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You are on page 1of 19

Y= change in hemoglobin (%)

X

1

= duration of the operation (min)

X

2

= blood loss (ml)

Data:

Patient Y X

1

X

2

1 -1.7 105 503

2 - 4.6 80 490

3 -9.8 86 471

4 -1.1 112 505

5 -4.1 109 482

6 -3.3 100 490

7 0.4 96 513

8 -2.9 120 464

1 / 19

Estimated Models:

Model A: y

i

= 3.3875

Model B: y

i

= 14.520 + 0.110x

1i

R

2

=0.23

Model C: y

i

= 65.886 + 0.128x

2i

R

2

=0.50

Model D: y

i

= 84.256 + 0.129x

1i

+ 0.139x

2i

R

2

=0.88

Conclusion: Model D is substantially better than Model A, B,

and C.

2 / 19

For Model D:

y

i

=

0

+

1

x

1i

+

2

x

2i

+ e

i

e

i

iid

N(0,

2

)

SAS code 1:

proc glm

model y = x1 x2

SAS code 2:

proc glm

model y = x2 x1

3 / 19

proc glm

model y = x1 x2

Thyroidectomy ANOVA (Type I)

Source of

variation d.f. SS MS F p-val

reg on x

1

1 15.2 15.2 6.2 0.055

reg on x

2

after x

1

1 38.4 38.4 15.8 0.011

error 5 12.1 2.44

corrected total 7 65.7

Conclusions: (1) Without adjusting for linear eects of blood

loss (X

2

), the linear relationship between hemoglobin change

(Y) and operation time (X

1

) was not quite signicant. (2)

Blood loss (X

2

) has a signicant linear association with

hemoglobin change (Y) after adjusting for linear eects of

operation time (X

1

).

4 / 19

proc glm

model y = x2 x1

Thyroidectomy ANOVA (Type I)

Source of

variation d.f. SS MS F p-val

reg on x

2

1 32.9 32.9 13.5 0.014

reg on x

1

after x

2

1 20.6 20.6 8.5 0.033

error 5 12.1 2.44

corrected total 7 65.7

Conclusions: (1) Operation time (X

1

) has a signicant linear

association with Y after adjusting by X

2

. (2) Blood loss (X

2

)

has a signicant linear association with hemoglobin change

(Y) ignoring operation time (X

1

).

5 / 19

Example 2: Chapter 9 problem 5 (HW)

An experiment was conducted regarding a quantitative analysis

of factors found in high-density lipoprotein (HDL) in a sample

of human blood serum. Three variables throughout to be

predictive of, or associated with, HDL measurement (Y) were

the total cholesterol (X

1

) and total triglyceride (X

2

)

concentrations in the sample, plus the presence or absence of a

certain sticky component of the serum called sinking pre-beta,

or SPB (X

3

) coded as 0 if absent and 1 if present. The data

obtained are shown in book on page 156.

HDL Y cholesterol X

1

, triglyceride X

2

, SPB X

3

, X

1

X

3

,

X

2

X

3

, X

1

X

2

, etc.

6 / 19

Question a: Test whether X

1

alone signicantly helps to

predict Y.

Solution:

Full Model: y =

0

+

1

x

1

+ e;

Reduced Model: y =

0

+ e.

(Simple linear regression in chapter 5)

proc glm model y = x1 or

proc reg model y = x1

Use ANOVA table F test on model signicance or t-test

on

1

.

7 / 19

proc glm model y = x1 run;

8 / 19

Question b: Test whether X

1

, X

2

, X

3

together signicantly

helps to predict Y.

Solution:

Full Model: y =

0

+

1

x

1

+

2

x

2

+

3

x

3

+ e;

Reduced Model: y =

0

+ e.

proc glm model y = x1 x2 x3 or

proc reg model y = x1 x2 x3

Use ANOVA table F test on model signicance.

9 / 19

proc glm model y = x1 x2 x3 run;

10 / 19

Question c: Test whether the true coecients of the product

terms X

1

X

3

and X

2

X

3

are simultaneously 0 in the model

containing X

1

, X

2

, and X

3

plus these product terms.

Solution:

Full Model:

y =

0

+

1

x

1

+

2

x

2

+

3

x

3

+

4

x

1

x

3

+

5

x

2

x

3

+ e;

Reduced Model: y =

0

+

1

x

1

+

2

x

2

+

3

x

3

+ e.

proc glm model y = x1 x2 x3 x1*x3 x2*x3

Use Type I ANOVA table to compute F

obs

and compare it

to an F distribution with correct degrees of freedom.

11 / 19

proc glm model y = x1 x2 x3 x1*x3 x2*x3 run;

12 / 19

Question d: Test whether X

3

is associated with Y, after

taking into account the combined contribution of X

1

and X

2

.

Solution:

Full Model: y =

0

+

1

x

1

+

2

x

2

+

3

x

3

+ e;

Reduced Model: y =

0

+

1

x

1

+

2

x

2

+ e.

proc glm model y = x1 x2 x3 or

proc reg model y = x1 x2 x3

Use Type III ANOVA table (reg x

3

after x

1

and x

2

) or

t-test on

3

.

Use output from question (b).

13 / 19

Conclusions:

Be aware of what is the full and reduced models in a test.

Fit the model accordingly such that the SS for test is in

the output or use the output can compute the

corresponding SS.

If SAS code is: proc glm model y = x2 x1 x3

Type I SS table contains (variable-added-in-order) :

SS(x2|1), SS(x1|1, x2), SS(x3|, 1, x2, x1).

Type III SS table contains (variable-added-last):

SS(x2|1, x1, x3), SS(x1|1, x2, x3), SS(x3|1, x1, x2).

t-test is based on Type III SS.

14 / 19

Example 3

Yield of a chemical process.

Y = Yield (%)

X

1

= Temperature (F)

X

2

= Time (hours)

Data:

Y X

1

X

2

77 160 1

79 160 2

82 165 1

83 165 2

85 170 1

88 170 2

90 175 1

93 175 2

15 / 19

r

x

1

,x

2

=

n

i =1

(x

1i

x

1

)(x

2i

x

2

)

n

i =1

(x

1i

x

1

)

2

n

i =1

(x

2i

x

2

)

2

= 0

Source d.f. Type I SS MS F p-val

reg on x

1

1 198.025 198.025 574.0 0.0001

reg on x

2

after x

1

1 10.125 10.125 29.3 0.0029

error 5 1.725 0.345

corrected total 7 209.875

Source d.f. Type I SS MS F p-val

reg on x

2

1 10.125 10.125 29.3 0.0029

reg on x

1

after x

2

1 198.025 198.025 574.0 0.0001

error 5 1.725 0.345

corrected total 7 209.875

16 / 19

Conclusions:

Generally speaking, for multiple regression, dierent

feeding order results in dierent Type I SS table; i.e.

proc glm model y = x1 x2 compared to

proc glm model y = x2 x1.

If and only if covariates (Xs) are uncorrelated, then the

Type I SS table remain the same regardless of the feeding

order; i.e. the contribution of one variable X

j

(extra SS X

j

explains) does not change no matter if adjusting X

k

to Y

or not (j = k). The opposite scenario: confounding will be

discussed later.

What will not change regardless the feeding order and

relationships of covariates?

j

for all j , SSR, SSE, SSY,

Type III table no matter we use model y = x1 x2 or

model y = x2 x1.

17 / 19

Test Intercept

Variable-added-last test: Test whether

0

is necessary

after tting X

1

, , X

k

in the model.

proc glm model y = x

1

x

2

... x

k

run;

Use t-test for intercept; i.e. use SS(1|x

1

, , x

k

) in test.

Variable-added-in-order test: Test whether

0

alone is

signicant.

F

obs

=

n

Y

2

SSY/(n 1)

Look for SSY in ANOVA table, and use proc mean to get

Y). Then, compare F

obs

with

F

1,n1,1

for level test.

18 / 19

Summary

Multiple Regression (Important knowledge points)

Meaning of

j

s, j = 1, , k.

LSE estimates of

j

s, nd in SAS output.

Test signicance of each covariate X

j

, j = 1, , k, in

predicting Y after adjusting contribution of other

covariates or not.

Test signicance of simultaneous signicance of several

covariates in predicting Y with or without adjusting

contribution of other covariates.

SAS GLM procedure, statement, output, Type I and Type

III output, t-test for each covariate.

19 / 19

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