VPREDICT directive

Forms predictions from a REML model.


Options

PRINT = string
What to print (description, predictions, se, sed, avesed, vcovariance); default desc, pred, se, aves

CHANNEL = scalar
Channel number for output; default * i.e. current output channel

MODEL = formula
Indicates which model terms (fixed and/or random) are to be used in forming the predictions; default * includes all the fixed terms and relevant random terms

OMITTERMS = formula
Specifies terms to be excluded from the MODEL; default * i.e. none

FACTORIAL = scalar
Limit on the number of factors or variates in each term in the models specified by MODEL or OMITTERMS; default 3

PRESENT = identifiers
Lists factors for which averages should be taken across combinations that are present

WEIGHTS = tables
One-way tables of weights classified by factors in the model; default *

PREDICTIONS = table or scalar
To save the predictions; default *

SE = table or scalar
To save standard errors of predictions; default *

SED = symmetric matrix
To save standard errors of differences between predictions; default *

VCOVARIANCE = symmetric matrix
To save variances and covariances of predictions; default *

SAVE = identifier
Specifies the save structure from which to predict; default * i.e. that from most recent REML


Parameters

CLASSIFY = vectors
Variates and/or factors to classify table of predictions

LEVELS = variates or scalars
To specify values of variates and/or levels of factors for which predictions are calculated

PARALLEL = identifiers
For each vector in the CLASSIFY list, allows you to specify another vector in the CLASSIFY list with which the values of this vector should change in parallel (you then obtain just one dimension in the table of predictions for these vectors)


Description

The VPREDICT directive can be used after the REML directive to produce predictions of the values of the response variate at particular values of the variables in the fixed or random models. By default the predictions are from the most recent REML analysis, but you can use another analysis by supplying its save structure using the SAVE option.

   The CLASSIFY parameter specifies those variates or factors to be included in the table of predictions, and the LEVELS parameter supplies the values at which the predictions are to be made. For a factor, you can select some or all of the levels, while for a variate you can specify any set of values. A single level or value is represented by a scalar; several levels or values must be combined into a variate (which may of course be unnamed). A missing value in the LEVELS parameter is taken to stand for all the levels of a factor, or the mean value of a variate. The PARALLEL parameter allows you to indicate a set of factors and/or variates whose values change in parallel. Each of these should have same number of values specified for it by the LEVELS parameter of VPREDICT. The predictions are then formed for each corresponding set of values rather than for every combination of these values.

   The prediction calculations consist of two steps. The first step is to calculate a table of fitted values. The MODEL, OMITTERMS and FACTORIAL options specify the model to use for this. The formula specified by MODEL is expanded into a list of model terms, deleting any that contain more variates of factors than the limit specified by the FACTORIAL option. Then, any terms in the formula specified by OMITTERMS are removed. The second step averages the fitted values over the classifications that are not in the list that was supplied by the CLASSIFY parameter. The WEIGHTS option can supply one-way tables classified by any of the factors in the model. These are used to calculate the weight to be used for each fitted value when calculating the averages. Equal weights are assumed for any factor for which no table of weights has been supplied. In the averaging all the fitted values are generally used. However, if you define a list of factors using the PRESENT option, any combination of levels of these factors that does not occur in the data will be omitted from the averaging. Where a prediction is found to be inestimable, i.e. not invariant to the model parameterization, a missing value is given.

   Printed output is controlled by settings of the PRINT option with settings:

    description
describes the terms and standardization policies used when forming the predictions,

    predictions
prints the predictions,

    se
produces predictions and standard errors,

    sed
prints standard errors for differences between the predictions,

    avesed
prints the average standard error of difference of the predictions, and

    vcovariance
prints the variance and covariances of the predictions.

By default descriptions, predictions, standard errors and an average standard error of differences are printed. You can also save the results, using the PREDICTIONS, SE, SED and VCOVARIANCE options. You can send the output to another channel, or to a text structure, by setting the CHANNEL option.

 

Options: PRINT, CHANNEL, MODEL, OMITTERMS, FACTORIAL, PRESENT, WEIGHTS, PREDICTIONS, SE, SED, VCOVARIANCE, SAVE.

Parameters: CLASSIFY, LEVELS, PARALLEL.