies to each individual set.
The SELECTION=STEPWISE specifies the stepwise regression as the model selection technique. The
STORE statement requests that the fitted model be saved to an item store sasuser.SimuModel. See “Example 69.2: Working with Item Stores” on page 5838 for an example with more details about working with
item stores.
The spline effect for each predictor produces seven columns in the design matrix, making stepwise regression computationally intensive. For example, a typical Pentium 4 workstation takes around ten minutes to
run the preceding statements. Real data sets for classification can be much larger. See examples at UCI
Machine Learning Repository (Asuncion and Newman 2007). If new observations about which you want to
make predictions are available at model fitting time, you can add the SCORE statement in the LOGISTIC
procedure. Consider the case in which observations to predict become available after fitting the model.
With PROC PLM, you do not have to repeat the computationally intensive model-fitting processes multiple
times. You can use the SCORE statement in the PLM procedure to score new observations based on the
item store sasuser.SimuModel that was created during the initial model building. For example, to compute
the probability of y = 0 for one new observation with all predictor values equal to 0.15 in the data set test,
you can use the following statements:
data test;
array x{&nVars};
do j=1 to &nVars;
x{j}=0.15;
end;
drop j;
output;
run;
proc plm restore=sasuser.SimuModel;
score data=test out=testout predicted / ilink;
run;
The ILINK option in the SCORE statement requests that predicted values be inversely transformed to the
response scale. In this case, it is the predicted probability of y = 0. Output 69.1.1 shows the predicted
probability for the new observation.
Output 69.1.1 Predicted Probability for One New Observation
Obs
Predicted
1
0.56649
Example 69.2: Working with Item Stores
This example demonstrates how procedures save statistical analysis context and results into item stores and
how you can use PROC PLM to make post hoc inference based on saved item stores. The data are taken
from McCullagh and Nelder (1989) and concern the effects on taste of various cheese additives. Four cheese
additives were tested, and 52 response ratings for each additive were obtained. The response was measured
on a scale of nine categories that range from strong dislike (1) to excellent taste (9). The following program
Example 69.2: Working with Item Stores F 5839
saves the data in the data set Cheese. The variable y contains the taste rating, the variable Additive contains
cheese additive types, and the variable freq contains the frequencies with which each additive received each
rating.
data Cheese;
do Additive = 1 to 4;
do y = 1 to 9;
input freq @@;
output;
end;
end;
label y='Taste Rating';
datalines;
0 0 1 7 8 8 19 8 1
6 9 12 11 7 6 1 0 0
1 1 6 8 23 7 5 1 0
0 0 0 1 3 7 14 16 11
;
The response y is a categorical variable that contains nine ordered levels. You can use PROC LOGISTIC to
fit an ordinal model to investigate the effects of the cheese additive types on taste ratings. Suppose you also
want to save the ordinal model into an item store so that you can make statistical inference later. You can
use the following statements to perform the tasks:
proc logistic data=cheese;
freq freq;
class additive y / param=glm;
model y=additive;
store sasuser.cheese;
title 'Ordinal Model on Cheese Additives';
run;
By default, PROC LOGISTIC uses the cumulative logit model for the ordered categorical response. The
STORE statement saves the fitted model to a SAS item store named sasuser.cheese. The name is a twolevel SAS name of the form libname.membername. If libname is not specified in the STORE statement,
the fitted results are saved in work.membername and the item store is deleted after the current SAS session
ends. With this example, the fitted model is saved to an item store named sasuser.cheese in the Sasuser
library. It is not deleted after the current SAS session ends. You can use PROC PLM to restore the results
later.
The following statements use PROC PLM to load the saved model context and results by specifying RESTORE= with the target item store sasuser.cheese. Then they use two SHOW statements to display separate information saved in the item store. The first SHOW statement with the PROGRAM option displays
the program that was used to generate the item store sasuser.cheese. The second SHOW statement with
the PARMS option displays parameter estimates and associated statistics of the fitted ordinal model.
proc plm restore=sasuser.cheese;
show program;
show parms;
run;
Output 69.2.1 displays the program that generated the item store sasuser.cheese. Except for the title
information, it matches the original program.
5840 F Chapter 69: The PLM Procedure
Output 69.2.1 Program Information from sasuser.cheese
Ordinal Model on Cheese Additives
The PLM Procedure
SAS Program Information
proc logistic data=cheese;
freq freq;
class additive y / param=glm;
model y=additive;
store sasuser.cheese;
run;
Output 69.2.2 displays estimates of the intercept terms and covariates and associated statistics. The intercept
terms correspond to eight cumulative logits defined on taste ratings; that is, the ith intercept for ith logit is
!
P
j i pj
P
log
1
j i pj
Output 69.2.2 Parameter Estimates of the Ordinal Model
Parameter Estimates
Parameter
Intercept
Intercept
Intercept
Intercept
Intercept
Intercept
Intercept
Intercept
Additive 1
Additive 2
Additive 3
Additive 4
Taste
Rating
1
2
3
4
5
6
7
8
Estimate
Standard
Error
-7.0801
-6.0249
-4.9254
-3.8568
-2.5205
-1.5685
-0.06688
1.4930
1.6128
4.9645
3.3227
0
0.5624
0.4755
0.4272
0.3902
0.3431
0.3086
0.2658
0.3310
0.3778
0.4741
0.4251
.
Example 69.3: Group Comparisons in an Ordinal Model F 5841
You can perform various statistical inference tasks from a saved item store, as long as the task is applicable under the model context. For example, you can perform group comparisons between different cheese
additive types. See the next example for details.
Example 69.3: Group Comparisons in an Ordinal Model
This example continues the study of the effects on taste of various cheese additives. You have finished fitting
an ordinal logistic model and saved it to an item store named sasuser.cheese in the previous example.
Suppose you want to make comparisons between any pair of cheese additives. You can conduct the analysis
by using the ESTIMATE statement and constructing an appropriate L matrix, or by using the LSMEANS
statement to compute least squares means differences. For an ordinal logistic model with the cumulative
logit link, the least squares means are predicted population margins of the cumulative logits. The following
statements compute and display differences between least squares means of cheese additive:
ods graphics on;
proc plm restore=sasuser.cheese;
lsmeans additive / cl diff oddsratio plot=diff;
run;
ods graphics off;
The LSMEANS statement contains four options. The DIFF option requests least squares means differences
for cheese additives. Since the fitted model is an ordinal logistic model with the cumulative logit link, the
least squares means differences represent log cumulative odds ratios. The ODDSRATIO option requests exponentiation of the LS-means differences which produces cumulative odds ratios. The CL option constructs
confidence limits for the LS-means differences. When ODS Graphics is enabled, the PLOTS=DIFF option
requests a display of all pairwise least squares means differences and their significance.
Output 69.3.1 displays the LS-means differences. The reported log odds ratios indicate the relative difference among the cheese additives. A negative log odds ratio indicates that the first category (displayed in
the Additive column) having a lower taste rating is less likely than the second category (displayed in the
_Additive column) having a lower taste rating. For example, the log odds ratio between cheese additive
1 and 2 is –3.3517 and the corresponding odds ratio is 0.035. This means the odds of cheese additive 1
receiving a poor rating is 0.035 times the odds of cheese additive 2 receiving a poor rating. In addition to
the highly significant p-value (< 0.0001), the confidence limits for both the log odds ratio and the odds ratio
indicate that you can reject the null hypothesis that the odds of cheese additive 1 having a lower taste rating
is the same as that of cheese additive 2 having a lower rating. Similarly, the odds of cheese additive 2 having
a lower rating is 143.241 (with 95% confidence limits .56:558; 362:777/) times the odds of cheese additive
4 having a lower rating. With the same logic, you can conclude that the preference order for the four cheese
types from the most favorable to the least favorable is: 4, 1, 3 and 2.
5842 F Chapter 69: The PLM Procedure
Output 69.3.1 LS-Means Differences of Additive
Ordinal Model on Cheese Additives
The PLM Procedure
Differences of Additive Least Squares Means
Additive
_Additive
1
1
1
2
2
3
2
3
4
3
4
4
Estimate
Standard
Error
z Value
Pr > |z|
Alpha
-3.3517
-1.7098
1.6128
1.6419
4.9645
3.3227
0.4235
0.3731
0.3778
0.3738
0.4741
0.4251
-7.91
-4.58
4.27
4.39
10.47
7.82
<.0001
<.0001
<.0001
<.0001
<.0001
<.0001
0.05
0.05
0.05
0.05
0.05
0.05
Differences of Additive Least Squares Means
Additive
_Additive
1
1
1
2
2
3
2
3
4
3
4
4
Lower
Upper
Odds
Ratio
Lower
Confidence
Limit for
Odds Ratio
-4.1818
-2.4410
0.8724
0.9092
4.0353
2.4895
-2.5216
-0.9787
2.3532
2.3746
5.8938
4.1558
0.035
0.181
5.017
5.165
143.241
27.734
0.015
0.087
2.393
2.482
56.558
12.055
Upper
Confidence
Limit for
Odds Ratio
0.080
0.376
10.520
10.746
362.777
63.805
Output 69.3.2 displays the DiffPlot. This shows that all pairs of LS-means differences, equivalent to log
odds ratios in this case, are significant at the level of ˛ D 0:05. This means that the preference between any
pair of the four cheese additive types are statistically significantly different.
Example 69.4: Posterior Inference for Binomial Data F 5843
Output 69.3.2 LS-Means Plot of Pairwise Differences
Example 69.4: Posterior Inference for Binomial Data
This example demonstrates how you can use PROC PLM to perform posterior inference from a Bayesian
analysis. The data for this example are taken from Weisberg (1985) and concern the effect of small electrical
currents on farm animals. The ultimate goal of the experiment was to understand the effects of high-voltage
power lines on livestock and to better protect farm animals. Seven cows and six shock intensities were used
in two experiments. In one experiment, each cow was given 30 electrical shocks with five at each shock
intensity in random order. The number of shock responses was recorded for each cow at each shock level.
The experiment was then repeated to investigate whether the response diminished due to fatigue of cows, or
due to learning. So each cow received a total of 60 shocks. For the following analysis, the cow difference
is ignored. The following DATA step lists the data where the variable current represents the shock level, the
variable response represents the number of shock responses, the variable trial represents the total number
of trials at each shock level, and the variable experiment represents the experiment number (1 for the initial
experiment and 2 for the repeated one):
5844 F Chapter 69: The PLM Procedure
data cow;
input current response trial experiment;
datalines;
0 0 35 1
0 0 35 2
1 6 35 1
1 3 35 2
2 13 35 1
2 8 35 2
3 26 35 1
3 21 35 2
4 33 35 1
4 27 35 2
5 34 35 1
5 29 35 2
;
Suppose you are interested in modeling the distribution of the shock response based on the level of the
current and the experiment number. You can use the GENMOD procedure to fit a frequentist logistic model
for the data. However, if you have some prior information about parameter estimates, you can fit a Bayesian
logistic regression model to take this prior information into account. In this case, suppose you believe the
logit of response has a positive association with the shock level but you are uncertain about the ranges of
other regression coefficients. To incorporate this prior information in the regression model, you can use the
following statements:
data prior;
input _type_$ current;
datalines;
mean 100
var
50
;
proc genmod data=cow;
class experiment;
bayes coeffprior=normal(input=prior) seed=1;
model response/trial = current|experiment / dist=binomial;
store cowgmd;
title 'Bayesian Logistic Model on Cow';
run;
The DATA step creates a data set prior that specifies the prior distribution for the variable current, which
in this case is a normal distribution with mean 100 and variance 50. This reflects a rough belief in a
positive coefficient in a moderate range for current. The prior distribution parameters are not specified for
experiment and the interaction between experiment and current, and so PROC GENMOD assigns a default
prior for them, which is a normal distribution with mean 0 and variance 1E6.
The BAYES statement in PROC GENMOD specifies that the regression coefficients follow a normal distribution with mean and variance specified in the input data set named prior. It also specifies 1 as the seed for
the random number generator in the simulation of the posterior sample. The MODEL statement requests a
logistic regression model with a logit link. The STORE statement requests that the fitted results be saved
into an item store named cowgmd.
Example 69.4: Posterior Inference for Binomial Data F 5845
The convergence diagnostics in the output of PROC GENMOD indicate that the Markov chain has converged. Output 69.4.1 displays summaries on the posterior sample of the regression coefficients. The
posterior mean for the intercept is –3.5857 with a 95% HPD interval . 4:5226; 2:6303/. The posterior
mean of the coefficient for current is 1.1893 with a 95% HPD interval .0:8950; 1:4946/, which indicates a
positive association between the logit of response and the shock level. Further investigation about whether
shock reaction was different between two experiment is warranted.
Output 69.4.1 Posterior Summaries on the Bayesian Logistic Model
Bayesian Logistic Model on Cow
The GENMOD Procedure
Bayesian Analysis
Posterior Summaries
Parameter
Intercept
current
experiment1
experiment1current
N
Mean
Standard
Deviation
25%
10000
10000
10000
10000
-3.6047
1.1966
0.0350
0.3574
0.4906
0.1561
0.7014
0.2503
-3.9281
1.0873
-0.4206
0.1906
Percentiles
50%
-3.5842
1.1927
0.0347
0.3520
75%
-3.2679
1.2996
0.4987
0.5235
Posterior Intervals
Parameter
Alpha
Equal-Tail Interval
Intercept
current
experiment1
experiment1current
0.050
0.050
0.050
0.050
-4.6233
0.9073
-1.3651
-0.1293
-2.7074
1.5152
1.4004
0.8580
HPD Interval
-4.5611
0.9028
-1.2995
-0.1287
-2.6581
1.5064
1.4370
0.8580
Bayesian model fitting typically involves a large amount of simulation. Using the item store and PROC
PLM, you do not need to refit the model to perform further posterior inference. Suppose you want to
determine whether the shock reaction for the current level is different between the two experiments. You
can use PROC PLM with the ESTIMATE statement in the following statements:
proc plm restore=cowgmd;
estimate
'Diff at current 0' experiment
'Diff at current 1' experiment
'Diff at current 2' experiment
'Diff at current 3' experiment
'Diff at current 4' experiment
'Diff at current 5' experiment
/ exp cl;
run;
1
1
1
1
1
1
-1
-1
-1
-1
-1
-1
current*experiment
current*experiment
current*experiment
current*experiment
current*experiment
current*experiment
[1,
[1,
[1,
[1,
[1,
[1,
0
1
2
3
4
5
1]
1]
1]
1]
1]
1]
[-1,
[-1,
[-1,
[-1,
[-1,
[-1,
0
1
2
3
4
5
2],
2],
2],
2],
2],
2]
Each line in the ESTIMATE statement compares the fits between the two groups at each current level.
The nonpositional syntax is used for the interaction effect current*experiment. For example, the first line
requests coefficient 1 for the interaction effect at current level 0 for the initial experiment, and coefficient
5846 F Chapter 69: The PLM Procedure
–1 for the effect at current level 0 for the repeated experiment. The two terms are then added to derive the
difference. For more details about the nonpositional syntax, see “Positional and Nonpositional Syntax for
Coefficients in Linear Functions” on page 448 of Chapter 19, “Shared Concepts and Topics.”
The EXP option exponentiates log odds ratios to produce odds ratios. The CL option requests that confidence limits be constructed for both log odds ratios and odds ratios. Output 69.4.2 lists the posterior sample
estimates for differences between experiments at different current levels.
Output 69.4.2 Comparisons between Experiments at Different Current Levels
Bayesian Logistic Model on Cow
The PLM Procedure
Sample Estimates
Label
Diff
Diff
Diff
Diff
Diff
Diff
at
at
at
at
at
at
current
current
current
current
current
current
0
1
2
3
4
5
N
Estimate
Standard
Deviation
10000
10000
10000
10000
10000
10000
0.03500
0.3924
0.7498
1.1072
1.4646
1.8219
0.7014
0.4865
0.3266
0.3194
0.4718
0.6844
---------Percentiles-------25th
50th
75th
-0.4206
0.0700
0.5283
0.8901
1.1387
1.3508
0.0347
0.3884
0.7468
1.1001
1.4559
1.8079
0.4987
0.7096
0.9719
1.3220
1.7756
2.2601
Sample Estimates
Label
Diff
Diff
Diff
Diff
Diff
Diff
at
at
at
at
at
at
current
current
current
current
current
current
0
1
2
3
4
5
Alpha
Lower
HPD
Upper
HPD
Exponentiated
Standard
Deviation of
Exponentiated
0.05
0.05
0.05
0.05
0.05
0.05
-1.2995
-0.5287
0.1300
0.4772
0.5369
0.4881
1.4370
1.3599
1.3827
1.7182
2.3694
3.1505
1.3258
1.6672
2.2328
3.1863
4.8511
7.8941
1.080632
0.873185
0.753450
1.068673
2.562732
6.668085
Sample Estimates
-------Percentiles for
Exponentiated-------25th
50th
75th
Label
Diff
Diff
Diff
Diff
Diff
Diff
at
at
at
at
at
at
current
current
current
current
current
current
0
1
2
3
4
5
0.6566
1.0725
1.6961
2.4353
3.1227
3.8606
1.0353
1.4746
2.1101
3.0045
4.2885
6.0976
1.6466
2.0331
2.6429
3.7509
5.9040
9.5838
Lower HPD of
Exponentiated
Upper HPD of
Exponentiated
0.1263
0.3809
1.0081
1.3990
1.3083
0.9081
3.3077
3.3011
3.7135
5.1655
9.6902
19.4638
Example 69.4: Posterior Inference for Binomial Data F 5847
The sample statistics are constructed from the posterior sample saved in the item store cowgmd. From the
output, the odds of a cow showing shock reaction at level 0 in the initial experiment is 1.2811 (with a 95%
HPD interval (0.07387, 3.1001)) times the odds in the repeated experiment. The HPD interval for the odds
ratio is constructed based on the mean and variance of the sample of the exponentiated log odds ratios,
instead of based on the exponentiated mean and variance of the posterior sample of log odds ratios. The
HPD interval suggests that there is not much evidence that the cows responded differently at current level 0
between the two experiments. Similar conclusions can be drawn for current level 1, 2, and 5. However, there
is strong evidence that cows responded differently at current level 3 and 4 between the two experiments. The
possible explanation is that, if the current level is so small that cows could hardly feel it or the current level
is so strong that cows could hardly bear it, cows would respond consistently in the two experiment. If the
current level is moderate, cows might get used to it and their response diminished in the repeated experiment.
You can visualize the distribution of the posterior sample of log odds ratios by specifying the PLOTS=
option in the ESTIMATE statement. In the following statements, ODS Graphics is enabled by the ODS
GRAPHICS ON statement, the PLOTS=BOXPLOT option requests a box plot of posterior distribution of
log odds ratios. The suboption ORIENT=HORIZONTAL specifies a horizontal orientation of the boxes.
ods graphics on;
proc plm restore=cowgmd;
estimate
'Diff at current 0' experiment 1 -1 current*experiment
'Diff at current 1' experiment 1 -1 current*experiment
'Diff at current 2' experiment 1 -1 current*experiment
'Diff at current 3' experiment 1 -1 current*experiment
'Diff at current 4' experiment 1 -1 current*experiment
'Diff at current 5' experiment 1 -1 current*experiment
/ plots=boxplot(orient=horizontal);
run;
ods graphics off;
[1,
[1,
[1,
[1,
[1,
[1,
0
1
2
3
4
5
1]
1]
1]
1]
1]
1]
[-1,
[-1,
[-1,
[-1,
[-1,
[-1,
0
1
2
3
4
5
2],
2],
2],
2],
2],
2]
Output 69.4.3 displays the box plot of the posterior sample of log odds ratios. The two boxes for differences
at current level 3 and 4 show that the corresponding log odds ratios are significantly larger than the reference
value x = 0. This indicate that there is obvious evidence that the probability of cow response is larger in
the initial experiment than in the repeated one at the two current levels. The other four boxes show that the
corresponding log odds ratios are not significantly different from 0, which suggests that there is no obvious
reaction difference at current level 0, 1, 2, and 5 between the two experiments.
5848 F Chapter 69: The PLM Procedure
Output 69.4.3 Box Plot of Difference between Two Experiments
Example 69.5: BY-Group Processing
This example uses a data set on a study of the analgesic effects of treatments on elderly patients with
neuralgia. The purpose of this example is to show how PROC PLM behaves under different situations when
BY-group processing is present. Two test treatments and a placebo are compared to test whether the patient
reported pain or not. For each patient, the information of age, gender, and the duration of complaint before
the treatment began were recorded. The following DATA step creates the data set named Neuralgia:
Data Neuralgia;
input Treatment $
datalines;
P F 68 1 No B M 74
P M 66 26 Yes B F 67
A F 71 12 No B F 72
A M 71 17 Yes A F 63
B F 66 12 No A M 62
A F 64 17 No P M 74
P M 70 1 Yes B M 66
A F 64 30 No A M 70
Sex $ Age Duration Pain $ @@;
16
28
50
27
42
4
19
28
No
No
No
No
No
No
No
No
P
B
B
A
P
A
B
A
F
F
F
F
F
F
M
M
67
77
76
69
64
72
59
69
30
16
9
18
1
25
29
1
No
No
Yes
Yes
Yes
No
No
No
Example 69.5: BY-Group Processing F 5849
B
B
A
B
P
P
A
P
B
P
P
A
;
F
M
M
M
M
M
M
F
F
M
F
F
78
75
70
70
78
66
78
72
65
67
67
74
1
30
12
1
12
4
15
27
7
17
1
1
No
Yes
No
No
Yes
Yes
Yes
No
No
Yes
Yes
No
P
P
A
B
B
P
B
P
P
B
A
B
M
M
F
M
M
F
M
F
F
M
M
M
83
77
69
67
77
65
75
70
68
70
67
80
1
29
12
23
1
29
21
13
27
22
10
21
Yes
Yes
No
No
Yes
No
Yes
Yes
Yes
No
No
Yes
B
P
B
A
B
P
A
A
P
A
P
A
F
F
F
M
F
M
F
M
M
M
F
F
69
79
65
76
69
60
67
75
68
65
72
69
42
20
14
25
24
26
11
6
11
15
11
3
No
Yes
No
Yes
No
Yes
No
Yes
Yes
No
Yes
No
The data set contains five variables. Treatment is a classification variable that has three levels: A and B
represent the two test treatments, and P represents the placebo treatment. Sex is a classification variable
that indicates each patient’s gender. Age is a continuous variable that indicates the age in years of each
patient when a treatment began. Duration is a continuous variable that indicates the duration of complaint
in months. The last variable Pain is the response variable with two levels: ‘Yes’ if pain was reported, ‘No’
if no pain was reported.
Suppose there is some preliminary belief that the dependency of pain on the explanatory variables is different
for male and female patients, leading to separate models between genders. You believe there might be
redundant information for predicting the probability of Pain. Thus, you want to perform model selection to
eliminate unnecessary effects. You can use the following statements:
proc sort data=Neuralgia;
by sex;
run;
proc logistic data=Neuralgia;
class Treatment / param=glm;
model pain = Treatment Age Duration / selection=backward;
by sex;
store painmodel;
title 'Logistic Model on Neuralgia';
run;
PROC SORT is called to sort the data by variable Sex. The LOGISTIC procedure is then called to fit the
probability of no pain. Three variables are specified for the full model: Treatment, Age, and Duration.
Backward elimination is used as the model selection method. The BY statement fits separate models for
male and female patients. Finally, the STORE statement specifies that the fitted results be saved to an item
store named painmodel.
Output 69.5.1 lists parameter estimates from the two models after backward elimination is performed. From
the model for female patients, Treatment is the only factor that affects the probability of no pain, and
Treatment A and B have the same positive effect in predicting the probability of no pain. From the model
for male patients, both Treatment and Age are included in the selected model. Treatment A and B have
different positive effects, while Age has a negative effect in predicting the probability of no pain.
5850 F Chapter 69: The PLM Procedure
Output 69.5.1 Parameter Estimates for Male and Female Patients
Logistic Model on Neuralgia
------------------------------------ Sex=F ------------------------------------The LOGISTIC Procedure
Analysis of Maximum Likelihood Estimates
Parameter
Intercept
Treatment A
Treatment B
Treatment P
DF
Estimate
Standard
Error
Wald
Chi-Square
Pr > ChiSq
1
1
1
0
-0.4055
2.6027
2.6027
0
0.6455
1.2360
1.2360
.
0.3946
4.4339
4.4339
.
0.5299
0.0352
0.0352
.
------------------------------------ Sex=M ------------------------------------Analysis of Maximum Likelihood Estimates
Parameter
Intercept
Treatment A
Treatment B
Treatment P
Age
DF
Estimate
Standard
Error
Wald
Chi-Square
Pr > ChiSq
1
1
1
0
1
20.6178
3.9982
4.5556
0
-0.3416
9.1638
1.7333
1.9252
.
0.1408
5.0621
5.3208
5.5993
.
5.8869
0.0245
0.0211
0.0180
.
0.0153
Now the fitted models are saved to the item store painmodel. Suppose you want to use it to score several
new observations. The following DATA steps create three data sets for scoring:
data score1;
input Treatment $ Sex $ Age;
datalines;
A F 20
B F 30
P F 40
A M 20
B M 30
P M 40
;
data score2;
set score1(drop=sex);
run;
data score3;
set score2(drop=Age);
run;
Example 69.5: BY-Group Processing F 5851
The first score data set score1 contains six observations and all the variables that are specified in the full
model. The second score data set score2 is a duplicate of score1 except that Sex is dropped. The third score
data set score3 is a duplicate of score2 except that Age is dropped. You can use the following statements to
score the three data sets:
proc plm
score
score
score
run;
restore=painmodel;
data=score1 out=score1out predicted;
data=score2 out=score2out predicted;
data=score3 out=score3out predicted;
Output 69.5.2 lists the store information that PROC PLM reads from the item store painmodel. The “Model
Effects” entry lists all three variables that are specified in the full model before the BY-group processing.
Output 69.5.2 Item Store Information for painmodel
Logistic Model on Neuralgia
The PLM Procedure
Store Information
Item Store
Data Set Created From
Created By
Date Created
By Variable
Response Variable
Link Function
Distribution
Class Variables
Model Effects
WORK.PAINMODEL
WORK.NEURALGIA
PROC LOGISTIC
13JUN12:12:38:48
Sex
Pain
Logit
Binary
Treatment Pain
Intercept Treatment Age Duration
With the three SCORE statements, three data sets are thus produced: score1out, score2out, and score3out.
They contain the linear predictors in addition to all original variables. The data set score1out contains the
values shown in Output 69.5.3.
Output 69.5.3 Values of Data Set score1out
Logistic Model on Neuralgia
Obs
Treatment
Sex
1
2
3
4
5
6
A
B
P
A
B
P
F
F
F
M
M
M
Age
Predicted
20
30
40
20
30
40
2.1972
2.1972
-0.4055
17.7850
14.9269
6.9557
5852 F Chapter 69: The PLM Procedure
Linear predictors are computed for all six observations. Because the BY variable Sex is available in score1,
PROC PLM uses separate models to score observations of male and female patients. So an observation with
the same Treatment and Age has different linear predictors for different genders.
The data set score2out contains the values shown in Output 69.5.4.
Output 69.5.4 Values of Data Set score2out
Logistic Model on Neuralgia
Obs
Sex
Treatment
F
F
F
F
F
F
M
M
M
M
M
M
A
B
P
A
B
P
A
B
P
A
B
P
1
2
3
4
5
6
7
8
9
10
11
12
Age
Predicted
20
30
40
20
30
40
20
30
40
20
30
40
2.1972
2.1972
-0.4055
2.1972
2.1972
-0.4055
17.7850
14.9269
6.9557
17.7850
14.9269
6.9557
The second score data set score2 does not contain the BY variable Sex. PROC PLM continues to score
the full data set two times. Each time the scoring is based on the fitted model for each corresponding BYgroup. In the output data set, Sex is added at the first column as the BY-group indicator. The first six entries
correspond to the model for female patients, and the next six entries correspond to the model for male
patients. Age is not included in the first model, and Treatment A and B have the same parameter estimates,
so observations 1, 2, 4, and 5 have the same linear predicted value.
The data set score3out contains the values shown in Output 69.5.5.
Output 69.5.5 Values of Data Set score3out
Logistic Model on Neuralgia
Obs
1
2
3
4
5
6
7
8
9
10
11
12
Sex
Treatment
F
F
F
F
F
F
M
M
M
M
M
M
A
B
P
A
B
P
A
B
P
A
B
P
Predicted
2.19722
2.19722
-0.40547
2.19722
2.19722
-0.40547
.
.
.
.
.
.
Example 69.6: Comparing Multiple B-Splines F 5853
The third score data set score3 does not contain the BY variable Sex. PROC PLM scores the full data twice
with separate models. Furthermore, it does not contain the variable Age, which is a selected variable for
predicting the probability of no pain for male patients. Thus, PROC PLM computes linear predictor values
for score3 by using the first model for female patients, and sets the linear predictor to missing when using
the second model for male patients to score the data set.
Example 69.6: Comparing Multiple B-Splines
This example conducts an analysis similar to Example 15 in Chapter 41.33, “Examples: GLIMMIX Procedure.” It uses simulated data to perform multiple comparisons among predicted values in a model with
group-specific trends that are modeled through regression splines. The estimable functions are formed using
nonpositional syntax with constructed effects. Consider the data in the following DATA step. Each of the
100 observations for the continuous response variable y is associated with one of two groups.
data spline;
input group y @@;
x = _n_;
datalines;
1
-.020 1
0.199 2
2
-.397 1
0.065 2
1
0.253 2
-.460 2
1
0.379 1
0.971 1
2
0.574 2
0.755 1
2
1.088 2
0.607 2
1
0.629 2
1.237 2
2
1.002 2
1.201 1
1
1.329 1
1.580 2
2
1.052 2
1.108 2
2
1.726 2
1.179 2
2
2.105 2
1.828 2
1
1.984 2
1.867 1
2
1.522 2
2.200 1
1
2.769 1
2.534 2
1
2.873 1
2.678 1
1
2.893 1
3.023 1
2
2.549 1
2.836 2
1
3.727 1
3.806 1
1
2.948 2
1.954 2
1
3.744 2
2.431 2
2
1.996 2
2.028 2
2
2.337 1
4.516 2
2
2.474 2
2.221 1
1
5.253 2
3.024 2
;
-1.36
-.861
0.195
0.712
0.316
0.959
0.734
1.520
1.098
1.257
1.338
1.368
2.771
2.562
1.969
3.135
3.050
2.375
3.269
2.326
2.040
2.321
2.326
4.867
2.403
1
1
2
2
2
1
2
1
1
2
1
1
1
1
1
2
2
2
1
2
1
2
2
2
1
-.026
0.251
-.108
0.811
0.961
0.653
0.299
1.105
1.613
2.005
1.707
2.252
2.052
2.517
2.460
1.705
2.273
1.841
3.533
2.017
3.995
2.479
2.144
2.453
5.498
The following statements fit a model with separate trends for the two groups; the trends are modeled as
B-splines.
5854 F Chapter 69: The PLM Procedure
proc orthoreg data=spline;
class group;
effect spl = spline(x);
model y = group spl*group / noint;
store ortho_spline;
title 'B-splines Comparisons';
run;
Results from this analysis are shown in Output 69.6.1. The “Parameter Estimates” table shows the estimates
for the spline coefficients in the two groups.
Output 69.6.1 Results for Group-Specific Spline Model
B-splines Comparisons
The ORTHOREG Procedure
Dependent Variable: y
Source
DF
Sum of
Squares
Model
Error
Corrected Total
13
86
99
153.0175561
6.3223804119
159.33993651
Root MSE
R-Square
Parameter
(group='1')
(group='2')
spl*group 1
spl*group 1
spl*group 2
spl*group 2
spl*group 3
spl*group 3
spl*group 4
spl*group 4
spl*group 5
spl*group 5
spl*group 6
spl*group 6
spl*group 7
spl*group 7
1
2
1
2
1
2
1
2
1
2
1
2
1
2
Mean Square
F Value
Pr > F
11.770581238
0.0735160513
160.11
<.0001
0.2711384357
0.9603214326
DF
Parameter Estimate
Standard
Error
t Value
Pr > |t|
1
1
1
1
1
1
1
1
1
1
1
1
1
1
0
0
9.70265463962039
6.30619220563569
-11.1786451718041
-20.1946092746139
-9.53273697995301
-5.85652496534967
-8.96118371893294
-5.55671605245205
-7.26153231478755
-4.36778889738236
-6.44615256510896
-4.03801618914902
-4.63816959094139
-4.30290104395061
0
0
3.1341899987
2.6299147768
3.7008097395
3.9765046236
3.2575832048
2.7906116773
3.0717508806
2.5716715573
3.243690314
2.7246809593
2.9616955361
2.4588839125
3.7094636319
3.0478540171
.
.
3.10
2.40
-3.02
-5.08
-2.93
-2.10
-2.92
-2.16
-2.24
-1.60
-2.18
-1.64
-1.25
-1.41
.
.
0.0026
0.0187
0.0033
<.0001
0.0044
0.0388
0.0045
0.0335
0.0278
0.1126
0.0323
0.1042
0.2146
0.1616
.
.
By default, the ORTHOREG procedure constructs B-splines with seven knots. Since B-spline coefficients
satisfy a sum-to-one constraint and since the model contains group-specific intercepts, the last spline coefficient for each group is redundant and is set to 0.
Example 69.6: Comparing Multiple B-Splines F 5855
The following statements make a prediction for the input data set by using the SCORE statement with PROC
PLM and graph the observed and predicted values in the two groups:
proc plm restore=ortho_spline;
score data=spline out=ortho_pred predicted=p;
run;
proc sgplot data=ortho_pred;
series y=p x=x / group=group name="fit";
scatter y=y x=x / group=group;
keylegend "fit" / title="Group";
run;
The prediction plot in Output 69.6.2 suggests that there is some separation of the group trends for small
values of x and for values that exceed about x = 40.
Output 69.6.2 Observed Data and Predicted Values by Group
In order to determine the range on which the trends separate significantly, the PLM procedure is executed
in the following statements with an ESTIMATE statement that applies group comparisons at a number of
values for the spline variable x:
5856 F Chapter 69: The PLM Procedure
%macro GroupDiff;
%do x=0 %to 75 %by 5;
"Diff at x=&x" group 1 -1 group*spl [1,1 &x] [-1,2
%end;
'Diff at x=80' group 1 -1 group*spl [1,1 80] [-1,2 80]
%mend;
&x],
proc plm restore=ortho_spline;
show effects;
estimate %GroupDiff / adjust=simulate seed=1 stepdown;
run;
For example, the following ESTIMATE statement compares the trends between the two groups at x = 25:
estimate 'Diff at x=25' group 1 -1 group*spl [1,1 25] [-1,2 25];
The nonpositional syntax is used for the group*spl effect. For example, the specification Œ 1; 2 25 requests
that the spline be computed at x = 25 for the second level of variable group. The resulting coefficients are
added to the L vector for the estimate after being multiplied with –1.
Because comparisons are made at a large number of values for x, a multiplicity correction is in order to
adjust the p-values to reflect familywise error control. Simulated p-values with step-down adjustment are
used here.
Output 69.6.3 displays the “Store Information” for the item store and information about the spline effect
(the result of the SHOW statement).
Output 69.6.3 Spline Details
B-splines Comparisons
The PLM Procedure
Store Information
Item Store
Data Set Created From
Created By
Date Created
Response Variable
Class Variable
Constructed Effect
Model Effects
WORK.ORTHO_SPLINE
WORK.SPLINE
PROC ORTHOREG
13JUN12:12:38:57
y
group
spl
group spl*group
Example 69.6: Comparing Multiple B-Splines F 5857
Output 69.6.3 continued
B-splines Comparisons
The PLM Procedure
Knots for Spline Effect spl
Knot
Number
1
2
3
4
5
6
7
8
9
Boundary
*
*
*
*
*
*
x
-48.50000
-23.75000
1.00000
25.75000
50.50000
75.25000
100.00000
124.75000
149.50000
B-splines Comparisons
The PLM Procedure
Basis Details for Spline Effect spl
Column
1
2
3
4
5
6
7
--------Support-------48.50000
-48.50000
-23.75000
1.00000
25.75000
50.50000
75.25000
25.75000
50.50000
75.25000
100.00000
124.75000
149.50000
149.50000
Output 69.6.4 displays the results from the ESTIMATE statement.
Support
Knots
1-4
1-5
2-6
3-7
4-8
5-9
6-9
5858 F Chapter 69: The PLM Procedure
Output 69.6.4 Estimate Results with Multiplicity Correction
Estimates
Adjustment for Multiplicity: Holm-Simulated
Label
Diff
Diff
Diff
Diff
Diff
Diff
Diff
Diff
Diff
Diff
Diff
Diff
Diff
Diff
Diff
Diff
Diff
at
at
at
at
at
at
at
at
at
at
at
at
at
at
at
at
at
x=0
x=5
x=10
x=15
x=20
x=25
x=30
x=35
x=40
x=45
x=50
x=55
x=60
x=65
x=70
x=75
x=80
Estimate
Standard
Error
DF
t Value
Pr > |t|
Adj P
12.4124
1.0376
0.3778
0.05822
-0.02602
0.02014
0.1023
0.1924
0.2883
0.3877
0.4885
0.5903
0.7031
0.8401
1.0147
1.2400
1.5237
4.2130
0.1759
0.1540
0.1481
0.1243
0.1312
0.1378
0.1236
0.1114
0.1195
0.1308
0.1231
0.1125
0.1203
0.1348
0.1326
0.1281
86
86
86
86
86
86
86
86
86
86
86
86
86
86
86
86
86
2.95
5.90
2.45
0.39
-0.21
0.15
0.74
1.56
2.59
3.24
3.74
4.79
6.25
6.99
7.52
9.35
11.89
0.0041
<.0001
0.0162
0.6952
0.8346
0.8783
0.4600
0.1231
0.0113
0.0017
0.0003
<.0001
<.0001
<.0001
<.0001
<.0001
<.0001
0.0206
<.0001
0.0545
0.9101
0.9565
0.9565
0.7418
0.2925
0.0450
0.0096
0.0024
<.0001
<.0001
<.0001
<.0001
<.0001
<.0001
Notice that the “Store Information” in Output 69.6.3 displays the classification variables (from the CLASS
statement in PROC ORTHOREG), the constructed effects (from the EFFECT statement in PROC ORTHOREG), and the model effects (from the MODEL statement in PROC ORTHOREG). Output 69.6.4
shows that at the 5% significance level the trends are significantly different for x 10 and for x 40.
Between those values you cannot reject the hypothesis of trend congruity.
To see this effect more clearly, you can filter the results by adding the a filtering statement to the previous
PROC PLM step:
proc plm restore=ortho_spline;
estimate %GroupDiff / adjust=simulate seed=1 stepdown;
filter adjp > 0.05;
run;
Example 69.7: Linear Inference with Arbitrary Estimates F 5859
This produces Output 69.6.5, which displays the subset of the results in Output 69.6.4 that meets the condition in the FILTER expression.
Output 69.6.5 Filtered Estimate Results
B-splines Comparisons
The PLM Procedure
Estimates
Adjustment for Multiplicity: Holm-Simulated
Label
Diff
Diff
Diff
Diff
Diff
Diff
at
at
at
at
at
at
x=10
x=15
x=20
x=25
x=30
x=35
Estimate
Standard
Error
DF
t Value
Pr > |t|
Adj P
0.3778
0.05822
-0.02602
0.02014
0.1023
0.1924
0.1540
0.1481
0.1243
0.1312
0.1378
0.1236
86
86
86
86
86
86
2.45
0.39
-0.21
0.15
0.74
1.56
0.0162
0.6952
0.8346
0.8783
0.4600
0.1231
0.0545
0.9101
0.9565
0.9565
0.7418
0.2925
Example 69.7: Linear Inference with Arbitrary Estimates
Suppose that you have calculated a vector of parameter estimates of dimension .p 1/ and its associated
variance-covariance matrix by some statistical method. You might want to use these results to perform linear
inference, or to score a data set and calculate predicted values and their standard errors.
The following DATA steps create two SAS data sets. The first, called parms, contains six estimates that
represent two uncorrelated groups. The data set cov contains the covariance matrix of the estimates. The
lack of correlation between the two sets of three parameters is evident in the block-diagonal structure of the
covariance matrix.
5860 F Chapter 69: The PLM Procedure
data parms;
length name $6;
input Name$ Value;
datalines;
alpha1 -3.5671
beta1
0.4421
gamma1 -2.6230
alpha2 -3.0111
beta2
0.3977
gamma2 -2.4442
;
data cov;
input Parm row col1-col6;
datalines;
1 1 0.007462 -0.005222 0.010234 0.000000 0.000000 0.000000
1 2 -0.005222 0.048197 -0.010590 0.000000 0.000000 0.000000
1 3 0.010234 -0.010590 0.215999 0.000000 0.000000 0.000000
1 4 0.000000 0.000000 0.000000 0.031261 -0.009096 0.015785
1 5 0.000000 0.000000 0.000000 -0.009096 0.039487 -0.019996
1 6 0.000000 0.000000 0.000000 0.015785 -0.019996 0.126172
;
Suppose that you are interested in testing whether the parameters are homogeneous across groups—that is,
whether ˛1 D ˛2 ; ˇ1 D ˇ2 ; 1 D 2. You are interested in testing the hypothesis jointly and separately
with multiplicity adjustment.
To use the PLM procedure, you first need to create an item store that contains the necessary information as
if the preceding parameter vector and covariance matrix were the result of a statistical modeling procedure.
The following statements use the GLIMMIX procedure to create such an item store, by fitting a saturated
linear model with the data set that contains the parameter estimates serving as the input data set:
proc glimmix data=parms order=data;
class Name;
model Value = Name / noint ddfm=none s;
random _residual_ / type=lin(1) ldata=cov v;
parms (1) / noiter;
store ArtificialModel;
title 'Linear Inference';
run;
The RANDOM statement is used to form the covariance structure for the estimates. The PARMS statement
prevents iterative updates of the covariance parameters. The resulting marginal covariance matrix of the
“data” is thus identical to the covariance matrix in the data set cov. The ORDER=DATA option in the
PROC GLIMMIX statement is used to arrange the levels of the classification variable Name in the order in
which they appear in the data set so that the order of the parameters matches that of the covariance matrix.
The results of this analysis are shown in Output 69.7.1. Note that the parameter estimates are identical to the
values passed in the input data set and their standard errors equal the square root of the diagonal elements
of the cov data set.
Example 69.7: Linear Inference with Arbitrary Estimates F 5861
Output 69.7.1 “Fitted” Parameter Estimates and Covariance Matrix
Linear Inference
The GLIMMIX Procedure
Estimated V Matrix for Subject 1
Row
Col1
Col2
Col3
1
2
3
4
5
6
0.007462
-0.00522
0.01023
-0.00522
0.04820
-0.01059
0.01023
-0.01059
0.2160
Col4
Col5
Col6
0.03126
-0.00910
0.01579
-0.00910
0.03949
-0.02000
0.01579
-0.02000
0.1262
Solutions for Fixed Effects
Effect
name
name
name
name
name
name
name
alpha1
beta1
gamma1
alpha2
beta2
gamma2
Estimate
Standard
Error
DF
t Value
Pr > |t|
-3.5671
0.4421
-2.6230
-3.0111
0.3977
-2.4442
0.08638
0.2195
0.4648
0.1768
0.1987
0.3552
Infty
Infty
Infty
Infty
Infty
Infty
-41.29
2.01
-5.64
-17.03
2.00
-6.88
<.0001
0.0440
<.0001
<.0001
0.0454
<.0001
There are other ways to fit a saturated model with the GLIMMIX procedure. For example, you can use
the TYPE=UN covariance structure in the RANDOM statement with a properly prepared input data set for
the PDATA= option in the PARMS statement. See Example 17 in Chapter 41.33, “Examples: GLIMMIX
Procedure,” for details.
Once the item store exists, you can apply the linear inference capabilities of the PLM procedure. For example, the ESTIMATE statement in the following statements test the hypothesis of parameter homogeneity
across groups:
proc plm restore=ArtificialModel;
estimate
'alpha1 = alpha2' Name 1 0
'beta1 = beta2 ' Name 0 1
'gamma1 = gamma2' Name 0 0
adjust=bon stepdown
run;
0 -1 0 0,
0 0 -1 0,
1 0 0 -1 /
ftest(label='Homogeneity');
5862 F Chapter 69: The PLM Procedure
Output 69.7.2 Results from the PLM Procedure
Linear Inference
The PLM Procedure
Estimates
Adjustment for Multiplicity: Holm
Label
Estimate
Standard
Error
DF
t Value
Pr > |t|
Adj P
-0.5560
0.04440
-0.1788
0.1968
0.2961
0.5850
Infty
Infty
Infty
-2.83
0.15
-0.31
0.0047
0.8808
0.7599
0.0142
1.0000
1.0000
alpha1 = alpha2
beta1 = beta2
gamma1 = gamma2
F Test for Estimates
Label
Homogeneity
Num
DF
Den
DF
F Value
Pr > F
3
Infty
2.79
0.0389
The F test in Output 69.7.2 shows that the joint test of homogeneity is rejected. The individual tests with
familywise control of the Type I error show that the overall difference is due to a significant change in the
˛ parameters. The hypothesis of homogeneity across the two groups cannot be rejected for the ˇ and parameters.
References
Asuncion, A. and Newman, D. J. (2007), “UCI Machine Learning Repository,” http://archive.ics.
uci.edu/ml/.
Kenward, M. G. and Roger, J. H. (1997), “Small Sample Inference for Fixed Effects from Restricted Maximum Likelihood,” Biometrics, 53, 983–997.
McCullagh, P. and Nelder, J. A. (1989), Generalized Linear Models, Second Edition, London: Chapman &
Hall.
Silvapulle, M. J. and Sen, P. K. (2004), Constrained Statistical Inference: Order, Inequality, and Shape
Constraints, New York: John Wiley & Sons.
Weisberg, S. (1985), Applied Linear Regression, Second Edition, New York: John Wiley & Sons.
Subject Index
alpha level
PLM procedure, 5827
degrees of freedom
PLM procedure, 5827
options summary
ESTIMATE statement, 5821
PLM procedure
alpha level, 5827
BY processing, 5833
common postprocessing statements, 5807
degrees of freedom, 5827
filter PLM results, 5822
item store, 5806
least squares means, 5829
ODS graph names, 5836
ODS Graphics, 5818
ODS table names, 5836
posterior inference, 5833
scoring statistics, 5828
user-defined formats, 5834
scoring statistics
PLM procedure, 5828
Syntax Index
ALL option
SHOW statement (PLM), 5829
ALPHA= option
PROC PLM statement (PLM), 5816
SCORE statement (PLM), 5827
BYVAR option
SHOW statement (PLM), 5829
CLASS option
SHOW statement (PLM), 5829
CODE statement
PLM procedure, 5820
CORRELATION option
SHOW statement (PLM), 5829
COVARIANCE option
SHOW statement (PLM), 5829
DDFMETHOD= option
PROC PLM statement (PLM), 5817
DF= option
SCORE statement (PLM), 5827
EFFECTPLOT statement
PLM procedure, 5820
EFFECTS option
SHOW statement (PLM), 5830
ESTEPS= option
PROC PLM statement (PLM), 5817
ESTIMATE statement
PLM procedure, 5821
FILTER statement
PLM procedure, 5822
FITSTATS option
SHOW statement (PLM), 5830
FORMAT= option
PROC PLM statement (PLM), 5817
HERMITE option
SHOW statement (PLM), 5830
HESSIAN option
SHOW statement (PLM), 5830
ILINK option
SCORE statement (PLM), 5827
LSMEANS statement
PLM procedure, 5824
LSMESTIMATE statement
PLM procedure, 5825
MAXLEN= option
PROC PLM statement (PLM), 5817
NOCLPRINT option
PROC PLM statement (PLM), 5817
NOINFO option
PROC PLM statement (PLM), 5818
NOPRINT option
PROC PLM statement (PLM), 5818
NOUNIQUE option
SCORE statement (PLM), 5827
NOVAR option
SCORE statement (PLM), 5828
OBSCAT option
SCORE statement (PLM), 5828
PARAMETERS option
SHOW statement (PLM), 5830
PERCENTILES= option
PROC PLM statement (PLM), 5818
PLM procedure, 5815
FILTER statement, 5822
PROC PLM statement, 5816
SHOW statement, 5829
syntax, 5815
WHERE statement, 5831
PLM procedure, FILTER statement, 5822
PLM procedure, PROC PLM statement, 5816
ALPHA= option, 5816
DDFMETHOD= option, 5817
ESTEPS= option, 5817
FORMAT= option, 5817
MAXLEN= option, 5817
NOCLPRINT option, 5817
NOINFO option, 5818
PERCENTILES= option, 5818
PLOT option, 5818
PLOTS option, 5818
RESTORE= option, 5819
SEED= option, 5819
SINGCHOL= option, 5819
SINGRES= option, 5819
SINGULAR= option, 5819
STMTORDER= option, 5819
WHEREFORMAT option, 5819
ZETA= option, 5820
PLM procedure, SCORE statement
ALPHA= option, 5827
DF= option, 5827
ILINK option, 5827
NOUNIQUE option, 5827
NOVAR option, 5828
OBSCAT option, 5828
SAMPLE option, 5828
PLM procedure, SHOW statement, 5829
ALL option, 5829
BYVAR option, 5829
CLASS option, 5829
CORREATION option, 5829
COVARIANCE option, 5829
EFFECTS option, 5830
FITSTATS option, 5830
HERMITE option, 5830
HESSIAN option, 5830
PARAMETERS option, 5830
PROGRAM option, 5830
XPX option, 5830
XPXI option, 5830
PLM procedure, WHERE statement, 5831
PLM procedure, CODE statement, 5820
PLM procedure, EFFECTPLOT statement, 5820
PLM procedure, ESTIMATE statement, 5821
PLM procedure, LSMEANS statement, 5824
PLM procedure, LSMESTIMATE statement, 5825
PLM procedure, SLICE statement, 5830
PLM procedure, TEST statement, 5831
PLOT option
PROC PLM statement, 5818
PLOTS option
PROC PLM statement, 5818
PROC PLM statement, see PLM procedure
PLM procedure, 5816
PROGRAM option
SHOW statement (PLM), 5830
RESTORE= option
PROC PLM statement (PLM), 5819
SAMPLE option
SCORE statement (PLM), 5828
SEED= option
PROC PLM statement (PLM), 5819
SHOW statement
PLM procedure, 5829
SINGCHOL= option
PROC PLM statement (PLM), 5819
SINGRES= option
PROC PLM statement (PLM), 5819
SINGULAR= option
PROC PLM statement (PLM), 5819
SLICE statement
PLM procedure, 5830
STMTORDER= option
PROC PLM statement (PLM), 5819
TEST statement
PLM procedure, 5831
WHERE statement
PLM procedure, 5831
WHEREFORMAT option
PROC PLM statement (PLM), 5819
XPX option
SHOW statement (PLM), 5830
XPXPI option
SHOW statement (PLM), 5830
ZETA= option
PROC PLM statement (PLM), 5820
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