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The CATMOD Procedure

Example 22.9: Repeated Measures, Two Repeated Measurement Factors

This example, from MacMillan et al. (1981), illustrates a repeated measurement analysis in which there are two repeated measurement factors. Two diagnostic procedures (standard and test) are performed on each subject, and the results of both are evaluated at each of two times as being positive or negative.

   title 'Diagnostic Procedure Comparison';
   data a;
      input std1 $ test1 $ std2 $ test2 $ wt @@;
      datalines;
   neg neg neg neg 509  neg neg neg pos  4  neg neg pos neg  17
   neg neg pos pos   3  neg pos neg neg 13  neg pos neg pos   8
   neg pos pos pos   8  pos neg neg neg 14  pos neg neg pos   1
   pos neg pos neg  17  pos neg pos pos  9  pos pos neg neg   7
   pos pos neg pos   4  pos pos pos neg  9  pos pos pos pos 170
   ;

For the initial model, the response functions are marginal probabilities, and the repeated measurement factors are Time and Treatment. The model is a saturated one, containing effects for Time, Treatment, and Time*Treatment. The following statements produce Output 22.9.1 through Output 22.9.5:

   proc catmod data=a;
      title2 'Marginal Symmetry, Saturated Model';
      weight wt;
      response marginals;
      model std1*test1*std2*test2=_response_ / freq noparm;
      repeated Time 2, Treatment 2 / _response_=Time Treatment 
               Time*Treatment;
   run;

Output 22.9.1: Diagnosis Data: Two Repeated Measurement Factors
 
Diagnostic Procedure Comparison
Marginal Symmetry, Saturated Model

The CATMOD Procedure

Response std1*test1*std2*test2 Response Levels 15
Weight Variable wt Populations 1
Data Set A Total Frequency 793
Frequency Missing 0 Observations 15
 
Sample Sample Size
1 793

Output 22.9.2: Response Profiles
 
Diagnostic Procedure Comparison
Marginal Symmetry, Saturated Model

The CATMOD Procedure

Response Profiles
Response std1 test1 std2 test2
1 neg neg neg neg
2 neg neg neg pos
3 neg neg pos neg
4 neg neg pos pos
5 neg pos neg neg
6 neg pos neg pos
7 neg pos pos pos
8 pos neg neg neg
9 pos neg neg pos
10 pos neg pos neg
11 pos neg pos pos
12 pos pos neg neg
13 pos pos neg pos
14 pos pos pos neg
15 pos pos pos pos

Output 22.9.3: Response Frequencies
 
Diagnostic Procedure Comparison
Marginal Symmetry, Saturated Model

The CATMOD Procedure

Response Frequencies
Sample Response Number
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
1 509 4 17 3 13 8 8 14 1 17 9 7 4 9 170

Output 22.9.4: Design Matrix
 
Diagnostic Procedure Comparison
Marginal Symmetry, Saturated Model

The CATMOD Procedure

Sample Function
Number
Response
Function
Design Matrix
1 2 3 4
1 1 0.70870 1 1 1 1
  2 0.72383 1 1 -1 -1
  3 0.70618 1 -1 1 -1
  4 0.73897 1 -1 -1 1

Output 22.9.5: ANOVA Table
 
Diagnostic Procedure Comparison
Marginal Symmetry, Saturated Model

The CATMOD Procedure

Analysis of Variance
Source DF Chi-Square Pr > ChiSq
Intercept 1 2385.34 <.0001
Time 1 0.85 0.3570
Treatment 1 8.20 0.0042
Time*Treatment 1 2.40 0.1215
Residual 0 . .

The analysis of variance table in Output 22.9.5 shows that there is no significant effect of Time, either by itself or in its interaction with Treatment. Thus, the second model includes only the Treatment effect. Again, the response functions are marginal probabilities, and the repeated measurement factors are Time and Treatment. A main effect model with respect to Treatment is fit. The following statements produce Output 22.9.6 through Output 22.9.9:

      title2 'Marginal Symmetry, Reduced Model';
      model std1*test1*std2*test2=_response_ / noprofile corrb;
      repeated Time 2, Treatment 2 / _response_=Treatment;
   run;

Output 22.9.6: Diagnosis Data: Reduced Model
 
Diagnostic Procedure Comparison
Marginal Symmetry, Reduced Model

The CATMOD Procedure

Response std1*test1*std2*test2 Response Levels 15
Weight Variable wt Populations 1
Data Set A Total Frequency 793
Frequency Missing 0 Observations 15

Output 22.9.7: Design Matrix
 
Diagnostic Procedure Comparison
Marginal Symmetry, Reduced Model

The CATMOD Procedure

Sample Function
Number
Response
Function
Design Matrix
1 2
1 1 0.70870 1 1
  2 0.72383 1 -1
  3 0.70618 1 1
  4 0.73897 1 -1

Output 22.9.8: ANOVA Table
 
Diagnostic Procedure Comparison
Marginal Symmetry, Reduced Model

The CATMOD Procedure

Analysis of Variance
Source DF Chi-Square Pr > ChiSq
Intercept 1 2386.97 <.0001
Treatment 1 9.55 0.0020
Residual 2 3.51 0.1731

Output 22.9.9: Parameter Estimates
 
Diagnostic Procedure Comparison
Marginal Symmetry, Reduced Model

The CATMOD Procedure

Analysis of Weighted Least Squares Estimates
Effect Parameter Estimate Standard
Error
Chi-
Square
Pr > ChiSq
Intercept 1 0.7196 0.0147 2386.97 <.0001
Treatment 2 -0.0128 0.00416 9.55 0.0020

Output 22.9.10: Correlation Matrix
 
Diagnostic Procedure Comparison
Marginal Symmetry, Reduced Model

The CATMOD Procedure

Correlation Matrix of the Parameter
Estimates
  1 2
1 1.00000 0.04194
2 0.04194 1.00000

The analysis of variance table for the reduced model (Output 22.9.8) shows that the model fits (since the Residual is nonsignificant) and that the treatment effect is significant. The negative parameter estimate for Treatment in Output 22.9.9 shows that the first level of treatment (std) has a smaller probability of the first response level (neg) than the second level of treatment (test). In other words, the standard diagnostic procedure gives a significantly higher probability of a positive response than the test diagnostic procedure.

The next example illustrates a RESPONSE statement that, at each time, computes the sensitivity and specificity of the test diagnostic procedure with respect to the standard procedure. Since these are measures of the relative accuracy of the two diagnostic procedures, the repeated measurement factors in this case are labeled Time and Accuracy. Only fifteen of the sixteen possible responses are observed, so additional care must be taken in formulating the RESPONSE statement for computation of sensitivity and specificity.

The following statements produce Output 22.9.11 through Output 22.9.15:

      title2 'Sensitivity and Specificity Analysis, ' 
             'Main-Effects Model';
      model std1*test1*std2*test2=_response_ / covb noprofile;
      repeated Time 2, Accuracy 2 / _response_=Time Accuracy;
      response exp  1 -1  0  0  0  0  0  0,
                    0  0  1 -1  0  0  0  0,
                    0  0  0  0  1 -1  0  0,
                    0  0  0  0  0  0  1 -1

                log 0 0 0 0   0 0 0   0 0 0 0   1 1 1 1,
                    0 0 0 0   0 0 0   1 1 1 1   1 1 1 1,
                    1 1 1 1   0 0 0   0 0 0 0   0 0 0 0,
                    1 1 1 1   1 1 1   0 0 0 0   0 0 0 0,
                    0 0 0 1   0 0 1   0 0 0 1   0 0 0 1,
                    0 0 1 1   0 0 1   0 0 1 1   0 0 1 1,
                    1 0 0 0   1 0 0   1 0 0 0   1 0 0 0,
                    1 1 0 0   1 1 0   1 1 0 0   1 1 0 0;
   quit;

Output 22.9.11: Diagnosis Data: Sensitivity and Specificity Analysis
 
Diagnostic Procedure Comparison
Sensitivity and Specificity Analysis, Main-Effects Model

The CATMOD Procedure

Response std1*test1*std2*test2 Response Levels 15
Weight Variable wt Populations 1
Data Set A Total Frequency 793
Frequency Missing 0 Observations 15

Output 22.9.12: Design Matrix
 
Diagnostic Procedure Comparison
Sensitivity and Specificity Analysis, Main-Effects Model

The CATMOD Procedure

Sample Function
Number
Response
Function
Design Matrix
1 2 3
1 1 0.82251 1 1 1
  2 0.94840 1 1 -1
  3 0.81545 1 -1 1
  4 0.96964 1 -1 -1

For the sensitivity and specificity analysis, the four response functions displayed next to the design matrix (Output 22.9.12) represent the following:
  1. sensitivity, time 1
  2. specificity, time 1
  3. sensitivity, time 2
  4. specificity, time 2
The sensitivities and specificities are for the test diagnostic procedure relative to the standard procedure.

Output 22.9.13: ANOVA Table
 
Diagnostic Procedure Comparison
Sensitivity and Specificity Analysis, Main-Effects Model

The CATMOD Procedure

Analysis of Variance
Source DF Chi-Square Pr > ChiSq
Intercept 1 6448.79 <.0001
Time 1 4.10 0.0428
Accuracy 1 38.81 <.0001
Residual 1 1.00 0.3178

The ANOVA table shows that an additive model fits, that there is a significant effect of time, and that the sensitivity is significantly different from the specificity.

Output 22.9.14: Parameter Estimates
 
Diagnostic Procedure Comparison
Sensitivity and Specificity Analysis, Main-Effects Model

The CATMOD Procedure

Analysis of Weighted Least Squares Estimates
Effect Parameter Estimate Standard
Error
Chi-
Square
Pr > ChiSq
Intercept 1 0.8892 0.0111 6448.79 <.0001
Time 2 -0.00932 0.00460 4.10 0.0428
Accuracy 3 -0.0702 0.0113 38.81 <.0001

Output 22.9.15: Covariance Matrix
 
Diagnostic Procedure Comparison
Sensitivity and Specificity Analysis, Main-Effects Model

The CATMOD Procedure

Covariance Matrix of the Parameter Estimates
  1 2 3
1 0.00012260 0.00000229 0.00010137
2 0.00000229 0.00002116 -.00000587
3 0.00010137 -.00000587 0.00012697

Output 22.9.14 shows that the predicted sensitivities and specificities are lower for time 1 (since parameter 2 is negative). It also shows that the sensitivity is significantly less than the specificity.

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