Example 41.6: Line-Source Sprinkler Irrigation
These data appear in Hanks et al. (1980), Johnson, Chaudhuri, and
Kanemasu (1983), and Stroup (1989b). Three cultivars (Cult)
of winter wheat are randomly assigned to rectangular plots within
each of three blocks (Block). The nine plots are located
side-by-side, and a line-source sprinkler is placed through the
middle. Each plot is subdivided into twelve subplots, six to the
north of the line-source, six to the south (Dir). The two
plots closest to the line-source represent the maximum irrigation
level (Irrig=6), the two next-closest plots represent the
next-highest level (Irrig=5), and so forth.
This example is a case where both G and R can be modeled.
One of Stroup's models specifies a diagonal G containing the
variance components for Block, Block*Dir, and
Block*Irrig, and a Toeplitz R with four bands. The SAS
code to fit this model and carry out some further analyses follows.
Caution: This analysis may require considerable CPU time.
data line;
length Cult$ 8;
input Block Cult$ @;
row = _n_;
do Sbplt=1 to 12;
if Sbplt le 6 then do;
Irrig = Sbplt;
Dir = 'North';
end;
else do;
Irrig = 13 - Sbplt;
Dir = 'South';
end;
input Y @; output;
end;
datalines;
1 Luke 2.4 2.7 5.6 7.5 7.9 7.1 6.1 7.3 7.4 6.7 3.8 1.8
1 Nugaines 2.2 2.2 4.3 6.3 7.9 7.1 6.2 5.3 5.3 5.2 5.4 2.9
1 Bridger 2.9 3.2 5.1 6.9 6.1 7.5 5.6 6.5 6.6 5.3 4.1 3.1
2 Nugaines 2.4 2.2 4.0 5.8 6.1 6.2 7.0 6.4 6.7 6.4 3.7 2.2
2 Bridger 2.6 3.1 5.7 6.4 7.7 6.8 6.3 6.2 6.6 6.5 4.2 2.7
2 Luke 2.2 2.7 4.3 6.9 6.8 8.0 6.5 7.3 5.9 6.6 3.0 2.0
3 Nugaines 1.8 1.9 3.7 4.9 5.4 5.1 5.7 5.0 5.6 5.1 4.2 2.2
3 Luke 2.1 2.3 3.7 5.8 6.3 6.3 6.5 5.7 5.8 4.5 2.7 2.3
3 Bridger 2.7 2.8 4.0 5.0 5.2 5.2 5.9 6.1 6.0 4.3 3.1 3.1
;
proc mixed;
class Block Cult Dir Irrig;
model Y = Cult|Dir|Irrig@2;
random Block Block*Dir Block*Irrig;
repeated / type=toep(4) sub=Block*Cult r;
lsmeans Cult|Irrig;
estimate 'Bridger vs Luke' Cult 1 -1 0;
estimate 'Linear Irrig' Irrig -5 -3 -1 1 3 5;
estimate 'B vs L x Linear Irrig' Cult*Irrig
-5 -3 -1 1 3 5 5 3 1 -1 -3 -5;
run;
The preceding code uses the bar operator ( | ) and the at sign ( @
) to specify all two-factor interactions between
Cult, Dir, and Irrig as fixed effects.
The RANDOM statement sets up the Z and G matrices
corresponding to the random effects Block, Block*
Dir, and Block*Irrig.
In the REPEATED statement, the TYPE=TOEP(4) option sets up the
blocks of the R matrix to be Toeplitz with four bands below and
including the main diagonal. The subject effect is Block(
Cult), and it produces nine 12×12 blocks. The R option
requests that the first block of R be displayed.
Least-squares means (LSMEANS) are requested for Cult, Irrig, and
Cult*Irrig, and a few ESTIMATE statements are
specified to illustrate some linear combinations of the fixed
effects.
The results from this analysis are shown in Output 41.6.1.
Output 41.6.1: Line-Source Sprinkler Irrigation Analysis
Model Information |
Data Set |
WORK.LINE |
Dependent Variable |
Y |
Covariance Structures |
Variance Components, Toeplitz |
Subject Effect |
Block*Cult |
Estimation Method |
REML |
Residual Variance Method |
Profile |
Fixed Effects SE Method |
Model-Based |
Degrees of Freedom Method |
Containment |
|
The Covariance Structures row reveals the two different
structures assumed for G and R.
Class Level Information |
Class |
Levels |
Values |
Block |
3 |
1 2 3 |
Cult |
3 |
Bridger Luke Nugaines |
Dir |
2 |
North South |
Irrig |
6 |
1 2 3 4 5 6 |
|
The levels of each class variable are listed as a single string in
the Values column, regardless of whether the levels are
numeric or character.
Dimensions |
Covariance Parameters |
7 |
Columns in X |
48 |
Columns in Z |
27 |
Subjects |
1 |
Max Obs Per Subject |
108 |
Observations Used |
108 |
Observations Not Used |
0 |
Total Observations |
108 |
|
Even though there is a SUBJECT= effect in the REPEATED statement,
the analysis considers all of the data to be from one subject
because there is no corresponding SUBJECT= effect in the RANDOM
statement.
Iteration History |
Iteration |
Evaluations |
-2 Res Log Like |
Criterion |
0 |
1 |
226.25427252 |
|
1 |
4 |
187.99336173 |
. |
2 |
3 |
186.62579299 |
0.10431081 |
3 |
1 |
184.38218213 |
0.04807260 |
4 |
1 |
183.41836853 |
0.00886548 |
5 |
1 |
183.25111475 |
0.00075353 |
6 |
1 |
183.23809997 |
0.00000748 |
7 |
1 |
183.23797748 |
0.00000000 |
Convergence criteria met. |
|
The Newton-Raphson algorithm converges successfully in seven iterations.
Estimated R Matrix for Subject 1 |
Row |
Col1 |
Col2 |
Col3 |
Col4 |
Col5 |
Col6 |
Col7 |
Col8 |
Col9 |
Col10 |
Col11 |
Col12 |
1 |
0.2850 |
0.007986 |
0.001452 |
-0.09253 |
|
|
|
|
|
|
|
|
2 |
0.007986 |
0.2850 |
0.007986 |
0.001452 |
-0.09253 |
|
|
|
|
|
|
|
3 |
0.001452 |
0.007986 |
0.2850 |
0.007986 |
0.001452 |
-0.09253 |
|
|
|
|
|
|
4 |
-0.09253 |
0.001452 |
0.007986 |
0.2850 |
0.007986 |
0.001452 |
-0.09253 |
|
|
|
|
|
5 |
|
-0.09253 |
0.001452 |
0.007986 |
0.2850 |
0.007986 |
0.001452 |
-0.09253 |
|
|
|
|
6 |
|
|
-0.09253 |
0.001452 |
0.007986 |
0.2850 |
0.007986 |
0.001452 |
-0.09253 |
|
|
|
7 |
|
|
|
-0.09253 |
0.001452 |
0.007986 |
0.2850 |
0.007986 |
0.001452 |
-0.09253 |
|
|
8 |
|
|
|
|
-0.09253 |
0.001452 |
0.007986 |
0.2850 |
0.007986 |
0.001452 |
-0.09253 |
|
9 |
|
|
|
|
|
-0.09253 |
0.001452 |
0.007986 |
0.2850 |
0.007986 |
0.001452 |
-0.09253 |
10 |
|
|
|
|
|
|
-0.09253 |
0.001452 |
0.007986 |
0.2850 |
0.007986 |
0.001452 |
11 |
|
|
|
|
|
|
|
-0.09253 |
0.001452 |
0.007986 |
0.2850 |
0.007986 |
12 |
|
|
|
|
|
|
|
|
-0.09253 |
0.001452 |
0.007986 |
0.2850 |
|
The first block of the estimated R matrix has the TOEP(4)
structure, and the observations that are three plots apart exhibit a
negative correlation.
Covariance Parameter Estimates |
Cov Parm |
Subject |
Estimate |
Block |
|
0.2194 |
Block*Dir |
|
0.01768 |
Block*Irrig |
|
0.03539 |
TOEP(2) |
Block*Cult |
0.007986 |
TOEP(3) |
Block*Cult |
0.001452 |
TOEP(4) |
Block*Cult |
-0.09253 |
Residual |
|
0.2850 |
|
The preceding table lists the estimated covariance parameters from
both G and R. The first three are the variance components
making up the diagonal G, and the final four make up the
Toeplitz structure in the blocks of R. The Residual
row corresponds to the variance of the Toeplitz structure, and it
was the parameter profiled out during the optimization process.
Fit Statistics |
Res Log Likelihood |
-91.6 |
Akaike's Information Criterion |
-98.6 |
Schwarz's Bayesian Criterion |
-95.5 |
-2 Res Log Likelihood |
183.2 |
|
The "-2 Res Log Likelihood" value is the same as the final
value listed in the "Iteration History" table.
Type 3 Tests of Fixed Effects |
Effect |
Num DF |
Den DF |
F Value |
Pr > F |
Cult |
2 |
68 |
7.98 |
0.0008 |
Dir |
1 |
2 |
3.95 |
0.1852 |
Cult*Dir |
2 |
68 |
3.44 |
0.0379 |
Irrig |
5 |
10 |
102.60 |
<.0001 |
Cult*Irrig |
10 |
68 |
1.91 |
0.0580 |
Dir*Irrig |
5 |
68 |
6.12 |
<.0001 |
|
Every fixed effect except for Dir and Cult*Irrig
is significant at the 5% level.
Estimates |
Label |
Estimate |
Standard Error |
DF |
t Value |
Pr > |t| |
Bridger vs Luke |
-0.03889 |
0.09524 |
68 |
-0.41 |
0.6843 |
Linear Irrig |
30.6444 |
1.4412 |
10 |
21.26 |
<.0001 |
B vs L x Linear Irrig |
-9.8667 |
2.7400 |
68 |
-3.60 |
0.0006 |
|
The "Estimates" table lists the results from the various
linear combinations of fixed effects specified in the ESTIMATE
statements. Bridger is not significantly different from Luke, and
Irrig possesses a strong linear component. This strength
appears to be influencing the significance of the interaction.
Least Squares Means |
Effect |
Cult |
Irrig |
Estimate |
Standard Error |
DF |
t Value |
Pr > |t| |
Cult |
Bridger |
|
5.0306 |
0.2874 |
68 |
17.51 |
<.0001 |
Cult |
Luke |
|
5.0694 |
0.2874 |
68 |
17.64 |
<.0001 |
Cult |
Nugaines |
|
4.7222 |
0.2874 |
68 |
16.43 |
<.0001 |
Irrig |
|
1 |
2.4222 |
0.3220 |
10 |
7.52 |
<.0001 |
Irrig |
|
2 |
3.1833 |
0.3220 |
10 |
9.88 |
<.0001 |
Irrig |
|
3 |
5.0556 |
0.3220 |
10 |
15.70 |
<.0001 |
Irrig |
|
4 |
6.1889 |
0.3220 |
10 |
19.22 |
<.0001 |
Irrig |
|
5 |
6.4000 |
0.3140 |
10 |
20.38 |
<.0001 |
Irrig |
|
6 |
6.3944 |
0.3227 |
10 |
19.81 |
<.0001 |
Cult*Irrig |
Bridger |
1 |
2.8500 |
0.3679 |
68 |
7.75 |
<.0001 |
Cult*Irrig |
Bridger |
2 |
3.4167 |
0.3679 |
68 |
9.29 |
<.0001 |
Cult*Irrig |
Bridger |
3 |
5.1500 |
0.3679 |
68 |
14.00 |
<.0001 |
Cult*Irrig |
Bridger |
4 |
6.2500 |
0.3679 |
68 |
16.99 |
<.0001 |
Cult*Irrig |
Bridger |
5 |
6.3000 |
0.3463 |
68 |
18.19 |
<.0001 |
Cult*Irrig |
Bridger |
6 |
6.2167 |
0.3697 |
68 |
16.81 |
<.0001 |
Cult*Irrig |
Luke |
1 |
2.1333 |
0.3679 |
68 |
5.80 |
<.0001 |
Cult*Irrig |
Luke |
2 |
2.8667 |
0.3679 |
68 |
7.79 |
<.0001 |
Cult*Irrig |
Luke |
3 |
5.2333 |
0.3679 |
68 |
14.22 |
<.0001 |
Cult*Irrig |
Luke |
4 |
6.5500 |
0.3679 |
68 |
17.80 |
<.0001 |
Cult*Irrig |
Luke |
5 |
6.8833 |
0.3463 |
68 |
19.87 |
<.0001 |
Cult*Irrig |
Luke |
6 |
6.7500 |
0.3697 |
68 |
18.26 |
<.0001 |
Cult*Irrig |
Nugaines |
1 |
2.2833 |
0.3679 |
68 |
6.21 |
<.0001 |
Cult*Irrig |
Nugaines |
2 |
3.2667 |
0.3679 |
68 |
8.88 |
<.0001 |
Cult*Irrig |
Nugaines |
3 |
4.7833 |
0.3679 |
68 |
13.00 |
<.0001 |
Cult*Irrig |
Nugaines |
4 |
5.7667 |
0.3679 |
68 |
15.67 |
<.0001 |
Cult*Irrig |
Nugaines |
5 |
6.0167 |
0.3463 |
68 |
17.37 |
<.0001 |
Cult*Irrig |
Nugaines |
6 |
6.2167 |
0.3697 |
68 |
16.81 |
<.0001 |
|
The LS-means are useful in comparing the levels of the various fixed
effects. For example, it appears that irrigation levels 5 and 6
have virtually the same effect.
An interesting exercise is to try fitting other variance-covariance
models to these data and comparing them to this one using
likelihood ratio tests, Akaike's Information Criterion, or
Schwarz's Bayesian Information Criterion. In particular, some
spatial models are worth investigating (Marx and Thompson 1987;
Zimmerman and Harville 1991). The following is one example of
spatial model code.
proc mixed;
class Block Cult Dir Irrig;
model Y = Cult|Dir|Irrig@2;
repeated / type=sp(pow)(Row Sbplt)
sub=intercept;
run;
The TYPE=SP(POW)(ROW SBPLT) option in the REPEATED statement
requests the spatial power structure, with the two defining
coordinate variables being Row and Sbplt. The
SUB=INTERCEPT option indicates that the entire data set is to be
considered as one subject, thereby modeling R as a dense
108×108 covariance matrix. Refer to Wolfinger (1993) for
further discussion of this example and additional analyses.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.