Re: Multivariate Analysis in MIXED

Posted by zstatman on Jan 07, 2010; 2:42pm
URL: http://spssx-discussion.165.s1.nabble.com/Multivariate-Analysis-in-MIXED-tp1092023p1092024.html

Very well done, thanks

WMB
Statistical Services

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-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of
rblack
Sent: Wednesday, January 06, 2010 9:20 PM
To: [hidden email]
Subject: Multivariate Analysis in MIXED

For those interested, I've provided steps to running a multivariate analysis
in the MIXED procedure in PASW 17.

In order to run a multivariate analysis employing the MIXED procedure, one
would need to add an indicator variable as a link to the response variables
to the data set. Also, in order to allow for separate intercepts for each
response variable, the grand intercept must be excluded, and to allow for
separate slopes, the fixed effects covariates should be added only by
interacting them with the indicator variable. Note that the response is
assumed to be a multivariate normal.

Here is an example:

---------------------------
ID  Indic   Y   X1
1     1     150  22
1     2      70   33
2     1     180  24
2     2      72   48
3     1     163    2
3     2      62   23
.
.
.
N
---------------------------

where

ID = identification number, repeating for each unit Indic = indicator of the
dependent variables (i.e. 1=height, 2=weight) Y = value on that specific
dependent variable (i.e. in inches for height, in pounds for weight)
X1 = fixed effects covariate
---------------------------

The code to run such a model would be as follows:

MIXED Y BY Indic WITH X1
  /FIXED=Indic Indic*X1 | NOINT SSTYPE(3)
  /METHOD=REML
  /PRINT=DESCRIPTIVES SOLUTION
  /RANDOM=INTERCEPT | SUBJECT(ID) COVTYPE(VC).

----------------------------

Here are a couple of articles that explain running a multivariate analysis
in linear mixed modeling:


http://www2.sas.com/proceedings/sugi23/Stats/p229.pdf

http://arxiv.org/ftp/arxiv/papers/0705/0705.0568.pdf

----------------------------

***Here's a more eloquent explanation in the SAS google group that I read
earlier on when learning the how to run such an analysis in SAS:

http://listserv.uga.edu/cgi-bin/wa?A2=ind0402D&L=sas-l&P=R20058


----------------------------

I welcome thoughts on this topic.

Best,

Ryan

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