Quantcast

MIXED difference between unstructured and variance component covariance structures?

classic Classic list List threaded Threaded
8 messages Options
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

MIXED difference between unstructured and variance component covariance structures?

Kornbrot, Diana
Dear All,

Am running several (19) mixed logistic regression models and wish to make minimum assumptions about covariance.
So have tried both variance component and unstructured
So what IS the difference?So what IS the difference between unstructured and variance component covariance matrices?

All data sets work fine with variance component
BUT only 8 will run with unstructured
simples has 1 repeated measure, most complex has 1 between (2 level) and 2 within ( 2level each)
complexity does not determine which data sets ‘run’

For data sets that run both, comparison gives:
F-values identical
df1 identical
df2 very large differences (some +, some-), and may be non-integer for either unstructured or variance component or both. 
p-null, small differences of necessity as df2 are different - none greater than .008
as p-value differences are so small, one might just say why worry, but I really would like to know 

All help gratefully received

best

Diana
________________________________________
Professor Diana Kornbrot
Work
University of Hertfordshire
College Lane, Hatfield, Hertfordshire AL10 9AB, UK
+44 (0) 170 728 4626
[hidden email]
http://dianakornbrot.wordpress.com/
 http://go.herts.ac.uk/Diana_Kornbrot
skype:  kornbrotme
Home
19 Elmhurst Avenue
London N2 0LT, UK
 +44 (0) 208 444 2081                                                   



===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: MIXED difference between unstructured and variance component covariance structures?

Ryan Black
Diana,

Please post your syntax.

Ryan

On Wed, Feb 8, 2017 at 9:12 AM, Kornbrot, Diana <[hidden email]> wrote:
Dear All,

Am running several (19) mixed logistic regression models and wish to make minimum assumptions about covariance.
So have tried both variance component and unstructured
So what IS the difference?So what IS the difference between unstructured and variance component covariance matrices?

All data sets work fine with variance component
BUT only 8 will run with unstructured
simples has 1 repeated measure, most complex has 1 between (2 level) and 2 within ( 2level each)
complexity does not determine which data sets ‘run’

For data sets that run both, comparison gives:
F-values identical
df1 identical
df2 very large differences (some +, some-), and may be non-integer for either unstructured or variance component or both. 
p-null, small differences of necessity as df2 are different - none greater than .008
as p-value differences are so small, one might just say why worry, but I really would like to know 

All help gratefully received

best

Diana
________________________________________
Professor Diana Kornbrot
Work
University of Hertfordshire
College Lane, Hatfield, Hertfordshire AL10 9AB, UK
<a href="tel:+44%201707%20284626" target="_blank" value="+441707284626">+44 (0) 170 728 4626
[hidden email]
http://dianakornbrot.wordpress.com/
 http://go.herts.ac.uk/Diana_Kornbrot
skype:  kornbrotme
Home
19 Elmhurst Avenue
London N2 0LT, UK
 <a href="tel:+44%2020%208444%202081" target="_blank" value="+442084442081">+44 (0) 208 444 2081                                                   



===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD

===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: MIXED difference between unstructured and variance component covariance structures?

Kornbrot, Diana
Dear Ryan, here is syntax. Data also available

Syntax
 variance component 
GENLINMIXED
  /DATA_STRUCTURE SUBJECTS=pno REPEATED_MEASURES=within1*within2 COVARIANCE_TYPE=VARIANCE_COMPONENTS
  /FIELDS TARGET=freq TRIALS=FIELD(Nmax)  OFFSET=NONE
  /TARGET_OPTIONS DISTRIBUTION=BINOMIAL LINK=LOGIT
  /FIXED  EFFECTS=b1 within1 within2 b1*within1 b1*within2 within1*within2 b1*within1*within2 USE_INTERCEPT=TRUE
  /BUILD_OPTIONS TARGET_CATEGORY_ORDER=ASCENDING INPUTS_CATEGORY_ORDER=ASCENDING LCONVERGE=0.000001(ABSOLUTE) MAX_ITERATIONS=100 CONFIDENCE_LEVEL=95 DF_METHOD=SATTERTHWAITE COVB=ROBUST SCORING=0 SINGULAR=0.000000000001
  /EMMEANS TABLES=b1 CONTRAST=NONE
   /EMMEANS TABLES=within1 CONTRAST=NONE
   /EMMEANS TABLES=within2 CONTRAST=NONE
   /EMMEANS TABLES=b1*within1 CONTRAST=NONE
   /EMMEANS TABLES=b1*within2 CONTRAST=NONE
   /EMMEANS TABLES=within1*within2 CONTRAST=NONE
   /EMMEANS TABLES=b1*within1*within2 CONTRAST=NONE
unstructured syntax
GENLINMIXED
  /DATA_STRUCTURE SUBJECTS=pno REPEATED_MEASURES=within1*within2 COVARIANCE_TYPE=UNSTRUCTURED
  /FIELDS TARGET=freq TRIALS=FIELD(Nmax)  OFFSET=NONE
  /TARGET_OPTIONS DISTRIBUTION=BINOMIAL LINK=LOGIT
  /FIXED  EFFECTS=b1 within1 within2 b1*within1 b1*within2 within1*within2 b1*within1*within2 USE_INTERCEPT=TRUE
  /BUILD_OPTIONS TARGET_CATEGORY_ORDER=ASCENDING INPUTS_CATEGORY_ORDER=ASCENDING LCONVERGE=0.000001(ABSOLUTE) MAX_ITERATIONS=100 CONFIDENCE_LEVEL=95 DF_METHOD=SATTERTHWAITE COVB=ROBUST SCORING=0 SINGULAR=0.000000000001
  /EMMEANS TABLES=b1 CONTRAST=NONE
   /EMMEANS TABLES=within1 CONTRAST=NONE
   /EMMEANS TABLES=within2 CONTRAST=NONE
   /EMMEANS TABLES=b1*within1 CONTRAST=NONE
   /EMMEANS TABLES=b1*within2 CONTRAST=NONE
   /EMMEANS TABLES=within1*within2 CONTRAST=NONE
   /EMMEANS TABLES=b1*within1*within2 CONTRAST=NONE
  /EMMEANS_OPTIONS SCALE=ORIGINAL PADJUST=LSD.
identical except for covariance statement

outputs identical except of df2 values  - very different, and consequent small differences in p-values
can attach data file if needed

this worked fine, but do not understand difference

unstructured syntax never finishes for some files, even after 12 hours

thanks for prompt reply and interest
best
Diana


On 8 Feb 2017, at 14:25, Ryan Black <[hidden email]> wrote:

Diana,

Please post your syntax.

Ryan

On Wed, Feb 8, 2017 at 9:12 AM, Kornbrot, Diana <[hidden email]> wrote:
Dear All,

Am running several (19) mixed logistic regression models and wish to make minimum assumptions about covariance.
So have tried both variance component and unstructured
So what IS the difference?So what IS the difference between unstructured and variance component covariance matrices?

All data sets work fine with variance component
BUT only 8 will run with unstructured
simples has 1 repeated measure, most complex has 1 between (2 level) and 2 within ( 2level each)
complexity does not determine which data sets ‘run’

For data sets that run both, comparison gives:
F-values identical
df1 identical
df2 very large differences (some +, some-), and may be non-integer for either unstructured or variance component or both. 
p-null, small differences of necessity as df2 are different - none greater than .008
as p-value differences are so small, one might just say why worry, but I really would like to know 

All help gratefully received

best

Diana
________________________________________
Professor Diana Kornbrot
Work
University of Hertfordshire
College Lane, Hatfield, Hertfordshire AL10 9AB, UK
<a href="tel:&#43;44%201707%20284626" target="_blank" value="&#43;441707284626" class="">+44 (0) 170 728 4626
[hidden email]
http://dianakornbrot.wordpress.com/
 http://go.herts.ac.uk/Diana_Kornbrot
skype:  kornbrotme
Home
19 Elmhurst Avenue
London N2 0LT, UK
 <a href="tel:&#43;44%2020%208444%202081" target="_blank" value="&#43;442084442081" class="">+44 (0) 208 444 2081                                                   



===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD

===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD

________________________________________
Professor Diana Kornbrot
Work
University of Hertfordshire
College Lane, Hatfield, Hertfordshire AL10 9AB, UK
+44 (0) 170 728 4626
[hidden email]
http://dianakornbrot.wordpress.com/
 http://go.herts.ac.uk/Diana_Kornbrot
skype:  kornbrotme
Home
19 Elmhurst Avenue
London N2 0LT, UK
 +44 (0) 208 444 2081                                                   



===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: MIXED difference between unstructured and variance component covariance structures?

Bruce Weaver
Administrator
In reply to this post by Kornbrot, Diana
Here are some notes that might help.  They appear to be geared to PROC MIXED in SAS, but should still be relevant.

   https://onlinecourses.science.psu.edu/stat502/node/228

HTH.

Kornbrot, Diana wrote
Dear All,

Am running several (19) mixed logistic regression models and wish to make minimum assumptions about covariance.
So have tried both variance component and unstructured
So what IS the difference?So what IS the difference between unstructured and variance component covariance matrices?

All data sets work fine with variance component
BUT only 8 will run with unstructured
simples has 1 repeated measure, most complex has 1 between (2 level) and 2 within ( 2level each)
complexity does not determine which data sets ‘run’

For data sets that run both, comparison gives:
F-values identical
df1 identical
df2 very large differences (some +, some-), and may be non-integer for either unstructured or variance component or both.
p-null, small differences of necessity as df2 are different - none greater than .008
as p-value differences are so small, one might just say why worry, but I really would like to know

All help gratefully received

best

Diana
________________________________________
Professor Diana Kornbrot
Work
University of Hertfordshire
College Lane, Hatfield, Hertfordshire AL10 9AB, UK
+44 (0) 170 728 4626
[hidden email]<mailto:[hidden email]>
http://dianakornbrot.wordpress.com/
 http://go.herts.ac.uk/Diana_Kornbrot
skype:  kornbrotme
Home
19 Elmhurst Avenue
London N2 0LT, UK
 +44 (0) 208 444 2081




=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD
--
Bruce Weaver
bweaver@lakeheadu.ca
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

NOTE: My Hotmail account is not monitored regularly.
To send me an e-mail, please use the address shown above.
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: MIXED difference between unstructured and variance component covariance structures?

Jon Peck
I see that the dialog help for GENLINMIXED lists the covariance types available but does not define them.  You can see the mathematical definitions, however, by looking at the dialog help for MIXED.  As you can see, Unstructured requires estimating many more covariance patterns, which may be the source of the problem.

On Wed, Feb 8, 2017 at 9:04 AM, Bruce Weaver <[hidden email]> wrote:
Here are some notes that might help.  They appear to be geared to PROC MIXED
in SAS, but should still be relevant.

   https://onlinecourses.science.psu.edu/stat502/node/228

HTH.


Kornbrot, Diana wrote
> Dear All,
>
> Am running several (19) mixed logistic regression models and wish to make
> minimum assumptions about covariance.
> So have tried both variance component and unstructured
> So what IS the difference?So what IS the difference between unstructured
> and variance component covariance matrices?
>
> All data sets work fine with variance component
> BUT only 8 will run with unstructured
> simples has 1 repeated measure, most complex has 1 between (2 level) and 2
> within ( 2level each)
> complexity does not determine which data sets ‘run’
>
> For data sets that run both, comparison gives:
> F-values identical
> df1 identical
> df2 very large differences (some +, some-), and may be non-integer for
> either unstructured or variance component or both.
> p-null, small differences of necessity as df2 are different - none greater
> than .008
> as p-value differences are so small, one might just say why worry, but I
> really would like to know
>
> All help gratefully received
>
> best
>
> Diana
> ________________________________________
> Professor Diana Kornbrot
> Work
> University of Hertfordshire
> College Lane, Hatfield, Hertfordshire AL10 9AB, UK
> +44 (0) 170 728 4626

> d.e.kornbrot@.ac

> <mailto:

> d.e.kornbrot@.ac

> >
> http://dianakornbrot.wordpress.com/
http://go.herts.ac.uk/Diana_Kornbrot
> skype:  kornbrotme
> Home
> 19 Elmhurst Avenue
> London N2 0LT, UK
>  <a href="tel:%2B44%20%280%29%20208%20444%202081" value="+442084442081">+44 (0) 208 444 2081
>
>
>
>
> =====================
> To manage your subscription to SPSSX-L, send a message to

> LISTSERV@.UGA

>  (not to SPSSX-L), with no body text except the
> command. To leave the list, send the command
> SIGNOFF SPSSX-L
> For a list of commands to manage subscriptions, send the command
> INFO REFCARD





-----
--
Bruce Weaver
[hidden email]
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

NOTE: My Hotmail account is not monitored regularly.
To send me an e-mail, please use the address shown above.

--
View this message in context: http://spssx-discussion.1045642.n5.nabble.com/MIXED-difference-between-unstructured-and-variance-component-covariance-structures-tp5733784p5733791.html
Sent from the SPSSX Discussion mailing list archive at Nabble.com.

=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD



--
Jon K Peck
[hidden email]

===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: MIXED difference between unstructured and variance component covariance structures?

Bruce Weaver
Administrator
Here's an IBM support page that shows the different covariance structures:

http://www.ibm.com/support/knowledgecenter/SSLVMB_20.0.0/com.ibm.spss.statistics.help/covariance_structures.htm

It does not show a matrix for Variance Components, but instead refers the reader back to the Scaled Identity example.  So with VC, each random effect has "constant variance" and "no correlation between any elements".


Jon Peck wrote
I see that the dialog help for GENLINMIXED lists the covariance types
available but does not define them.  You can see the mathematical
definitions, however, by looking at the dialog help for MIXED.  As you can
see, Unstructured requires estimating many more covariance patterns, which
may be the source of the problem.

On Wed, Feb 8, 2017 at 9:04 AM, Bruce Weaver <[hidden email]>
wrote:

> Here are some notes that might help.  They appear to be geared to PROC
> MIXED
> in SAS, but should still be relevant.
>
>    https://onlinecourses.science.psu.edu/stat502/node/228
>
> HTH.
>
>
> Kornbrot, Diana wrote
> > Dear All,
> >
> > Am running several (19) mixed logistic regression models and wish to make
> > minimum assumptions about covariance.
> > So have tried both variance component and unstructured
> > So what IS the difference?So what IS the difference between unstructured
> > and variance component covariance matrices?
> >
> > All data sets work fine with variance component
> > BUT only 8 will run with unstructured
> > simples has 1 repeated measure, most complex has 1 between (2 level) and
> 2
> > within ( 2level each)
> > complexity does not determine which data sets ‘run’
> >
> > For data sets that run both, comparison gives:
> > F-values identical
> > df1 identical
> > df2 very large differences (some +, some-), and may be non-integer for
> > either unstructured or variance component or both.
> > p-null, small differences of necessity as df2 are different - none
> greater
> > than .008
> > as p-value differences are so small, one might just say why worry, but I
> > really would like to know
> >
> > All help gratefully received
> >
> > best
> >
> > Diana
> > ________________________________________
> > Professor Diana Kornbrot
> > Work
> > University of Hertfordshire
> > College Lane, Hatfield, Hertfordshire AL10 9AB, UK
> > +44 (0) 170 728 4626
>
> > d.e.kornbrot@.ac
>
> > <mailto:
>
> > d.e.kornbrot@.ac
>
> > >
> > http://dianakornbrot.wordpress.com/
> >  http://go.herts.ac.uk/Diana_Kornbrot
> > skype:  kornbrotme
> > Home
> > 19 Elmhurst Avenue
> > London N2 0LT, UK
> >  +44 (0) 208 444 2081
> >
> >
> >
> >
> > =====================
> > To manage your subscription to SPSSX-L, send a message to
>
> > LISTSERV@.UGA
>
> >  (not to SPSSX-L), with no body text except the
> > command. To leave the list, send the command
> > SIGNOFF SPSSX-L
> > For a list of commands to manage subscriptions, send the command
> > INFO REFCARD
>
>
>
>
>
> -----
> --
> Bruce Weaver
> [hidden email]
> http://sites.google.com/a/lakeheadu.ca/bweaver/
>
> "When all else fails, RTFM."
>
> NOTE: My Hotmail account is not monitored regularly.
> To send me an e-mail, please use the address shown above.
>
> --
> View this message in context: http://spssx-discussion.
> 1045642.n5.nabble.com/MIXED-difference-between-unstructured-and-variance-
> component-covariance-structures-tp5733784p5733791.html
> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>
> =====================
> To manage your subscription to SPSSX-L, send a message to
> [hidden email] (not to SPSSX-L), with no body text except the
> command. To leave the list, send the command
> SIGNOFF SPSSX-L
> For a list of commands to manage subscriptions, send the command
> INFO REFCARD
>



--
Jon K Peck
[hidden email]

=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD
--
Bruce Weaver
bweaver@lakeheadu.ca
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

NOTE: My Hotmail account is not monitored regularly.
To send me an e-mail, please use the address shown above.
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: MIXED difference between unstructured and variance component covariance structures?

Kornbrot, Diana
Many thanks
Shows everything but variance component!
Clearly I need to look at covariance matrix generated in both cases.
I now know
1. as I suspected unstructured is what I want -i.e. no constraints
2. df2 is lower for unstructured because more parameters are being estimated
3. in my data sets there appears to be little difference
4. unstructured is at limit of SPSS capability, will need to try other packages
5. unstructured is comparable to multivariate  in GLM repeated??? or maybe the different offerings have different constraints on covariance matrix. need to do more reading!

but many thanks again for your expert help
best
Diana

> On 8 Feb 2017, at 20:27, Bruce Weaver <[hidden email]> wrote:
>
> Here's an IBM support page that shows the different covariance structures:
>
> http://www.ibm.com/support/knowledgecenter/SSLVMB_20.0.0/com.ibm.spss.statistics.help/covariance_structures.htm
>
> It does not show a matrix for Variance Components, but instead refers the
> reader back to the Scaled Identity example.  So with VC, each random effect
> has "constant variance" and "no correlation between any elements".
>
>
>
> Jon Peck wrote
>> I see that the dialog help for GENLINMIXED lists the covariance types
>> available but does not define them.  You can see the mathematical
>> definitions, however, by looking at the dialog help for MIXED.  As you can
>> see, Unstructured requires estimating many more covariance patterns, which
>> may be the source of the problem.
>>
>> On Wed, Feb 8, 2017 at 9:04 AM, Bruce Weaver &lt;
>
>> bruce.weaver@
>
>> &gt;
>> wrote:
>>
>>> Here are some notes that might help.  They appear to be geared to PROC
>>> MIXED
>>> in SAS, but should still be relevant.
>>>
>>>   https://onlinecourses.science.psu.edu/stat502/node/228
>>>
>>> HTH.
>>>
>>>
>>> Kornbrot, Diana wrote
>>>> Dear All,
>>>>
>>>> Am running several (19) mixed logistic regression models and wish to
>>> make
>>>> minimum assumptions about covariance.
>>>> So have tried both variance component and unstructured
>>>> So what IS the difference?So what IS the difference between
>>> unstructured
>>>> and variance component covariance matrices?
>>>>
>>>> All data sets work fine with variance component
>>>> BUT only 8 will run with unstructured
>>>> simples has 1 repeated measure, most complex has 1 between (2 level)
>>> and
>>> 2
>>>> within ( 2level each)
>>>> complexity does not determine which data sets ‘run’
>>>>
>>>> For data sets that run both, comparison gives:
>>>> F-values identical
>>>> df1 identical
>>>> df2 very large differences (some +, some-), and may be non-integer for
>>>> either unstructured or variance component or both.
>>>> p-null, small differences of necessity as df2 are different - none
>>> greater
>>>> than .008
>>>> as p-value differences are so small, one might just say why worry, but
>>> I
>>>> really would like to know
>>>>
>>>> All help gratefully received
>>>>
>>>> best
>>>>
>>>> Diana
>>>> ________________________________________
>>>> Professor Diana Kornbrot
>>>> Work
>>>> University of Hertfordshire
>>>> College Lane, Hatfield, Hertfordshire AL10 9AB, UK
>>>> +44 (0) 170 728 4626
>>>
>>>> d.e.kornbrot@.ac
>>>
>>>>
>> <mailto:
>>>
>>>> d.e.kornbrot@.ac
>>>
>>>>>
>>>> http://dianakornbrot.wordpress.com/
>>>> http://go.herts.ac.uk/Diana_Kornbrot
>>>> skype:  kornbrotme
>>>> Home
>>>> 19 Elmhurst Avenue
>>>> London N2 0LT, UK
>>>> +44 (0) 208 444 2081
>>>>
>>>>
>>>>
>>>>
>>>> =====================
>>>> To manage your subscription to SPSSX-L, send a message to
>>>
>>>> LISTSERV@.UGA
>>>
>>>> (not to SPSSX-L), with no body text except the
>>>> command. To leave the list, send the command
>>>> SIGNOFF SPSSX-L
>>>> For a list of commands to manage subscriptions, send the command
>>>> INFO REFCARD
>>>
>>>
>>>
>>>
>>>
>>> -----
>>> --
>>> Bruce Weaver
>>>
>
>> bweaver@
>
>>> http://sites.google.com/a/lakeheadu.ca/bweaver/
>>>
>>> "When all else fails, RTFM."
>>>
>>> NOTE: My Hotmail account is not monitored regularly.
>>> To send me an e-mail, please use the address shown above.
>>>
>>> --
>>> View this message in context: http://spssx-discussion.
>>> 1045642.n5.nabble.com/MIXED-difference-between-unstructured-and-variance-
>>> component-covariance-structures-tp5733784p5733791.html
>>> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>>>
>>> =====================
>>> To manage your subscription to SPSSX-L, send a message to
>>>
>
>> LISTSERV@.UGA
>
>> (not to SPSSX-L), with no body text except the
>>> command. To leave the list, send the command
>>> SIGNOFF SPSSX-L
>>> For a list of commands to manage subscriptions, send the command
>>> INFO REFCARD
>>>
>>
>>
>>
>> --
>> Jon K Peck
>
>> jkpeck@
>
>>
>> =====================
>> To manage your subscription to SPSSX-L, send a message to
>
>> LISTSERV@.UGA
>
>> (not to SPSSX-L), with no body text except the
>> command. To leave the list, send the command
>> SIGNOFF SPSSX-L
>> For a list of commands to manage subscriptions, send the command
>> INFO REFCARD
>
>
>
>
>
> -----
> --
> Bruce Weaver
> [hidden email]
> http://sites.google.com/a/lakeheadu.ca/bweaver/
>
> "When all else fails, RTFM."
>
> NOTE: My Hotmail account is not monitored regularly.
> To send me an e-mail, please use the address shown above.
>
> --
> View this message in context: http://spssx-discussion.1045642.n5.nabble.com/MIXED-difference-between-unstructured-and-variance-component-covariance-structures-tp5733784p5733795.html
> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>
> =====================
> To manage your subscription to SPSSX-L, send a message to
> [hidden email] (not to SPSSX-L), with no body text except the
> command. To leave the list, send the command
> SIGNOFF SPSSX-L
> For a list of commands to manage subscriptions, send the command
> INFO REFCARD

________________________________________
Professor Diana Kornbrot
Work
University of Hertfordshire
College Lane, Hatfield, Hertfordshire AL10 9AB, UK
+44 (0) 170 728 4626
[hidden email]
http://dianakornbrot.wordpress.com/
 http://go.herts.ac.uk/Diana_Kornbrot
skype: kornbrotme
Home
19 Elmhurst Avenue
London N2 0LT, UK
 +44 (0) 208 444 2081                                                  




=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: MIXED difference between unstructured and variance component covariance structures?

Ryan Black
Diana,

The variance component structure  specification on the REPEATED statement assumes that the correlation among repeated measurements within the same subject is zero. This is rarely a reasonable assumption.

Upon inspection of your genlinmixed code, it looks like you have a doubly repeated measures multivariate model. The UNstructured option with the interaction of both within-subjects variables is appropriate for that type of model.

It is possible that two structures modeled simultaneously would make sense as well (e.g. CS to account for correlation of k variables being measured at each time point and AR1 to account for temporal correlation).  SPSS does not have that capability as far as I am aware.

I am concerned that you are experiencing convergence issues. I would try to diagnose the issue before interpreting the results (e.g. sparse data, separation).

Ryan

Sent from my iPhone

> On Feb 9, 2017, at 5:49 AM, Kornbrot, Diana <[hidden email]> wrote:
>
> Many thanks
> Shows everything but variance component!
> Clearly I need to look at covariance matrix generated in both cases.
> I now know
> 1.     as I suspected unstructured is what I want -i.e. no constraints
> 2.    df2 is lower for unstructured because more parameters are being estimated
> 3.    in my data sets there appears to be little difference
> 4.    unstructured is at limit of SPSS capability, will need to try other packages
> 5.    unstructured is comparable to multivariate  in GLM repeated??? or maybe the different offerings have different constraints on covariance matrix. need to do more reading!
>
> but many thanks again for your expert help
> best
> Diana
>> On 8 Feb 2017, at 20:27, Bruce Weaver <[hidden email]> wrote:
>>
>> Here's an IBM support page that shows the different covariance structures:
>>
>> http://www.ibm.com/support/knowledgecenter/SSLVMB_20.0.0/com.ibm.spss.statistics.help/covariance_structures.htm
>>
>> It does not show a matrix for Variance Components, but instead refers the
>> reader back to the Scaled Identity example.  So with VC, each random effect
>> has "constant variance" and "no correlation between any elements".
>>
>>
>>
>> Jon Peck wrote
>>> I see that the dialog help for GENLINMIXED lists the covariance types
>>> available but does not define them.  You can see the mathematical
>>> definitions, however, by looking at the dialog help for MIXED.  As you can
>>> see, Unstructured requires estimating many more covariance patterns, which
>>> may be the source of the problem.
>>>
>>> On Wed, Feb 8, 2017 at 9:04 AM, Bruce Weaver &lt;
>>
>>> bruce.weaver@
>>
>>> &gt;
>>> wrote:
>>>
>>>> Here are some notes that might help.  They appear to be geared to PROC
>>>> MIXED
>>>> in SAS, but should still be relevant.
>>>>
>>>>  https://onlinecourses.science.psu.edu/stat502/node/228
>>>>
>>>> HTH.
>>>>
>>>>
>>>> Kornbrot, Diana wrote
>>>>> Dear All,
>>>>>
>>>>> Am running several (19) mixed logistic regression models and wish to
>>>> make
>>>>> minimum assumptions about covariance.
>>>>> So have tried both variance component and unstructured
>>>>> So what IS the difference?So what IS the difference between
>>>> unstructured
>>>>> and variance component covariance matrices?
>>>>>
>>>>> All data sets work fine with variance component
>>>>> BUT only 8 will run with unstructured
>>>>> simples has 1 repeated measure, most complex has 1 between (2 level)
>>>> and
>>>> 2
>>>>> within ( 2level each)
>>>>> complexity does not determine which data sets ‘run’
>>>>>
>>>>> For data sets that run both, comparison gives:
>>>>> F-values identical
>>>>> df1 identical
>>>>> df2 very large differences (some +, some-), and may be non-integer for
>>>>> either unstructured or variance component or both.
>>>>> p-null, small differences of necessity as df2 are different - none
>>>> greater
>>>>> than .008
>>>>> as p-value differences are so small, one might just say why worry, but
>>>> I
>>>>> really would like to know
>>>>>
>>>>> All help gratefully received
>>>>>
>>>>> best
>>>>>
>>>>> Diana
>>>>> ________________________________________
>>>>> Professor Diana Kornbrot
>>>>> Work
>>>>> University of Hertfordshire
>>>>> College Lane, Hatfield, Hertfordshire AL10 9AB, UK
>>>>> +44 (0) 170 728 4626
>>>>
>>>>> d.e.kornbrot@.ac
>>>>
>>>>>
>>> <mailto:
>>>>
>>>>> d.e.kornbrot@.ac
>>>>
>>>>>>
>>>>> http://dianakornbrot.wordpress.com/
>>>>> http://go.herts.ac.uk/Diana_Kornbrot
>>>>> skype:  kornbrotme
>>>>> Home
>>>>> 19 Elmhurst Avenue
>>>>> London N2 0LT, UK
>>>>> +44 (0) 208 444 2081
>>>>>
>>>>>
>>>>>
>>>>>
>>>>> =====================
>>>>> To manage your subscription to SPSSX-L, send a message to
>>>>
>>>>> LISTSERV@.UGA
>>>>
>>>>> (not to SPSSX-L), with no body text except the
>>>>> command. To leave the list, send the command
>>>>> SIGNOFF SPSSX-L
>>>>> For a list of commands to manage subscriptions, send the command
>>>>> INFO REFCARD
>>>>
>>>>
>>>>
>>>>
>>>>
>>>> -----
>>>> --
>>>> Bruce Weaver
>>>>
>>
>>> bweaver@
>>
>>>> http://sites.google.com/a/lakeheadu.ca/bweaver/
>>>>
>>>> "When all else fails, RTFM."
>>>>
>>>> NOTE: My Hotmail account is not monitored regularly.
>>>> To send me an e-mail, please use the address shown above.
>>>>
>>>> --
>>>> View this message in context: http://spssx-discussion.
>>>> 1045642.n5.nabble.com/MIXED-difference-between-unstructured-and-variance-
>>>> component-covariance-structures-tp5733784p5733791.html
>>>> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>>>>
>>>> =====================
>>>> To manage your subscription to SPSSX-L, send a message to
>>>>
>>
>>> LISTSERV@.UGA
>>
>>> (not to SPSSX-L), with no body text except the
>>>> command. To leave the list, send the command
>>>> SIGNOFF SPSSX-L
>>>> For a list of commands to manage subscriptions, send the command
>>>> INFO REFCARD
>>>>
>>>
>>>
>>>
>>> --
>>> Jon K Peck
>>
>>> jkpeck@
>>
>>>
>>> =====================
>>> To manage your subscription to SPSSX-L, send a message to
>>
>>> LISTSERV@.UGA
>>
>>> (not to SPSSX-L), with no body text except the
>>> command. To leave the list, send the command
>>> SIGNOFF SPSSX-L
>>> For a list of commands to manage subscriptions, send the command
>>> INFO REFCARD
>>
>>
>>
>>
>>
>> -----
>> --
>> Bruce Weaver
>> [hidden email]
>> http://sites.google.com/a/lakeheadu.ca/bweaver/
>>
>> "When all else fails, RTFM."
>>
>> NOTE: My Hotmail account is not monitored regularly.
>> To send me an e-mail, please use the address shown above.
>>
>> --
>> View this message in context: http://spssx-discussion.1045642.n5.nabble.com/MIXED-difference-between-unstructured-and-variance-component-covariance-structures-tp5733784p5733795.html
>> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>>
>> =====================
>> To manage your subscription to SPSSX-L, send a message to
>> [hidden email] (not to SPSSX-L), with no body text except the
>> command. To leave the list, send the command
>> SIGNOFF SPSSX-L
>> For a list of commands to manage subscriptions, send the command
>> INFO REFCARD
>
> ________________________________________
> Professor Diana Kornbrot
> Work
> University of Hertfordshire
> College Lane, Hatfield, Hertfordshire AL10 9AB, UK
> +44 (0) 170 728 4626
> [hidden email]
> http://dianakornbrot.wordpress.com/
> http://go.herts.ac.uk/Diana_Kornbrot
> skype:     kornbrotme
> Home
> 19 Elmhurst Avenue
> London N2 0LT, UK
> +44 (0) 208 444 2081                                                  
>
>
>
>
> =====================
> To manage your subscription to SPSSX-L, send a message to
> [hidden email] (not to SPSSX-L), with no body text except the
> command. To leave the list, send the command
> SIGNOFF SPSSX-L
> For a list of commands to manage subscriptions, send the command
> INFO REFCARD

=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD
Loading...