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Application of repeated measurement Application of repeated measurement ANOVA models using SAS and SPSS:ANOVA models using SAS and SPSS:
examination of the effect of intravenous examination of the effect of intravenous lactate infusion in Alzheimer's diseaselactate infusion in Alzheimer's disease
Krisztina BodaKrisztina Boda11, János Kálmán, János Kálmán22, Zoltán Janka, Zoltán Janka22
Department of Medical InformaticsDepartment of Medical Informatics11, Department of Psychiatry, Department of Psychiatry22
University of Szeged, HungaryUniversity of Szeged, Hungary
MIE '2002 2
IntroductionIntroduction
Repeated measures analysis of variance (ANOVA) generalizes Student's t-test for paired samples. It is used when an outcome variable of interest is measured repeatedly over time or under different experimental conditions on the same subject.
MIE '2002 3
The purpose of the discussionThe purpose of the discussion
to show the application of different statistical models to investigate the effect of intravenous Na-lactate on cerebral blood flow and on venous blood parameters in Alzheimer's dementia (AD) probands using SAS and SPSS programs.
to show the most important properties of these statistical models.
to show that different models on the same data set may give different results.
MIE '2002 4
Topics of DiscussionTopics of Discussion The medical experiment
The data table
Statistical models and programs
Statistical analysis of two parameters (venous blood PH and systoloc blood pressure) using different models and programs GLM models Mixed models Comparison of the results
Summary of the key points
Medical results and discussion
MIE '2002 5
The medical experimentThe medical experiment
Patients: 20 patients having moderate-severe dementia syndrome (AD).
Experimental design: self-control study measurements were performed on the same patient
at 0, 10 and 20 minutes after 0.9 % NaCl (Saline) or 0.5 M Na-lactate infusion on two different days
NaCl (Saline) (day 1) Na-lactate (day 2)
0’ 10’ 20’ 0’ 10’ 20’
MIE '2002 6
The data The data „multivariate” or „wide” form„multivariate” or „wide” form
Proband PH1_0 PH1_10 PH1_20 PH2_0 PH2_10 PH2_20 PCO1_0 PCO1_101.00 7.43 7.42 7.43 7.42 . 7.46 34.60 34.502.00 7.39 7.39 7.39 7.36 7.36 7.43 50.40 48.703.00 7.37 7.38 7.38 7.40 7.45 7.46 45.60 46.904.00 7.43 7.42 7.42 7.43 7.45 7.48 48.20 47.105.00 7.39 7.39 7.39 7.38 7.40 7.42 44.50 44.606.00 7.36 7.39 7.41 7.32 7.39 7.45 47.20 48.007.00 7.38 7.39 7.38 7.37 7.41 7.46 48.10 49.508.00 7.39 7.40 7.39 7.36 7.44 7.48 44.40 46.609.00 7.34 7.39 7.41 7.34 7.41 7.45 50.10 49.8010.00 7.32 7.34 7.35 7.31 7.32 7.37 57.20 58.1011.00 7.40 7.38 7.39 7.34 7.40 7.47 42.70 45.0012.00 7.32 7.35 7.33 7.37 7.40 7.43 51.40 54.9013.00 . . . 7.42 7.43 7.48 . .14.00 7.42 7.41 7.39 7.42 7.42 7.43 43.20 49.2015.00 7.42 7.41 7.40 7.46 7.47 7.51 45.80 45.5016.00 7.37 7.36 7.36 7.37 7.36 7.41 53.60 55.1017.00 7.37 7.39 7.39 7.45 7.40 7.48 45.80 48.6018.00 7.39 7.38 7.37 7.42 7.40 7.44 42.50 43.1019.00 7.43 7.41 7.48 7.42 7.39 7.37 41.60 44.3020.00 . . . 7.41 7.46 7.45 . .20 18 18 18 20 19 20 18 18
MIE '2002 8
Statistical modelStatistical model
The statistical models will be shown using one chosen parameter the venous blood PH.
2 repeated measures factors: days (treatments) with 2 levels (Saline or Lactate) time with 3 levels (0, 10 and 20 minutes)
both factors are fixed values of interest are all represented in the data file
MIE '2002 9
Venous blood PH levelsVenous blood PH levels
2018 1918 2018N =
LactateSaline
PH
7.6
7.5
7.4
7.3
7.2
TIme
.00
10.00
20.00
69
111
59
•sample size
•interaction
MIE '2002 10
Topics of DiscussionTopics of Discussion The medical experiment
The data table
Statistical models and programs
Statistical analysis of one parameter (venous blood PH) using different models and programs GLM models Mixed models Comparison of the results
Summary of the key points
Medical results and discussion
MIE '2002 11
Statistical models and programsStatistical models and programs
t-tests the repeated use of the t-tests may increase the
experiment wise probability of Type I error.
ANOVA GLM Mixed
Programs used SAS 6.12, 8.02 SPSS 9.0, 11.0
MIE '2002 12
Repeated measures ANOVARepeated measures ANOVA
Observations on the same subject are usually correlated and often exhibit heterogeneous variability a covariance pattern across time periods can be
specified within the residual matrix.
Effects: between-subjects effects within-subjects effects
Interactions
MIE '2002 13
Statistical modelsStatistical models GLM (General Linear Model) y= X +
y: a vector of observed data : an unknown vector of fixed-effects parameters with known
design matrix X : an unknown random error vector – assumed to be
independently and identically distributed N(0,2) MIXED Model y= X + Z +
: an unknown vector of random-effects parameters with known design matrix Z
: an unknown random error vector – whose elements are no longer required to be independent and homogenous.
Assume that and are Gaussian random variables and have expectations 0 and variances G and R, respectively.
The variance of y is V=ZGZ’ + R For G and R some covariance structure must be selected
MIE '2002 14
The within-subjects covariance matrix - The within-subjects covariance matrix - covariance patterns for 3 time periodscovariance patterns for 3 time periods
UN-Unstructured
CS-Compound Symmetry
232313
232212
131221
21
221
21
21
21
221
21
21
21
2
23
22
21
00
00
00
VC-Variance Components
AR(1) - First-Order Autoregressive
1
1
1
2
2
MIE '2002 15
GLMGLM MIXEDMIXED
Requires balanced data; subjects with missing observations are deleted
Assumes special form of the within-subject covariance matrix: Type H (Sphericity) – univariate
approach Unstructured –multivariate
approach
Estimates covariance parameters using a method of moments
….
Allows data that are missing at random
Allows a wide variety of within-subject covariance matrix UN-Unstructured VC-Variance Components CS-Compound Symmetry AR(1)-1th order autoregressive …
Estimates covariance parameters using restricted maximum likelihood,…
….
MIE '2002 16
Topics of DiscussionTopics of Discussion The medical experiment
The data table
Statistical models and programs
Statistical analysis of one parameter (venous blood PH) using different models and programs GLM models Mixed models Comparison of the results
Summary of the key points
Medical results and discussion
MIE '2002 17
Statistical analysis of venous blood PH Statistical analysis of venous blood PH using different models and programsusing different models and programs
Examination of univariate statistics and correlation structure
GLM univariate and multivariate results, verifying assumptions
Mixed models Create the model Examine and choose the covariance structure Compare fixed effects
MIE '2002 18
Paired Paired tt-test -test (only for demonstration –not recommended)(only for demonstration –not recommended)
Comparison Sig. (2-tailed)
Day 1, 0’-10’ 0.140
Day 1, 0’-20’ 0.164
Day 1, 10’-20’ 0.607
Day 2, 0’-10’ 0.009
Day 2, 0’-20’ 0.000
Day 2, 10’-20’ 0.000
0’, Day1-Day2 0.788
10’, Day1-Day2 0.018
20’, Day1-Day2 0.000
MIE '2002 19
Correlation of PH measurementsCorrelation of PH measurements PH1_0 PH1_10 PH1_20 PH2_0 PH2_10
PH2_20
PH1_0 1 .874 .691 .658 .512 .243
PH1_10 .874 1 .820 .600 .677 .407
PH1_20 .691 .820 1 .381 .296 .006
PH2_0 .658 .600 .381 1 .635 .399
PH2_10 .512 .677 .296. 635 1. 720
PH2_20 .243 .407 .006 .399 .720 1D1 T0
D1 T10
D1 T20
D2 T0
D2 T10
D2 T20
MIE '2002 20
Repeated measures ANOVARepeated measures ANOVA
Effects: between-subjects effects -none within-subjects effects
• Treatment (Saline - Lactate) - fixed
• Time (0’-10’-10’) - fixed
• Patient -random
Interactions Treatment*time interactions will be examined
MIE '2002 21
GLM Univariate commandsGLM Univariate commands(data must be in „wide” form)(data must be in „wide” form)
SPSS
SASPROC GLM ;
model ph1_0 ph1_10 ph1_20 ph2_0 ph2_10 ph2_20=;
repeated treat 2, time 3 polynomial / summary ;
Run;
GLM ph1_0 ph1_10 ph1_20 ph2_0 ph2_10 ph2_20
/WSFACTOR = treat 2 Polynomial time 3 Polynomial
/METHOD = SSTYPE(3)
/PLOT = PROFILE( time*treat )
/WSDESIGN = treat time treat*time.
MIE '2002 22
GLM univariate assumptions and results (SPSS)GLM univariate assumptions and results (SPSS)
Sphericity test failed, a correction can be applied
3 subjects are deleted because of missing value
TREATMENT*TIME interaction is significant
Tests of Within-Subjects Effects
Measure: MEASURE_1
1.569E-02 1 1.569E-02 11.277 .004
1.569E-02 1.000 1.569E-02 11.277 .004
1.569E-02 1.000 1.569E-02 11.277 .004
1.569E-02 1.000 1.569E-02 11.277 .004
2.226E-02 16 1.391E-03
2.226E-02 16.000 1.391E-03
2.226E-02 16.000 1.391E-03
2.226E-02 16.000 1.391E-03
2.109E-02 2 1.054E-02 20.718 .000
2.109E-02 1.350 1.562E-02 20.718 .000
2.109E-02 1.430 1.475E-02 20.718 .000
2.109E-02 1.000 2.109E-02 20.718 .000
1.629E-02 32 5.089E-04
1.629E-02 21.596 7.541E-04
1.629E-02 22.875 7.119E-04
1.629E-02 16.000 1.018E-03
1.227E-02 2 6.133E-03 14.171 .000
1.227E-02 1.501 8.174E-03 14.171 .000
1.227E-02 1.622 7.564E-03 14.171 .000
1.227E-02 1.000 1.227E-02 14.171 .002
1.385E-02 32 4.328E-04
1.385E-02 24.012 5.768E-04
1.385E-02 25.947 5.338E-04
1.385E-02 16.000 8.656E-04
Sphericity Assumed
Greenhouse-Geisser
Huynh-Feldt
Lower-bound
Sphericity Assumed
Greenhouse-Geisser
Huynh-Feldt
Lower-bound
Sphericity Assumed
Greenhouse-Geisser
Huynh-Feldt
Lower-bound
Sphericity Assumed
Greenhouse-Geisser
Huynh-Feldt
Lower-bound
Sphericity Assumed
Greenhouse-Geisser
Huynh-Feldt
Lower-bound
Sphericity Assumed
Greenhouse-Geisser
Huynh-Feldt
Lower-bound
SourceTREAT
Error(TREAT)
TIME
Error(TIME)
TREAT * TIME
Error(TREAT*TIME)
Type III Sumof Squares df Mean Square F Sig.
1.629E-02 16.000 1.018E-03
1.227E-02 2 6.133E-03 14.171 .000
1.227E-02 1.501 8.174E-03 14.171 .000
1.227E-02 1.622 7.564E-03 14.171 .000
1.227E-02 1.000 1.227E-02 14.171 .002
Lower-bound
Sphericity Assumed
Greenhouse-Geisser
Huynh-Feldt
Lower-bound
Error(TIME)
TREAT * TIME
MIE '2002 23
GLM multivariate results (SPSS)GLM multivariate results (SPSS)
Multivariate Testsb
.413 11.277a 1.000 16.000 .004
.587 11.277a 1.000 16.000 .004
.705 11.277a 1.000 16.000 .004
.705 11.277a 1.000 16.000 .004
.724 19.651a 2.000 15.000 .000
.276 19.651a 2.000 15.000 .000
2.620 19.651a 2.000 15.000 .000
2.620 19.651a 2.000 15.000 .000
.537 8.702a 2.000 15.000 .003
.463 8.702a 2.000 15.000 .003
1.160 8.702a 2.000 15.000 .003
1.160 8.702a 2.000 15.000 .003
Pillai's Trace
Wilks' Lambda
Hotelling's Trace
Roy's Largest Root
Pillai's Trace
Wilks' Lambda
Hotelling's Trace
Roy's Largest Root
Pillai's Trace
Wilks' Lambda
Hotelling's Trace
Roy's Largest Root
EffectTREAT
TIME
TREAT * TIME
Value F Hypothesis df Error df Sig.
Exact statistica.
Design: Intercept Within Subjects Design: TREAT+TIME+TREAT*TIME
b.
MIE '2002 24
Plot in SPSSPlot in SPSS
Estimated Marginal Means of MEASURE_1
TIME
321
Est
ima
ted
Ma
rgin
al M
ea
ns
7.45
7.44
7.43
7.42
7.41
7.40
7.39
7.38
7.37
TREAT
1
2
Estimated Marginal Means of MEASURE_1
TIME
321
Est
ima
ted
Ma
rgin
al M
ea
ns
7.45
7.44
7.43
7.42
7.41
7.40
7.39
7.38
7.37
TREAT
1
2
MIE '2002 25
Mixed models commandsMixed models commands(Data must be in „long” form)(Data must be in „long” form)
SAS 8.02
SPSS 11.0
proc mixed covtest;
class name treat time;
model ph = treat time treat*time;
repeated /type=un sub=name r rcorr;
lsmeans treat*time /pdiff;
run;
MIXED ph BY treat time /CRITERIA = CIN(95) MXITER(100) MXSTEP(10) SCORING(1) SINGULAR(0.000000000001) HCONVERGE(0, ABSOLUTE) LCONVERGE(0, ABSOLUTE) PCONVERGE(0.000001, ABSOLUTE) /FIXED = treat time time*treat | SSTYPE(3) /METHOD = REML /PRINT = G LMATRIX R SOLUTION TESTCOV /REPEATED = treat time | SUBJECT(name ) COVTYPE(UN) /SAVE = RESID .
MIE '2002 26
Selecting the covariance structureSelecting the covariance structure
Using SAS command, replacing “UN” in type=UN with CS, VC, HF , AR(1) and others defines Unstructured, Variance Components, Huynh-Feldt and First Order Autoregressive, etc… variance-covariance structures of the fixed effects. The default is VC.
Using SPSS command, replacing “UN” in COVTYPE(UN) with ID, CS, VC, HF , AR(1) defines the above covariance structures. No other types are available.
MIE '2002 27
Selecting the covariance structureSelecting the covariance structure
The unstructured covariance is overly complex. In our example we have 6 levels for treat*time effects, so the unstructured covariance has 6 variances and 15 covariances (6*5)/2 ), for a total of 21 variances and covariances being estimated. The other structures use less covariance parameter for the repeated effects.
Another problem with CS, HF and AR(1) structures that they do not take into account the double repeated nature of our model.
MIE '2002 28
Selecting the covariance structureSelecting the covariance structure
Correlation matrix for a block using UN covariance structure
Row COL1 COL2 COL3 COL4 COL5 COL6
1 1.00000000 0.87572288 0.69284518 0.64717994 0.54989785 0.24762745
2 0.87572288 1.00000000 0.82563330 0.59373944 0.69760124 0.39606241
3 0.69284518 0.82563330 1.00000000 0.37105322 0.36385899 0.00696442
4 0.64717994 0.59373944 0.37105322 1.00000000 0.64283355 0.39879596
5 0.54989785 0.69760124 0.36385899 0.64283355 1.00000000 0.71658187
6 0.24762745 0.39606241 0.00696442 0.39879596 0.71658187 1.00000000
Correlation matrix for a block using AR(1) covariance structure
Row Col1 Col2 Col3 Col4 Col5 Col6
1 1.0000 0.6169 0.3805 0.2348 0.1448 0.08933
2 0.6169 1.0000 0.6169 0.3805 0.2348 0.1448
3 0.3805 0.6169 1.0000 0.6169 0.3805 0.2348
4 0.2348 0.3805 0.6169 1.0000 0.6169 0.3805
5 0.1448 0.2348 0.3805 0.6169 1.0000 0.6169
6 0.08933 0.1448 0.2348 0.3805 0.6169 1.0000
MIE '2002 29
Selecting the covariance structure: Selecting the covariance structure:
aa composite covariance model composite covariance model Under a composite covariance model separate
covariance structures are specified for each of two repeat factors. Using UN@AR(1), we assume equal correlation between treatments (UN) and AR(1) covariance structure between the three time points.
UN@AR(1): we assume the UN covariance matrix for the treatments and the AR(1) covariance matrix for the time effects
MIE '2002 30
The UN@AR(1) composite covariance The UN@AR(1) composite covariance model in SASmodel in SAS
For each subject, we have the following covariance matrix:
1
1
1
1
1
1
1
1
1
1
1
1
2
2
22
2
2
12
2
2
12
2
2
21
22
22
2221212
212
22
22
22121212
222
22
22
2121212
12122
1221
21
221
12121221
21
21
2121212
221
21
21
1
1
1
@2
2
2212
1221
MIE '2002 31
Selecting the covariance structureSelecting the covariance structure
Correlation matrix for a block using UN@AR(1) covariance structure
Row COL1 COL2 COL3 COL4 COL5 COL6
1 1.00000000 0.73001496 0.53292185 0.22698641 0.16570348 0.12096602 2 0.73001496 1.00000000 0.73001496 0.16570348 0.22698641 0.16570348 3 0.53292185 0.73001496 1.00000000 0.12096602 0.16570348 0.22698641 4 0.22698641 0.16570348 0.12096602 1.00000000 0.73001496 0.53292185 5 0.16570348 0.22698641 0.16570348 0.73001496 1.00000000 0.73001496 6 0.12096602 0.16570348 0.22698641 0.53292185 0.73001496 1.00000000
Correlation between time Time 0 Time 10 Time 20 Time 0 1.00000000 0.73001496 0.53292185 Time 10 0.73001496 1.00000000 0.73001496 Time 20 0.53292185 0.73001496 1.00000000
R=0.227 (correlation between treatments)
MIE '2002 32
Comparison of mixed models with Comparison of mixed models with different covariance structuresdifferent covariance structures
Based on information criteria about the model fit Akaike's Information Criterion (AIC) -2 Restricted Log Likelihood:
• Likelihood ratio test (for nested models)
Smaller values indicate better models
MIE '2002 33
Comparison of covariance Comparison of covariance structures for PH datastructures for PH data
Information criteria (smaller-is-better forms). Covariance structure UN VC CS AR(1) UN@AR(1) Number of parameters 21 6 2 2 4 -2 Restricted Log Likelihood -500.416 -405.118 -433.927 -429.208 -454.181 Akaike's Information Criterion (AIC) -458.416 -393.118 -429.927 -425.208 -446.2 Likelihood ratio test (comparison to UN)
df 15 19 diff 95.294 66.496
Models VC,CS are significantly different (worse) from model with UN covariace structure. However, UN@AR(1) model will be used,
-because this is a doubly repeated model,-the covariance structure is simpler
MIE '2002 34
Results using mixed model (SAS)Results using mixed model (SAS)
Tests of Fixed Effects (Type=UN@AR)
Source NDF DDF Type III F Pr > F
TREAT 1 88 8.77 0.0039
TIME 2 88 15.86 0.0001
TREAT*TIME 2 88 14.22 0.0001
MIE '2002 35
Differences of Least Squares MeansDifferences of Least Squares Means
Differences of Least Squares Means
Effect TREAT TIME _TREAT _TIME Difference Std Error DF t Pr > |t|
TREAT*TIME 1.00 0.00 1.00 10.00 -0.00668 0.004978 33 -1.34 0.1886 TREAT*TIME 1.00 0.00 1.00 20.00 -0.00888 0.006548 33 -1.36 0.1844 TREAT*TIME 1.00 10.00 1.00 20.00 -0.00219 0.004978 33 -0.44 0.6624 TREAT*TIME 2.00 0.00 2.00 10.00 -0.02260 0.006852 33 -3.30 0.0023 TREAT*TIME 2.00 0.00 2.00 20.00 -0.05895 0.008888 33 -6.63 <.0001 TREAT*TIME 2.00 10.00 2.00 20.00 -0.03635 0.006852 33 -5.30 <.0001
TREAT*TIME 1.00 0.00 2.00 0.00 -0.00459 0.01018 33 -0.45 0.6551 TREAT*TIME 1.00 10.00 2.00 10.00 -0.02051 0.01024 33 -2.00 0.0536 TREAT*TIME 1.00 20.00 2.00 20.00 -0.05466 0.01018 33 -5.37 <.0001
Paired t-test: Comparison Sig. (2-tailed) Day 1, 0’-10’ 0.140
Day 1, 0’-20’ 0.164 Day 1, 10’-20’ 0.607 Day 2, 0’-10’ 0.009 Day 2, 0’-20’ 0.000 Day 2, 10’-20’ 0.000 0’, Day1-Day2 0.788 10’, Day1-Day2 0.018 20’, Day1-Day2 0.0002018 1918 2018N =
LactateSaline
PH
7.6
7.5
7.4
7.3
7.2
TIme
.00
10.00
20.00
69
111
59
MIE '2002 36
Distribution of residuals using Distribution of residuals using UN@AR(1) covariance structureUN@AR(1) covariance structure
MIE '2002 37
Summary of statistical results Summary of statistical results for venous blood PH for venous blood PH
Changing models might give different results. GLM models are useful in case of balanced data
satisfying special assumptions. Using mixed model, the covariance structure of
repeated effects can be taken into account, and cases with missing values are not deleted.
The presence of a treatment*time interaction is obvious by any model.
MIE '2002 38
Examination of another parameter: Examination of another parameter: systolic blood pressure (RRS)systolic blood pressure (RRS)
1919 1819 1919N =
LactateSaline
RR
s
200
180
160
140
120
100
80
Time
0
10
20 RRS 2-20RRS 2-10RRS 2-0RRS 1-20RRS 1-10RRS 1-0
200
180
160
140
120
100
80
MIE '2002 39
Mean and SD of systolic blood pressure
0.00
20.00
40.00
60.00
80.00
100.00
120.00
140.00
160.00
180.00
0 10 20
Time (min)
Hg
mm Saline
Lactate
N 19 19 19 19
MIE '2002 40
Mean of systolic blood pressure
138.89
140.26
146.89
142.05
139.74140.61
130.00
132.00
134.00
136.00
138.00
140.00
142.00
144.00
146.00
148.00
150.00
0 10 20 Time (min)
Hg
mm Saline
Lactate
N 19 19 19 19 18 19
Mean of systolic blood pressure
138.17 138.67
144.83
141.11
138.50
140.61
130.00
132.00
134.00
136.00
138.00
140.00
142.00
144.00
146.00
148.00
150.00
0 10 20 Time (min)
Hg
mm Saline
Lactate
N 18 18 18 18 18 18
Different sample size Equal sample size
The same figure with different scalingThe same figure with different scaling
MIE '2002 41
GLM results (2 cases are deleted)GLM results (2 cases are deleted)
GLM Multivariate (Wilks’ Lambda Sig): TREAT 0.868 TIME 0.095 TREAT*TIME 0.270
GLM Univariate (Spericity assumptions met) TREAT 0.868 TIME 0.042 TREAT*TIME 0.253
Is there a significant time effect?
0.042
0.095
MIE '2002 42
Plot in SPSS GLMPlot in SPSS GLM
Estimated Marginal Means
TIME
20100
Est
ima
ted
Ma
rgin
al M
ea
ns
148
146
144
142
140
138
TREATMENT
Saline
Lactate
MIE '2002 43
Correlation matrix of systolic blood pressuresCorrelation matrix of systolic blood pressures
BP1_0 BP1_10 BP1_20 BP2_0 BP2_10 BP2_20
BP1_0 1 .954 .893 .884 .619 .790
BP1_10 .954 1 .908 .842 .569 .776
BP1_20 .893 .908 1 .825 .566 .778
BP2_0 .884 .842 .825 1 .755 .791
BP2_10 .619 .569 .566 .755 1 .825
BP2_20 .790 .776 .778 .791 .825 1
Paired t-tests Sig. (2-tailed)RRS 1-0 - RRS 1-10 .409
RRS 1-0 - RRS 1-20 .003
RRS 1-10 - RRS 1-20 .009
RRS 2-0 - RRS 2-10 .515
RRS 2-0 - RRS 2-20 .439
RRS 2-10 - RRS 2-20 .845
RRS 1-0 - RRS 2-0 .715
RRS 1-10 - RRS 2-10 .672
RRS 1-20 - RRS 2-20 .155
MIE '2002 44
MIXED: Comparison MIXED: Comparison of covariance structures for BP dataof covariance structures for BP data
Information criteria (smaller-is-better forms).UN VC CS HF AR(1) UN@AR(1)
Covariance structureNumber of parameters 21 6 2 7 2 4-2 Restricted Log Likelihood 815.637 968.25 858.587 853.88 848.541 860.93Akaike's Information Criterion (AIC) 857.637 978.1 862.587 868.337 852.546 868.9Likelihood ratio test (comparison toUN)
df 15 19 14 19 17diff 152.613 42.95 38.243 32.9 46.29
p <0.0001 .001317 .000477 .024686 .000156
UN covariance structure is significantly better than the other models examined
MIE '2002 45
Results for time-trend Results for time-trend using mixed modelusing mixed model
GLM: based on data of 18 patients, univariate results seem to be acceptable, showing a significant time-trend. However, assumptions of the multivariate approach are more realistic. Multivariate (UN): 2, 16, p=0.095 Univariate (CS): 2, 34 p=0.042.
MIXED: based on data of 20 patients, UN covariance structure has to be used. UN: 2, 18, p=0.045 CS: 2, 89 p=0.0587
The p-values are close. There is a significant increase in time for BP data.
MIE '2002 47
Covariance pattern model vs. Covariance pattern model vs. random coefficients modelrandom coefficients model
When correlation between observations on the same patients is not constant, a covariance pattern model can be used.
When the relationship of the response variable with time is of interest, a random coefficients model is more appropriate. Here, regression curves are fitted for each patient and the regression coefficients are allowed to vary randomly between the patients.
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Individual regression linesIndividual regression lines
TREAT: 1.00 Saline
Time
3020100-10
RR
s
200
180
160
140
120
100
TREAT: 2.00 Lactate
Time
3020100-10R
Rs
200
180
160
140
120
100
80
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SAS commandsSAS commands1. Fixed effects approach (linear regression with one independent
variable). The effect of patient is ignored – all observations are treated as independent.
proc mixed;model rrs= time /s;run;
2. Mixed models (with random coefficients for patients and patients*time)proc mixed;class name treat;model rrs= time /s;random int time /sub=name type=un solution;run;
3. Mixed models with two additional effects (with random coefficients for patients and patients*time)
proc mixed;class name treat;model rrs=treat time treat*time/s;random int time /sub=name type=un solution;run;
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Regression lines by averaged by treatmentsRegression lines by averaged by treatments
Time
3020100-10
RR
s200
180
160
140
120
100
Treatment
Lactate
Saline
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Results I: fixed effects (linear regression)Results I: fixed effects (linear regression)
Covariance Parameter Estimates: Residual 410.02
Fit Statistics
-2 Res Log Likelihood 996.5
Solution for Fixed Effects Effect Estimate Standard Error DF t Value Pr > |t|
Intercept 138.84 3.0039 111 46.22 <.0001TIME 0.2579 0.2323 111 1.11 0.2693
Type 3 Tests of Fixed Effects
Num DenEffect DF DF F Value Pr > F
TIME 1 111 1.23 0.2693 The time-effect is not significant
Residual variance: 410.02
RRS=0.2579*time + 138.84
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Results I: fixed effects (linear regression)Results I: fixed effects (linear regression)
Time
3020100-10
RR
s
200
180
160
140
120
100
80
Treatment
Lactate
Saline
Total Population
RRS=0.2579*time + 138.84
The time-effect is not significant
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Results II: mixed model: fixed and Results II: mixed model: fixed and random effects (linear regression)random effects (linear regression)
Covariance Parameter EstimatesUN(1,1) NAME 346.73UN(2,1) NAME -0.5609UN(2,2) NAME 0 Residual 88.3869
Fit Statistics: -2 Res Log Likelihood 882.9
Solution for Fixed Effects
Effect Estimate Standard Error DF t Value Pr > |t|
Intercept 139.03 4.4939 18 30.94 <.0001TIME 0.2579 0.1078 18 2.39 0.0279
Type 3 Tests of Fixed Effects Num DenEffect DF DF F Value Pr > F
TIME 1 18 5.72 0.0279
Residual variance: 88.38
RRS=0.2579*time + 139.03
The time-effect is significant
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Results III: mixed model: two fixed Results III: mixed model: two fixed effects and random effectseffects and random effects
Covariance Parameter EstimatesUN(1,1) NAME 346.73UN(2,1) NAME -0.5609UN(2,2) NAME 0 Residual 88.3869 Fit Statistics
-2 Res Log Likelihood 879.2
Type 3 Tests of Fixed Effects Num DenEffect DF DF F Value Pr > F
TREAT 1 73 0.53 0.4703TIME 1 18 5.71 0.0280TIME*TREAT 1 73 1.74 0.1919
Residual variance: 88.38
The time-effect is significant
The other two effects are not significant
We decide to use MODEL II
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DiscussionDiscussion
Using statistical software without knowing their main properties or using only their default parameters may lead to spurious results.
Using only the default parameters means that simple models are supposed (i.e. VC covariance pattern in mixed procedure).
Medical experiments often result in repeated measures data, nested repeated measures data. The use of carefully chosen statistical model may improve the quality of statistical evaluation of medical data.
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Medical consequencesMedical consequences
The main results are that the diminished elevation of serum cortisol levels indicates blunted stress response to Na-lactate in AD. The decreased vascular responsiveness of the majority of AD cases reflects impaired vasoreactivity and disturbed vasoregulation. Since the catecholaminerg system and cholinergic mechanisms are also involved in the regulation of reactivity of the brain microvasculature, these alterations might be the consequences of the general cholinergic deficit in AD.
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ReferencesReferences
1. H. Brown and R. Prescott, Applied Mixed Models in Medicine. Wiley, 2001.
2. SAS Institute, Inc: The MIXED procedure in SAS/STAT Software: Changes and Enhancements through Release 6.11. Copyright © 1996 by SAS Institute Inc., Cary, NC 27513.
3. T. Park, and Y.J. Lee,: Covariance models for nested repeated measures data: analysis of ovarian steroid secretion data. Statistics in Medicine 21 (2002) 134-164
4. SPSS Advanced Models 9.0. Copyright © 1996 by SPSS Inc P. 5. R. S. Stewart, M. D. Devous, A. J. Rush, L. Lane, F. J. Bonte, Cerebral
blood flow changes during sodium-lactate induced panic attacks. Am. J. Psych., 145 (1988) 442-449.
6. R. Wolfinger and M. Chang, Comparing the SAS GLM and MIXED Procedures for Repeated Measures, SAS Institute Inc., Cary, NC. http://www.ats.ucla.edu/stat/sas/library/