WOMBAT – A program for Mixed Model Analyses by Restricted Maximum Likelihood

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wombat:answerfaq3 [2018/07/02] (current)
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 + ???? FAQ: Polynomial regression ????
 +<box 35% right round orange| Adjustment factors >
 +The default form of regression equation in WOMBAT is chosen to account for rank deficiencies in the fixed effects part of the coefficient matrix in the MME  when estimating variance components. If your aim is to obtain `adjustment factors' ​ for other analyses, it is best to //fit the appropriate model// from the start. ​
 +  * Intercepts are  readily fitted, but may cause additional dependencies among fixed effects, in particular for nested covariables. If so, you will need to identify suitable fixed effects levels to be `zero-ed out' to account for these dependencies,​ and specify them in the parameter file via the ''​ZEROUT''​ statement.
 +  * An alternative way to fit a higher order polynomial regression is to include appropriate powers of the covariable as additional columns in the data file and fit these as additional, linear covariables. This will directly yield the β<​sub>​i</​sub>​ type regression coefficients.
 +When fitting a complicated fixed effects model, care is needed in the interpretation of results, paying particular attention to the **//​estimability//​** of  individual effects!
 +</​box>​
 +
 +
 +  * **Q:** I am fitting age as a quadratic covariable in the model, using the default polynomial regression. WOMBAT gives me estimates of regression coefficients in ''<​nowiki>​FixSolutions.out</​nowiki>'',​ but:
 +    - I can't find the intercept, and
 +    - these estimates don't make sense, i.e. when I plug them into the regression equation, I don't get a curve which fits the data.\\ What is wrong?
 + 
 +  * **A:** When you say "​regression equation",​ you are thinking of an equation of the form:\\ <color blue>**y = β<​sub>​0</​sub>​ +  β<​sub>​1</​sub> ​ x + β<​sub>​2</​sub>​ x<​sup>​2</​sup>​**</​color>​\\ with intercept, linear and quadratic regression coefficients given by β<​sub>​0</​sub>,​ β<​sub>​1</​sub>,​ and β<​sub>​2</​sub>,​ respectively. Correct?\\ If so, this is  the problem: ​
 +      - WOMBAT deviates both records and covariables from their respective means prior to analysis, and then fits an "​intercept-free"​ regression equation of  form:​\\ ​ <color maroon> **y - μ<​sub>​y</​sub>​ = α<​sub>​1</​sub>​ ( x - μ<​sub>​x</​sub>​) + α<​sub>​2</​sub>​ ( x - μ<​sub>​x</​sub>​)<​sup>​2</​sup>​** </​color>​
 +      - This means that you can __not__ ​ use the estimates α<​sub>​i</​sub>​ from WOMBAT directly in your regression equation (blue) above! ​
 +      - Fortunately,​ there is a straightforward relationship between the α<​sub>​i</​sub>​ coefficients from WOMBAT, and the coefficients β<​sub>​i</​sub>​ you want. You need the means, ​ μ<​sub>​y</​sub>​ and μ<​sub>​x</​sub>,​ for records and covariables (you find these in file ''<​nowiki>​SumModel.out</​nowiki>''​). You can then calculate your coefficients as: 
 +          * β<​sub>​0</​sub>​ = μ<​sub>​y</​sub>​ - α<​sub>​1</​sub>​ μ<​sub>​x</​sub>​ + α<​sub>​2</​sub>​ μ<​sub>​x</​sub><​sup>​2</​sup>​
 +          * β<​sub>​1</​sub>​ = α<​sub>​1</​sub>​ - 2 α<​sub>​2</​sub>​ μ<​sub>​x</​sub>​ and 
 +          * β<​sub>​2</​sub>​ = α<​sub>​2</​sub>​.
 +
  
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