MEANS Statement
- MEANS effects < / options >
;
Within each group corresponding to each effect specified in the MEANS
statement, PROC GLM computes the arithmetic means and standard
deviations of all continuous variables in the model (both dependent
and independent). You may specify only classification effects in
the MEANS statement -that is, effects that contain only
classification variables.
Note that the arithmetic means are not adjusted for other effects in the
model; for adjusted means, see the "LSMEANS Statement" section.
If you use a WEIGHT statement, PROC GLM computes weighted
means; see the "Weighted Means" section.
You may also specify options to perform multiple comparisons.
However, the MEANS statement performs multiple comparisons only for
main effect means; for multiple comparisons of interaction means, see
the "LSMEANS Statement" section.
You can use any number of MEANS statements,
provided that they appear after the MODEL statement.
For example, suppose A and B each have two levels.
Then, if you use the following statements
proc glm;
class A B;
model Y=A B A*B;
means A B / tukey;
means A*B;
run;
the means, standard deviations, and Tukey's multiple comparisons
tests are displayed for each level of the main effects A and B, and
just the means and standard deviations are displayed for each of the four
combinations of levels for A*B. Since multiple comparisons tests
apply only to main effects, the single MEANS statement
means A B A*B / tukey;
produces the same results.
PROC GLM does not compute means for interaction effects containing
continuous variables. Thus, if you have the model
class A;
model Y=A X A*X;
then the effects X and A*X cannot be used in the MEANS statement.
However, if you specify the effect A in the means statement
means A;
then PROC GLM, by default, displays within-A arithmetic means of both
Y and X. Use the DEPONLY option
to display means of only the dependent variables.
means A / deponly;
If you use a WEIGHT statement, PROC GLM computes weighted
means and estimates their variance as inversely proportional to the
corresponding sum of weights (see the "Weighted Means" section).
However, note that the statistical interpretation of multiple
comparison tests for weighted means is not well understood.
See the "Multiple Comparisons" section for formulas.
The following table summarizes categories
of options available in the MEANS statement.
Task
|
Available options
|
Modify output | DEPONLY |
Perform multiple comparison tests | BON |
| DUNCAN |
| DUNNETT |
| DUNNETTL |
| DUNNETTU |
| GABRIEL |
| GT2 |
| LSD |
| REGWQ |
| SCHEFFE |
| SIDAK |
| SMM |
| SNK |
| T |
| TUKEY |
| WALLER |
Specify additional details | ALPHA= |
for multiple comparison tests | CLDIFF |
| CLM |
| E= |
| ETYPE= |
| HTYPE= |
| KRATIO= |
| LINES |
| NOSORT |
Test for homogeneity of variances | HOVTEST |
Compensate for heterogeneous variances | WELCH |
These options are described in the following list.
- ALPHA=p
-
specifies the level of significance for comparisons among the means.
By default, p is equal to the value of the ALPHA= option in the
PROC GLM statement or 0.05 if that option is not specified.
You can specify any value greater than 0 and less than 1.
- BON
-
performs Bonferroni t tests of differences between
means for all main effect means in the MEANS statement.
See the CLDIFF and LINES options for a
discussion of how the procedure displays results.
- CLDIFF
-
presents results of the BON, GABRIEL, SCHEFFE, SIDAK,
SMM, GT2, T, LSD, and TUKEY options as confidence
intervals for all pairwise differences between means,
and the results of the DUNNETT, DUNNETTU, and DUNNETTL
options
as confidence intervals for differences with the control.
The CLDIFF option is the default for unequal cell sizes unless
the DUNCAN, REGWQ, SNK, or WALLER option is specified.
- CLM
-
presents results of the BON, GABRIEL, SCHEFFE, SIDAK, SMM,
T, and LSD options as intervals for the mean of
each level of the variables specified in the MEANS statement.
For all options except GABRIEL, the intervals are confidence
intervals for the true means. For the GABRIEL option,
they are comparison intervals for comparing means pairwise:
in this case, if the intervals corresponding to two means
overlap, then the difference between them is insignificant
according to Gabriel's method.
- DEPONLY
-
displays only means for the dependent variables.
By default, PROC GLM produces means for all continuous
variables, including continuous independent variables.
- DUNCAN
-
performs Duncan's multiple range test on all
main effect means given in the MEANS statement.
See the LINES option for a discussion
of how the procedure displays results.
- DUNNETT < (formatted-control-values) >
-
performs Dunnett's two-tailed t test, testing if any
treatments are significantly different from a single
control for all main effects means in the MEANS statement.
To specify which level of the effect is the control, enclose
the formatted value in quotes in parentheses after the keyword.
If more than one effect is specified in the MEANS statement,
you can use a list of control values within the parentheses.
By default, the first level of the effect is used as the control.
For example,
means A / dunnett('CONTROL');
where CONTROL is the formatted control value of A.
As another example,
means A B C / dunnett('CNTLA' 'CNTLB' 'CNTLC');
where CNTLA, CNTLB, and CNTLC are the formatted
control values for A, B, and C, respectively.
- DUNNETTL < (formatted-control-value) >
-
performs Dunnett's one-tailed t test, testing if any
treatment is significantly less than the control.
Control level information is specified as
described for the DUNNETT option.
- DUNNETTU < (formatted-control-value) >
-
performs Dunnett's one-tailed t test, testing if any
treatment is significantly greater than the control.
Control level information is specified as
described for the DUNNETT option.
- E=effect
-
specifies the error mean square used in the multiple comparisons.
By default, PROC GLM uses the overall residual or error mean square (MS).
The effect specified with the E= option must be a term in
the model; otherwise, the procedure uses the residual MS.
- ETYPE=n
-
specifies the type of mean square for the error effect.
When you specify E=effect, you may need to
indicate which type (1, 2, 3, or 4) of MS is to be used.
The n value must be one of the types
specified in or implied by the MODEL statement.
The default MS type is the highest type used in the analysis.
- GABRIEL
-
performs Gabriel's multiple-comparison procedure
on all main effect means in the MEANS statement.
See the CLDIFF and LINES options for discussions
of how the procedure displays results.
- GT2
-
see the SMM option.
- HOVTEST
-
- HOVTEST=BARTLETT
- HOVTEST=BF
- HOVTEST=LEVENE < ( TYPE= ABS | SQUARE )>
- HOVTEST=OBRIEN < ( W=number )>
-
requests a homogeneity of variance test for the groups defined by the
MEANS effect. You can optionally specify a particular test; if you do
not specify a test, Levene's test (Levene 1960) with TYPE=SQUARE is
computed. Note that this option is ignored unless your MODEL statement
specifies a simple one-way model.
The HOVTEST=BARTLETT option specifies Bartlett's test (Bartlett 1937),
a modification of the normal-theory likelihood ratio test.
The HOVTEST=BF option specifies Brown and Forsythe's variation of
Levene's test (Brown and Forsythe 1974).
The HOVTEST=LEVENE option specifies Levene's test (Levene 1960), which
is widely considered to be the standard homogeneity of variance test.
You can use the TYPE= option in parentheses to specify whether to use
the absolute residuals (TYPE=ABS) or the squared residuals
(TYPE=SQUARE) in Levene's test. TYPE=SQUARE is the default.
The HOVTEST=OBRIEN option specifies O'Brien's test (O'Brien 1979),
which is basically a modification of HOVTEST=LEVENE(TYPE=SQUARE). You
can use the W= option in parentheses to tune the variable to match the
suspected kurtosis of the underlying distribution. By default, W=0.5,
as suggested by O'Brien (1979, 1981).
See the "Homogeneity of Variance in One-Way Models" section for more details on these methods.
Example 30.10 illustrates the use of the
HOVTEST and WELCH options in the MEANS statement in testing for
equal group variances and adjusting for unequal group variances
in a one-way ANOVA.
- HTYPE=n
-
specifies the MS type for the hypothesis MS.
The HTYPE= option is needed only
when the WALLER option is specified.
The default HTYPE= value is the highest type used in the model.
- KRATIO=value
-
specifies the Type 1/Type 2 error seriousness
ratio for the Waller-Duncan test.
Reasonable values for the KRATIO= option are 50, 100, 500,
which roughly correspond for the two-level
case to ALPHA levels of 0.1, 0.05, and 0.01, respectively.
By default, the procedure uses the value of 100.
- LINES
-
presents results of the BON, DUNCAN, GABRIEL,
REGWQ, SCHEFFE, SIDAK, SMM, GT2, SNK, T, LSD, TUKEY,
and WALLER options by listing the means in descending
order and indicating nonsignificant subsets by line
segments beside the corresponding means.
The LINES option is appropriate for equal
cell sizes, for which it is the default.
The LINES option is also the default if the DUNCAN, REGWQ, SNK, or WALLER
option is specified, or if there are only two cells of unequal size.
The LINES option cannot be used in combination with
the DUNNETT, DUNNETTL, or DUNNETTU option.
In addition, the procedure has a restriction that no more than
24 overlapping groups of means can exist.
If a mean belongs to more than 24 groups,
the procedure issues an error message.
You can either reduce the number of levels of the
variable or use a multiple comparison test that
allows the CLDIFF option rather than the LINES option.
Note: If the cell sizes are unequal, the harmonic mean of
the cell sizes is used to compute the critical ranges. This approach
is reasonable if the cell sizes are not too different, but it can lead
to liberal tests if the cell sizes are highly disparate. In this
case, you should not use the LINES option for displaying multiple
comparisons results; use the TUKEY and CLDIFF options instead.
- LSD
-
see the T option.
- NOSORT
-
prevents the means from being sorted into
descending order when the CLDIFF or CLM option is specified.
- REGWQ
-
performs the Ryan-Einot-Gabriel-Welsch multiple range
test on all main effect means in the MEANS statement.
See the LINES option for a discussion
of how the procedure displays results.
- SCHEFFE
-
performs Scheff's multiple-comparison procedure
on all main effect means in the MEANS statement.
See the CLDIFF and LINES
options for discussions of how the procedure displays results.
- SIDAK
-
performs pairwise t tests on differences between means
with levels adjusted according to Sidak's inequality
for all main effect means in the MEANS statement.
See the CLDIFF and LINES
options for discussions of how the procedure displays results.
- SMM
- GT2
-
performs pairwise comparisons based on the studentized
maximum modulus and Sidak's uncorrelated-t inequality,
yielding Hochberg's GT2 method when sample sizes are
unequal, for all main effect means in the MEANS statement.
See the CLDIFF and LINES
options for discussions of how the procedure displays results.
- SNK
-
performs the Student-Newman-Keuls multiple range
test on all main effect means in the MEANS statement.
See the LINES option for discussions of
how the procedure displays results.
- T
- LSD
-
performs pairwise t tests, equivalent to Fisher's
least-significant-difference test in the case of equal cell
sizes, for all main effect means in the MEANS statement.
See the CLDIFF and LINES
options for discussions of how the procedure displays results.
- TUKEY
-
performs Tukey's studentized range test (HSD)
on all main effect means in the MEANS statement.
(When the group sizes are different, this is the Tukey-Kramer test.)
See the CLDIFF and LINES
options for discussions of how the procedure displays results.
- WALLER
-
performs the Waller-Duncan k-ratio t test
on all main effect means in the MEANS statement.
See the KRATIO= and
HTYPE= options for information on
controlling details of the test, and the LINES option
for a discussion of how the procedure displays results.
- WELCH
-
requests Welch's (1951) variance-weighted one-way ANOVA. This
alternative to the usual analysis of variance for a one-way model is
robust to the assumption of equal within-group variances. This option
is ignored unless your MODEL statement specifies a simple
one-way model.
Note that using the WELCH option merely produces one additional
table consisting of Welch's ANOVA. It does not affect all of the
other tests displayed by the GLM procedure, which still require the
assumption of equal variance for exact validity.
See the "Homogeneity of Variance in One-Way Models" section for more details on Welch's ANOVA.
Example 30.10 illustrates the use of the
HOVTEST and WELCH options in the MEANS statement in testing for
equal group variances and adjusting for unequal group variances
in a one-way ANOVA.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.