Example 22.9: Repeated Measures, Two Repeated Measurement Factors
This example, from MacMillan et al. (1981), illustrates a
repeated measurement analysis in which there are two
repeated measurement factors. Two diagnostic procedures
(standard and test) are performed on each subject, and the
results of both are evaluated at each of two times as being
positive or negative.
title 'Diagnostic Procedure Comparison';
data a;
input std1 $ test1 $ std2 $ test2 $ wt @@;
datalines;
neg neg neg neg 509 neg neg neg pos 4 neg neg pos neg 17
neg neg pos pos 3 neg pos neg neg 13 neg pos neg pos 8
neg pos pos pos 8 pos neg neg neg 14 pos neg neg pos 1
pos neg pos neg 17 pos neg pos pos 9 pos pos neg neg 7
pos pos neg pos 4 pos pos pos neg 9 pos pos pos pos 170
;
For the initial model, the response functions are marginal
probabilities, and the repeated measurement factors are
Time and Treatment. The model is a saturated one,
containing effects for Time, Treatment, and
Time*Treatment. The following statements produce
Output 22.9.1 through Output 22.9.5:
proc catmod data=a;
title2 'Marginal Symmetry, Saturated Model';
weight wt;
response marginals;
model std1*test1*std2*test2=_response_ / freq noparm;
repeated Time 2, Treatment 2 / _response_=Time Treatment
Time*Treatment;
run;
Output 22.9.1: Diagnosis Data: Two Repeated Measurement Factors
Diagnostic Procedure Comparison |
Marginal Symmetry, Saturated Model |
Response |
std1*test1*std2*test2 |
Response Levels |
15 |
Weight Variable |
wt |
Populations |
1 |
Data Set |
A |
Total Frequency |
793 |
Frequency Missing |
0 |
Observations |
15 |
|
Output 22.9.2: Response Profiles
Diagnostic Procedure Comparison |
Marginal Symmetry, Saturated Model |
Response Profiles |
Response |
std1 |
test1 |
std2 |
test2 |
1 |
neg |
neg |
neg |
neg |
2 |
neg |
neg |
neg |
pos |
3 |
neg |
neg |
pos |
neg |
4 |
neg |
neg |
pos |
pos |
5 |
neg |
pos |
neg |
neg |
6 |
neg |
pos |
neg |
pos |
7 |
neg |
pos |
pos |
pos |
8 |
pos |
neg |
neg |
neg |
9 |
pos |
neg |
neg |
pos |
10 |
pos |
neg |
pos |
neg |
11 |
pos |
neg |
pos |
pos |
12 |
pos |
pos |
neg |
neg |
13 |
pos |
pos |
neg |
pos |
14 |
pos |
pos |
pos |
neg |
15 |
pos |
pos |
pos |
pos |
|
Output 22.9.3: Response Frequencies
Diagnostic Procedure Comparison |
Marginal Symmetry, Saturated Model |
Response Frequencies |
Sample |
Response Number |
1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
12 |
13 |
14 |
15 |
1 |
509 |
4 |
17 |
3 |
13 |
8 |
8 |
14 |
1 |
17 |
9 |
7 |
4 |
9 |
170 |
|
Output 22.9.4: Design Matrix
Diagnostic Procedure Comparison |
Marginal Symmetry, Saturated Model |
Sample |
Function Number |
Response Function |
Design Matrix |
1 |
2 |
3 |
4 |
1 |
1 |
0.70870 |
1 |
1 |
1 |
1 |
|
2 |
0.72383 |
1 |
1 |
-1 |
-1 |
|
3 |
0.70618 |
1 |
-1 |
1 |
-1 |
|
4 |
0.73897 |
1 |
-1 |
-1 |
1 |
|
Output 22.9.5: ANOVA Table
Diagnostic Procedure Comparison |
Marginal Symmetry, Saturated Model |
Analysis of Variance |
Source |
DF |
Chi-Square |
Pr > ChiSq |
Intercept |
1 |
2385.34 |
<.0001 |
Time |
1 |
0.85 |
0.3570 |
Treatment |
1 |
8.20 |
0.0042 |
Time*Treatment |
1 |
2.40 |
0.1215 |
Residual |
0 |
. |
. |
|
The analysis of variance table in Output 22.9.5 shows that
there is no significant effect of Time, either by
itself or in its interaction with Treatment. Thus,
the second model includes only the Treatment effect.
Again, the response functions are marginal probabilities,
and the repeated measurement factors are Time and
Treatment. A main effect model with respect to
Treatment is fit. The following statements produce
Output 22.9.6 through Output 22.9.9:
title2 'Marginal Symmetry, Reduced Model';
model std1*test1*std2*test2=_response_ / noprofile corrb;
repeated Time 2, Treatment 2 / _response_=Treatment;
run;
Output 22.9.6: Diagnosis Data: Reduced Model
Diagnostic Procedure Comparison |
Marginal Symmetry, Reduced Model |
Response |
std1*test1*std2*test2 |
Response Levels |
15 |
Weight Variable |
wt |
Populations |
1 |
Data Set |
A |
Total Frequency |
793 |
Frequency Missing |
0 |
Observations |
15 |
|
Output 22.9.7: Design Matrix
Diagnostic Procedure Comparison |
Marginal Symmetry, Reduced Model |
Sample |
Function Number |
Response Function |
Design Matrix |
1 |
2 |
1 |
1 |
0.70870 |
1 |
1 |
|
2 |
0.72383 |
1 |
-1 |
|
3 |
0.70618 |
1 |
1 |
|
4 |
0.73897 |
1 |
-1 |
|
Output 22.9.8: ANOVA Table
Diagnostic Procedure Comparison |
Marginal Symmetry, Reduced Model |
Analysis of Variance |
Source |
DF |
Chi-Square |
Pr > ChiSq |
Intercept |
1 |
2386.97 |
<.0001 |
Treatment |
1 |
9.55 |
0.0020 |
Residual |
2 |
3.51 |
0.1731 |
|
Output 22.9.9: Parameter Estimates
Diagnostic Procedure Comparison |
Marginal Symmetry, Reduced Model |
Analysis of Weighted Least Squares Estimates |
Effect |
Parameter |
Estimate |
Standard Error |
Chi- Square |
Pr > ChiSq |
Intercept |
1 |
0.7196 |
0.0147 |
2386.97 |
<.0001 |
Treatment |
2 |
-0.0128 |
0.00416 |
9.55 |
0.0020 |
|
Output 22.9.10: Correlation Matrix
Diagnostic Procedure Comparison |
Marginal Symmetry, Reduced Model |
Correlation Matrix of the Parameter Estimates |
|
1 |
2 |
1 |
1.00000 |
0.04194 |
2 |
0.04194 |
1.00000 |
|
The analysis of variance table for the reduced model
(Output 22.9.8) shows that the model fits (since the
Residual is nonsignificant) and that the treatment effect
is significant. The negative parameter estimate for
Treatment in Output 22.9.9 shows that the first level of
treatment (std) has a smaller probability of the first
response level (neg) than the second level of treatment
(test). In other words, the standard diagnostic procedure
gives a significantly higher probability of a positive
response than the test diagnostic procedure.
The next example illustrates a RESPONSE statement that, at
each time, computes the sensitivity and specificity of the
test diagnostic procedure with respect to the standard
procedure. Since these are measures of the relative
accuracy of the two diagnostic procedures, the repeated
measurement factors in this case are labeled Time and
Accuracy. Only fifteen of the sixteen possible
responses are observed, so additional care must be taken in
formulating the RESPONSE statement for computation of
sensitivity and specificity.
The following statements
produce Output 22.9.11 through Output 22.9.15:
title2 'Sensitivity and Specificity Analysis, '
'Main-Effects Model';
model std1*test1*std2*test2=_response_ / covb noprofile;
repeated Time 2, Accuracy 2 / _response_=Time Accuracy;
response exp 1 -1 0 0 0 0 0 0,
0 0 1 -1 0 0 0 0,
0 0 0 0 1 -1 0 0,
0 0 0 0 0 0 1 -1
log 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1,
0 0 0 0 0 0 0 1 1 1 1 1 1 1 1,
1 1 1 1 0 0 0 0 0 0 0 0 0 0 0,
1 1 1 1 1 1 1 0 0 0 0 0 0 0 0,
0 0 0 1 0 0 1 0 0 0 1 0 0 0 1,
0 0 1 1 0 0 1 0 0 1 1 0 0 1 1,
1 0 0 0 1 0 0 1 0 0 0 1 0 0 0,
1 1 0 0 1 1 0 1 1 0 0 1 1 0 0;
quit;
Output 22.9.11: Diagnosis Data: Sensitivity and Specificity Analysis
Diagnostic Procedure Comparison |
Sensitivity and Specificity Analysis, Main-Effects Model |
Response |
std1*test1*std2*test2 |
Response Levels |
15 |
Weight Variable |
wt |
Populations |
1 |
Data Set |
A |
Total Frequency |
793 |
Frequency Missing |
0 |
Observations |
15 |
|
Output 22.9.12: Design Matrix
Diagnostic Procedure Comparison |
Sensitivity and Specificity Analysis, Main-Effects Model |
Sample |
Function Number |
Response Function |
Design Matrix |
1 |
2 |
3 |
1 |
1 |
0.82251 |
1 |
1 |
1 |
|
2 |
0.94840 |
1 |
1 |
-1 |
|
3 |
0.81545 |
1 |
-1 |
1 |
|
4 |
0.96964 |
1 |
-1 |
-1 |
|
For the sensitivity and specificity analysis, the four
response functions displayed next to the design matrix
(Output 22.9.12) represent the following:
- sensitivity, time 1
- specificity, time 1
- sensitivity, time 2
- specificity, time 2
The sensitivities and specificities are for the test
diagnostic procedure relative to the standard procedure.
Output 22.9.13: ANOVA Table
Diagnostic Procedure Comparison |
Sensitivity and Specificity Analysis, Main-Effects Model |
Analysis of Variance |
Source |
DF |
Chi-Square |
Pr > ChiSq |
Intercept |
1 |
6448.79 |
<.0001 |
Time |
1 |
4.10 |
0.0428 |
Accuracy |
1 |
38.81 |
<.0001 |
Residual |
1 |
1.00 |
0.3178 |
|
The ANOVA table shows that an additive model fits, that
there is a significant effect of time, and that the
sensitivity is significantly different from the specificity.
Output 22.9.14: Parameter Estimates
Diagnostic Procedure Comparison |
Sensitivity and Specificity Analysis, Main-Effects Model |
Analysis of Weighted Least Squares Estimates |
Effect |
Parameter |
Estimate |
Standard Error |
Chi- Square |
Pr > ChiSq |
Intercept |
1 |
0.8892 |
0.0111 |
6448.79 |
<.0001 |
Time |
2 |
-0.00932 |
0.00460 |
4.10 |
0.0428 |
Accuracy |
3 |
-0.0702 |
0.0113 |
38.81 |
<.0001 |
|
Output 22.9.15: Covariance Matrix
Diagnostic Procedure Comparison |
Sensitivity and Specificity Analysis, Main-Effects Model |
Covariance Matrix of the Parameter Estimates |
|
1 |
2 |
3 |
1 |
0.00012260 |
0.00000229 |
0.00010137 |
2 |
0.00000229 |
0.00002116 |
-.00000587 |
3 |
0.00010137 |
-.00000587 |
0.00012697 |
|
Output 22.9.14 shows that the predicted sensitivities and
specificities are lower for time 1 (since parameter 2 is
negative). It also shows that the sensitivity is
significantly less than the specificity.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.