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The CATMOD Procedure

Example 22.4: Log-Linear Model, Three Dependent Variables

This analysis reproduces the predicted cell frequencies for Bartlett's data using a log-linear model of no three-variable interaction (Bishop, Fienberg, and Holland 1975, p. 89). Cuttings of two different lengths ( Length=short or long) are planted at one of two time points (Time=now or spring), and their survival status ( Status=dead or alive) is recorded.

As in the text, the variable levels are simply labeled 1 and 2. The following statements produce Output 22.4.1 through Output 22.4.5:

   title "Bartlett's Data";
   data bartlett;
      input Length Time Status wt @@;
      datalines;
   1 1 1 156     1 1 2  84     1 2 1 84     1 2 2 156
   2 1 1 107     2 1 2 133     2 2 1 31     2 2 2 209
   ;

   proc catmod data=bartlett;
      weight wt;
      model Length*Time*Status=_response_ 
            / noparm noresponse pred=freq;
      loglin Length|Time|Status @ 2;
      title2 'Model with No 3-Variable Interaction';
   quit;

Output 22.4.1: Analysis of Bartlett's Data: Log-Linear Model
 
Bartlett's Data
Model with No 3-Variable Interaction

The CATMOD Procedure

Response Length*Time*Status Response Levels 8
Weight Variable wt Populations 1
Data Set BARTLETT Total Frequency 960
Frequency Missing 0 Observations 8
 
Sample Sample Size
1 960

Output 22.4.2: Response Profiles
 
Bartlett's Data
Model with No 3-Variable Interaction

The CATMOD Procedure

Response Profiles
Response Length Time Status
1 1 1 1
2 1 1 2
3 1 2 1
4 1 2 2
5 2 1 1
6 2 1 2
7 2 2 1
8 2 2 2

Output 22.4.3: Iteration History
 
Bartlett's Data
Model with No 3-Variable Interaction

The CATMOD Procedure

Maximum Likelihood Analysis
Iteration Sub Iteration -2 Log
Likelihood
Convergence Criterion Parameter Estimates
1 2 3 4 5 6
0 0 3992.5278 1.0000 0 0 0 0 0 0
1 0 3812.5059 0.0451 0 2.961E-17 -2.96E-17 -0.2125 0.2125 0.3083
2 0 3800.2168 0.003223 0.0494 0.0752 -0.0752 -0.2486 0.2486 0.3502
3 0 3800.12 0.0000255 0.0555 0.0809 -0.0809 -0.2543 0.2543 0.3568
4 0 3800.12 3.6909E-9 0.0556 0.0810 -0.0810 -0.2544 0.2544 0.3569
 
Maximum likelihood computations converged.

Output 22.4.4: Analysis of Variance Table
 
Bartlett's Data
Model with No 3-Variable Interaction

The CATMOD Procedure

Maximum Likelihood Analysis of Variance
Source DF Chi-Square Pr > ChiSq
Length 1 2.64 0.1041
Time 1 5.25 0.0220
Length*Time 1 5.25 0.0220
Status 1 48.94 <.0001
Length*Status 1 48.94 <.0001
Time*Status 1 95.01 <.0001
Likelihood Ratio 1 2.29 0.1299

The analysis of variance table shows that the model fits since the likelihood ratio test for the three-variable interaction is nonsignificant. All of the two-variable interactions, however, are significant; this shows that there is mutual dependence among all three variables.

Output 22.4.5: Response Function Predicted Values
 
Bartlett's Data
Model with No 3-Variable Interaction

The CATMOD Procedure

Maximum Likelihood Predicted Values for Response Functions
Sample Function
Number
Observed Predicted Residual
Function Standard
Error
Function Standard
Error
1 1 -0.2924782 0.105806 -0.2356473 0.098486 -0.056831
  2 -0.9115175 0.129188 -0.9494184 0.129948 0.03790099
  3 -0.9115175 0.129188 -0.9494184 0.129948 0.03790099
  4 -0.2924782 0.105806 -0.2356473 0.098486 -0.056831
  5 -0.6695054 0.118872 -0.6936188 0.120172 0.02411336
  6 -0.4519851 0.110921 -0.3896985 0.102267 -0.0622866
  7 -1.908347 0.192465 -1.7314626 0.142969 -0.1768845

The predicted values table displays observed and predicted values for the generalized logits.

Output 22.4.6: Predicted Frequencies
 
Bartlett's Data
Model with No 3-Variable Interaction

The CATMOD Procedure

Maximum Likelihood Predicted Values for Frequencies
Sample Length Time Status Function
Number
Observed Predicted Residual
Frequency Standard
Error
Frequency Standard
Error
1 1 1 1 F1 156 11.43022 161.096138 11.07379 -5.0961381
  1 1 2 F2 84 8.754999 78.9038609 7.808613 5.09613909
  1 2 1 F3 84 8.754999 78.9038609 7.808613 5.09613909
  1 2 2 F4 156 11.43022 161.096138 11.07379 -5.0961381
  2 1 1 F5 107 9.750588 101.903861 8.924304 5.09613941
  2 1 2 F6 133 10.70392 138.096139 10.33434 -5.0961386
  2 2 1 F7 31 5.47713 36.0961431 4.826315 -5.0961431
  2 2 2 F8 209 12.78667 203.90386 12.21285 5.09614031

The predicted frequencies table displays observed and predicted cell frequencies, their standard errors, and residuals.

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