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The PROBIT Procedure

Example 54.2: Multilevel Response

In this example, two preparations, a standard preparation and a test preparation, are each given at several dose levels to groups of insects. The symptoms are recorded for each insect within each group, and two multilevel probit models are fit. Because the natural sort order of the three levels is not the same as the response order, the ORDER=DATA option is specified in the PROC statement to get the desired order.

The following statements produce Output 54.2.1:

   data multi;
      input Prep $ Dose Symptoms $ N;
      LDose=log10(Dose);
      if Prep='test' then PrepDose=LDose;
      else PrepDose=0;
      datalines;
   stand     10      None       33
   stand     10      Mild        7
   stand     10      Severe     10
   stand     20      None       17
   stand     20      Mild       13
   stand     20      Severe     17
   stand     30      None       14
   stand     30      Mild        3
   stand     30      Severe     28
   stand     40      None        9
   stand     40      Mild        8
   stand     40      Severe     32
   test      10      None       44
   test      10      Mild        6
   test      10      Severe      0
   test      20      None       32
   test      20      Mild       10
   test      20      Severe     12
   test      30      None       23
   test      30      Mild        7
   test      30      Severe     21
   test      40      None       16
   test      40      Mild        6
   test      40      Severe     19
   ;

   proc probit order=data;
      class Prep Symptoms;
      nonpara: model Symptoms=Prep LDose PrepDose / lackfit;
      weight N;
      parallel: model Symptoms=Prep LDose / lackfit;
      weight N;
      title 'Probit Models for Symptom Severity';
   run;

The first model uses the PrepDose variable to allow for nonparallelism between the dose response curves for the two preparations. The results of this first model indicate that the parameter for the PrepDose variable is not significant, having a Wald chi-square of 0.73. Also, since the first model is a generalization of the second, a likelihood ratio test statistic for this same parameter can be obtained by multiplying the difference in log likelihoods between the two models by 2. The value obtained, 2 ×(-345.94 - (-346.31)), is 0.73. This is in close agreement with the Wald chi-square from the first model. The lack-of-fit test statistics for the two models do not indicate a problem with either fit.

Output 54.2.1: Multilevel Response: PROC PROBIT

Probit Models for Symptom Severity

Probit Procedure

Class Level Information
Name Levels Values
Symptoms 3 None Mild Severe
Prep 2 stand test


Probit Models for Symptom Severity

Probit Procedure

Model Information
Data Set WORK.MULTI
Dependent Variable Symptoms
Weight Variable N
Number of Observations 23
Name of Distribution NORMAL
Log Likelihood -345.9401767

Weighted Frequency
Counts for the Ordered
Response Categories
Level Count
None 188
Mild 60
Severe 139

Goodness-of-Fit Tests
Statistic Value DF Pr > ChiSq
Pearson Chi-Square 12.7930 11 0.3071
L.R. Chi-Square 15.7869 11 0.1492

Response-Covariate Profile
Response Levels 3
Number of Covariate Values 8


Probit Models for Symptom Severity

Probit Procedure

Analysis of Parameter Estimates
Variable DF Estimate Standard Error Chi-Square Pr > ChiSq Label
Intercept 1 3.80803 0.62517 37.1030 <.0001 Intercept
Prep 1     2.3568 0.1247  
  1 -1.25728 0.81897 2.3568 0.1247 stand
  0 0 0 . . test
LDose 1 -2.15120 0.39088 30.2874 <.0001  
PrepDose 1 -0.50722 0.59449 0.7279 0.3935  
Inter.2 1 0.46844 0.05591     Mild


Probit Models for Symptom Severity

Probit Procedure

Class Level Information
Name Levels Values
Symptoms 3 None Mild Severe
Prep 2 stand test


Probit Models for Symptom Severity

Probit Procedure

Model Information
Data Set WORK.MULTI
Dependent Variable Symptoms
Weight Variable N
Number of Observations 23
Name of Distribution NORMAL
Log Likelihood -346.306141

Weighted Frequency
Counts for the Ordered
Response Categories
Level Count
None 188
Mild 60
Severe 139

Goodness-of-Fit Tests
Statistic Value DF Pr > ChiSq
Pearson Chi-Square 12.7864 12 0.3848
L.R. Chi-Square 16.5189 12 0.1686

Response-Covariate Profile
Response Levels 3
Number of Covariate Values 8


Probit Models for Symptom Severity

Probit Procedure

Analysis of Parameter Estimates
Variable DF Estimate Standard Error Chi-Square Pr > ChiSq Label
Intercept 1 3.41482 0.41260 68.4962 <.0001 Intercept
Prep 1     20.3304 <.0001  
  1 -0.56752 0.12586 20.3304 <.0001 stand
  0 0 0 . . test
LDose 1 -2.37213 0.29495 64.6824 <.0001  
Inter.2 1 0.46780 0.05584     Mild


The negative coefficient associated with LDose indicates that the probability of having no symptoms (Symptoms='None') or no or mild symptoms (Symptoms='None' or Symptoms='Mild') decreases as LDose increases; that is, the probability of a severe symptom increases with LDose. This association is apparent for both treatment groups.

The negative coefficient associated with the standard treatment group (Prep = stand) indicates that the standard treatment is associated with more severe symptoms across all ldose values.

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