Unbalanced nested design - Rats

Introduction

This example illustrates some aspects of testing fixed effects in linear mixed models. This example differs from the split plot example, as it is unbalanced and so more care is required in assessing the significance of fixed effects.

The experiment was reported by Dempster et al. (1984) and was designed to compare the effect of three doses of an experimental compound (control, low and high) on the maternal performance of rats. Thirty female rats ( dams) were randomly split into three groups of 10 and each group randomly assigned to the three different doses. All pups in each litter were weighed. The litters differed in total size and in the numbers of males and females. Thus the additional covariate, littersize was included in the analysis. The differential effect of the compound on male and female pups was also of interest. Three litters had to be dropped from experiment, which meant that one dose had only 7 dams. The analysis must account for the presence of between dam variation, but must also recognise the stratification of the experimental units (pups within litters) and that doses and littersize belong to the dam stratum. Following is an indicative AOV decomposition for this experiment.
stratum decomposition type df or ne
constant 1 F 1
dams
dose F 2
littersize F 1
dam R 27
dams.pups
sex F 1
dose.sex F 2
error R
The dose and littersize effects are tested against the residual dam variation, while the remaining effects are tested against the residual within litter variation. The ASReml input to achieve this analysis is presented below.
 Rats example
  dose 3 !A
  sex 2 !A
  littersize
  dam 27
  pup 18
  weight
 rats.asd !DOPATH 1   # Change DOPATH argument to select each PATH
 !PATH 1
 weight ~ mu littersize dose sex dose.sex !r dam
 !PATH 2
 weight ~ mu out(66) littersize dose sex dose.sex !r dam
 !PATH 3
 weight ~ mu littersize dose sex !r dam
 !PATH 4
 weight ~ mu littersize dose sex
The input file contains an example of the use of the !DOPATH qualifier. Its argument specifies which part to execute. We will discuss the models in the two parts. It also includes the !FCON qualifier to request conditional F-statistics. Abbreviated output from part 1 is presented below.
    1 LogL= 74.2174     S2= 0.19670        315 df   0.1000      1.000
    2 LogL= 79.1579     S2= 0.18751        315 df   0.1488      1.000
    3 LogL= 83.9408     S2= 0.17755        315 df   0.2446      1.000
    4 LogL= 86.8093     S2= 0.16903        315 df   0.4254      1.000
    5 LogL= 87.2249     S2= 0.16594        315 df   0.5521      1.000
    6 LogL= 87.2398     S2= 0.16532        315 df   0.5854      1.000
    7 LogL= 87.2398     S2= 0.16530        315 df   0.5867      1.000
    8 LogL= 87.2398     S2= 0.16530        315 df   0.5867      1.000
  Final parameter values                       0.58667     1.0000

           - - - Results from analysis of weight - - -

           Approximate stratum variance decomposition
  Stratum     Degrees-Freedom   Variance      Component Coefficients
  dam                   22.56    1.27762        11.5     1.0
  Residual Variance    292.44   0.165300         0.0     1.0

  Source                Model  terms     Gamma     Component    Comp/SE   % C
  dam                      27     27  0.586674      0.969770E-01   2.92   0 P
  Variance                322    315   1.00000      0.165300      12.09   0 P

                                    Wald F statistics
      Source of Variation           NumDF    DenDF-con F-inc    F-con M  P-con
    7 mu                                1      32.0  9049.48  1099.20 b <.001
    3 littersize                        1      31.5    27.99    46.25 B <.001
    1 dose                              2      23.9    12.15    11.51 A <.001
    2 sex                               1     299.8    57.96    57.96 A <.001
    8 dose.sex                          2     302.1     0.40     0.40 B 0.673
  Notice: The DenDF values are calculated ignoring fixed/boundary/singular
              variance parameters using algebraic derivatives.
    4 dam                                  27 effects fitted
  SLOPES FOR LOG(ABS(RES)) on LOG(PV) for Section   1
    2.27
            3  possible outliers: see .res file
The iterative sequence has converged and the variance component parameter for dam hasn't changed for the last three iterations. The incremental Wald tests indicate that the interaction between dose and sex is not significant. The Fcn column helps us to assess the significance of the other terms in the model. It confirms littersize is significant after the other terms, that dose is significant when adjusted for littersize and sex but ignoring dose.sex, and that sex is significant when adjusted for littersize and dose but ignoring dose.sex. These tests respect marginality to the dose.sex interaction.

We also note the comment 3 possible outliers: see .res file. Checking the .res file, we discover unit 66 has a standardised residual of -8.80 (see Figure 1). The weight of this female rat, within litter 9 is only 3.68, compared to weights of 7.26 and 6.58 for two other female sibling pups. This weight appears erroneous, but without knowledge of the actual experiment we retain the observation in the following. However, part 2 shows one way of 'dropping' unit 66 by fitting an effect for it with out(66).


Figure 1. Residual plot for rat data We refit the model without the dose.sex term. Note that the variance parameters are re-estimated, though there is little change from the previous analysis.
  Source      Model  terms     Gamma     Component    Comp/SE   % C
  dam            27     27  0.595157      0.979179E-01   2.93   0 P
  Variance      322    317   1.00000      0.164524      12.13   0 P

                                    Wald F statistics
      Source of Variation           NumDF    DenDF-con F-inc    F-con M P-con
    7 mu                                1      32.0  8981.48  1093.05 . <.001
    3 littersize                        1      31.4    27.85    46.43 A <.001
    1 dose                              2      24.0    12.05    11.42 A <.001
    2 sex                               1     301.7    58.27    58.27 A <.001
Part 4 shows what happens if we (wrongly) drop dam from this model. Even if a random term is not 'significant', it should not be dropped from the model if it represents a strata of the design as in this case.
  Source                Model  terms     Gamma     Component    Comp/SE   % C
  Variance                322    317   1.00000      0.253182      12.59   0 P

                                    Wald F statistics
      Source of Variation           NumDF    DenDF-con F-inc    F-con M P-con
    7 mu                                1     317.0 47077.31  3309.42 . <.001
    3 littersize                        1     317.0    68.48   146.50 A <.001
    1 dose                              2     317.0    60.99    58.43 A <.001
    2 sex                               1     317.0    24.52    24.52 A <.001
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