Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: GLM and ANOVA complaints


From   David Airey <david.airey@vanderbilt.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: GLM and ANOVA complaints
Date   Sun, 28 Sep 2003 10:00:36 -0500

Since my ANOVA was not finishing anytime soon, and some interesting posts were being added to the thread, I broke out and have posted the do file and partial results below. You can see that the timing of this model is astonishingly slow, which makes me suspicious. The way I wrote the model did not leave anything to the residual, but this can be modified by moving the term D*T*P*I*A|S*F to the residual. In terms of timing to complete computations I don't think this matters. Joseph's model is not what I had in mind. By 4 within-subject factors I mean repeated measures. In his model there is no repeated() option indicating this.

My actual data set has instead of 2 levels of strain, 20 levels of strain and 38,400 observations. Such a data set does not compute in Stata 8/SE using ANOVA (Previously, Ken Higbee point out that this might be another story if use MANOVA, because it leaves the within factors and between factors on different sides of the model and a smaller X'X requirement.). Monday I meet with a statistician who helps run Vanderbilt's VAMPIRE parallel system. We'll determine where SAS's desktop limits lie with this data set, first. I've posted here because it could be that something is wrong with my computer or do-file that is causing this molasses-like performance. I was hoping by posting this do-file that some users with fast PC's could run my do file and tell me if the problem is my computer or the OS X version of Stata.

I apologize if what gets posted is not in monotype font. It always is when I send.

-Dave Airey

------------------------------------------------------------------------ --------
log: /Users/dairey/Desktop/mice/design/null_small.smcl
log type: smcl
opened on: 26 Sep 2003, 20:46:22

.
. /* Behavior design:
>
> between subjects effects
> strain (2) = S
> sex (2) = F
>
> animals = A
> 2 per sex and strain combination (8 total)
>
> within subjects effects
> drug (3) = D
> period (4) = T
> intensity (2) = P
> interval (2) = I
>
> total observations = (2 * 2 * 4 * 3 * 2 * 2 * 2) = 384
>
> */
.
. clear

. set obs 384
obs was 0, now 384

.
. egen I = seq(), from(1) to(2) block(1)

. egen P = seq(), from(1) to(2) block(2)

. egen T = seq(), from(1) to(4) block (4)

. egen D = seq(), from(1) to(3) block(16)

. egen A = seq(), from(1) to(8) block(48)

. egen F = seq(), from(1) to(2) block(96)

. egen S = seq(), from(1) to(2) block(192)

. set seed 1234

. gen y = invnorm(uniform())

. outsheet using null_small.txt, replace

.
. set more off

.
. anova y S F S*F / A|S*F ///
> D S*D F*D S*F*D / D*A|S*F ///
> T S*T F*T S*F*T / T*A|S*F ///
> P S*P F*P S*F*P / P*A|S*F ///
> I S*I F*I S*F*I / I*A|S*F ///
> D*T S*D*T F*D*T S*F*D*T / D*T*A|S*F ///
> D*P S*D*P F*D*P S*F*D*P / D*P*A|S*F ///
> D*I S*D*I F*D*I S*F*D*I / D*I*A|S*F ///
> T*P S*T*P F*T*P S*F*T*P / T*P*A|S*F ///
> T*I S*T*I F*T*I S*F*T*I / T*I*A|S*F ///
> P*I S*P*I F*P*I S*F*P*I / P*I*A|S*F ///
> D*T*P S*D*T*P F*D*T*P S*F*D*T*P / D*T*P*A|S*F ///
> D*T*I S*D*T*I F*D*T*I S*F*D*T*I / D*T*I*A|S*F ///
> D*P*I S*D*P*I F*D*P*I S*D*F*P*I / D*P*I*A|S*F ///
> T*P*I S*T*P*I F*T*P*I S*F*T*P*I / T*P*I*A|S*F ///
> D*T*P*I S*D*T*P*I F*D*T*P*I / D*T*P*I*A|S*F ///
> S*F*D*T*P*I /, ///
> repeated(D T P I)

Number of obs = 384 R-squared = 1.0000
Root MSE = 0 Adj R-squared =

Source | Partial SS df MS F Prob > F
--------------+----------------------------------------------------
Model | 405.31568 383 1.05826548
|
S | 2.88419294 1 2.88419294 3.34 0.1416
F | .228571433 1 .228571433 0.26 0.6340
S*F | .071187734 1 .071187734 0.08 0.7883
A|S*F | 3.45426619 4 .863566547
--------------+----------------------------------------------------
D | .492576154 2 .246288077 0.22 0.8052
S*D | .43288709 2 .216443545 0.20 0.8261
F*D | 3.33579223 2 1.66789611 1.51 0.2782
S*F*D | 2.30196723 2 1.15098362 1.04 0.3966
D*A|S*F | 8.84971212 8 1.10621402
--------------+----------------------------------------------------
T | 1.46316172 3 .487720573 0.84 0.4963
S*T | 9.44018353 3 3.14672784 5.44 0.0135
F*T | 1.20527617 3 .401758722 0.69 0.5730
S*F*T | 1.40904977 3 .469683256 0.81 0.5115
T*A|S*F | 6.9424209 12 .578535075
--------------+----------------------------------------------------
P | 1.13630778 1 1.13630778 2.35 0.2000
S*P | .000906918 1 .000906918 0.00 0.9675
F*P | .30154612 1 .30154612 0.62 0.4738
S*F*P | .117438218 1 .117438218 0.24 0.6479
P*A|S*F | 1.93316363 4 .483290908
--------------+----------------------------------------------------
I | .001341356 1 .001341356 0.00 0.9686
S*I | .535697234 1 .535697234 0.70 0.4500
F*I | .867663226 1 .867663226 1.13 0.3471
S*F*I | 1.81116971 1 1.81116971 2.37 0.1989
I*A|S*F | 3.06276128 4 .765690319
--------------+----------------------------------------------------
D*T | 4.80299014 6 .800498357 0.65 0.6926
S*D*T | 6.28382994 6 1.04730499 0.85 0.5477
F*D*T | 1.5040146 6 .2506691 0.20 0.9727
S*F*D*T | 13.7968781 6 2.29947968 1.86 0.1303
D*T*A|S*F | 29.7289332 24 1.23870555
--------------+----------------------------------------------------
D*P | 3.64908046 2 1.82454023 2.17 0.1765
S*D*P | .201221515 2 .100610758 0.12 0.8887
F*D*P | 4.09528487 2 2.04764244 2.44 0.1491
S*F*D*P | .30983134 2 .15491567 0.18 0.8351
D*P*A|S*F | 6.72284922 8 .840356152
--------------+----------------------------------------------------
D*I | .92948765 2 .464743825 1.00 0.4090
S*D*I | 5.48050997 2 2.74025499 5.91 0.0266
F*D*I | 7.4009702 2 3.7004851 7.98 0.0124
S*F*D*I | 5.33961937 2 2.66980969 5.76 0.0283
D*I*A|S*F | 3.71079174 8 .463848968
--------------+----------------------------------------------------
T*P | 6.97281454 3 2.32427151 3.41 0.0531
S*T*P | 4.96822244 3 1.65607415 2.43 0.1158
F*T*P | 1.12573865 3 .375246215 0.55 0.6573
S*F*T*P | 17.9134982 3 5.97116608 8.76 0.0024
T*P*A|S*F | 8.17922148 12 .68160179
--------------+----------------------------------------------------
T*I | .557579681 3 .185859894 0.09 0.9623
S*T*I | .833987016 3 .277995672 0.14 0.9345
F*T*I | .080230349 3 .02674345 0.01 0.9978
S*F*T*I | 3.79065925 3 1.26355308 0.63 0.6073
T*I*A|S*F | 23.9241218 12 1.99367682
--------------+----------------------------------------------------
P*I | .000169583 1 .000169583 0.00 0.9931
S*P*I | .055236 1 .055236 0.03 0.8756
F*P*I | 1.26872301 1 1.26872301 0.64 0.4689
S*F*P*I | .30558143 1 .30558143 0.15 0.7149
P*I*A|S*F | 7.9444391 4 1.98610977
--------------+----------------------------------------------------
D*T*P | 6.54535065 6 1.09089177 1.50 0.2215
S*D*T*P | 12.5280613 6 2.08801021 2.87 0.0300
F*D*T*P | 7.63558042 6 1.27259674 1.75 0.1534
S*F*D*T*P | 1.48628511 6 .247714185 0.34 0.9088
D*T*P*A|S*F | 17.4882934 24 .728678892
--------------+----------------------------------------------------
D*T*I | 6.62821026 6 1.10470171 1.15 0.3647
S*D*T*I | 7.854499 6 1.30908317 1.36 0.2693
F*D*T*I | 1.95479897 6 .325799828 0.34 0.9092
S*F*D*T*I | 4.874086 6 .812347667 0.85 0.5474
D*T*I*A|S*F | 23.0486542 24 .960360593
--------------+----------------------------------------------------
D*P*I | 4.5983398 2 2.2991699 3.32 0.0893
S*D*P*I | 1.35994576 2 .679972879 0.98 0.4158
F*D*P*I | 5.45282793 2 2.72641396 3.93 0.0646
S*D*F*P*I | 2.90376777 2 1.45188388 2.09 0.1855
D*P*I*A|S*F | 5.54424817 8 .693031021
--------------+----------------------------------------------------
T*P*I | 2.65651896 3 .885506321 0.96 0.4421
S*T*P*I | .415394971 3 .13846499 0.15 0.9274
F*T*P*I | 3.17494885 3 1.05831628 1.15 0.3688
S*F*T*P*I | 7.11547503 3 2.37182501 2.58 0.1024
T*P*I*A|S*F | 11.0439513 12 .920329278
--------------+----------------------------------------------------
D*T*P*I | 2.69605069 6 .449341782 0.53 0.7818
S*D*T*P*I | 7.57132999 6 1.26188833 1.48 0.2266
F*D*T*P*I | 7.17993817 6 1.19665636 1.40 0.2534
D*T*P*I*A|S*F | 20.4420825 24 .851753437
--------------+----------------------------------------------------
S*F*D*T*P*I | 8.96128538 6 1.49354756
|
Residual | 0 0
--------------+----------------------------------------------------
Total | 405.31568 383 1.05826548


Between-subjects error term: A|S*F
Levels: 8 (4 df)
Lowest b.s.e. variable: A
Covariance pooled over: S*F (for repeated variables)


--Break--
r(1);

end of do-file
--Break--
r(1);

. log close
log: /Users/dairey/Desktop/mice/design/null_small.smcl
log type: smcl
closed on: 27 Sep 2003, 19:37:33
------------------------------------------------------------------------ --------

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index