LSMEANS Statement

The MIXED Procedure

LSMEANS Statement

LSMEANS fixed-effects < / options > ;

The LSMEANS statement computes least-squares means (LS-means) of fixed effects. As in the GLM procedure, LS-means are predicted population margins -that is, they estimate the marginal means over a balanced population. In a sense, LS-means are to unbalanced designs as class and subclass arithmetic means are to balanced designs. The L matrix constructed to compute them is the same as the L matrix formed in PROC GLM; however, the standard errors are adjusted for the covariance parameters in the model.

Each LS-mean is computed as $L\hat{{\beta}}$ where L is the coefficient matrix associated with the least-squares mean and $\hat{{\beta}}$ is the estimate of the fixed-effects parameter vector (see the "Estimating and in the Mixed Model" section). The approximate standard errors for the LS-mean is computed as the square root of $L(X' \hat{V}^{-1} X)^- L'$ .

LS-means can be computed for any effect in the MODEL statement that involves CLASS variables. You can specify multiple effects in one LSMEANS statement or in multiple LSMEANS statements, and all LSMEANS statements must appear after the MODEL statement. As in the ESTIMATE statement, the L matrix is tested for estimability, and if this test fails, PROC MIXED displays "Non-est" for the LS-means entries.

Assuming the LS-mean is estimable, PROC MIXED constructs an approximate t-test to test the null hypothesis that the associated population quantity equals zero. By default, the denominator degrees of freedom for this test are the same as those displayed for the effect in the "Tests of Fixed Effects" table (see the "Default Output" section).

You can specify the following options in the LSMEANS statement after a slash (/).

ADJUST=BON

ADJUST=DUNNETT

ADJUST=SCHEFFE

ADJUST=SIDAK

ADJUST=SIMULATE<(simoptions)>

ADJUST=SMM | GT2

ADJUST=TUKEY

requests a multiple comparison adjustment for the p-values and confidence limits for the differences of LS-means. By default, PROC MIXED adjusts all pairwise differences unless you specify ADJUST=DUNNETT, in which case PROC MIXED analyzes all differences with a control level. The ADJUST= option implies the DIFF option.

The BON (Bonferroni) and SIDAK adjustments involve correction factors described in Chapter 28, "The GLM Procedure," and Chapter 39, "The MULTTEST Procedure"; also refer to Westfall and Young (1993). When you specify ADJUST=TUKEY and your data are unbalanced, PROC MIXED uses the approximation described in Kramer (1956). Similarly, when you specify ADJUST=DUNNETT and the LS-means are correlated, PROC MIXED uses the factor-analytic covariance approximation described in Hsu (1992). The preceding references also describe the SCHEFFE and SMM adjustments.

The SIMULATE adjustment computes adjusted p-values and confidence limits from the simulated distribution of the maximum or maximum absolute value of a multivariate t random vector. All covariance parameters except the residual variance are fixed at their estimated values throughout the simulation, potentially resulting in some underdispersion. The simulation estimates q, the true $(1-\alpha)$ th quantile, where $1 - \alpha$ is the confidence coefficient. The default $\alpha$ is 0.05, and you can change this value with the ALPHA= option in the LSMEANS statement.

The number of samples is set so that the tail area for the simulated q is within $\gamma$ of $1 - \alpha$ with $100(1-\epsilon)$ % confidence. In equation form,

$P(| F(\hat{q})-(1-\alpha)| \leq \gamma) & = & 1 - \epsilon$

where $\hat{q}$ is the simulated q and F is the true distribution function of the maximum; refer to Edwards and Berry (1987) for details. By default, $\gamma$ = 0.005 and $\epsilon$ = 0.01, placing the tail area of $\hat{q}$ within 0.005 of 0.95 with 99% confidence. The ACC= and EPS= simoptions reset $\gamma$ and $\epsilon$ , respectively; the NSAMP= simoption sets the sample size directly; and the SEED= simoption enables you to control the beginning of the random number sequence (the clock time is used by default). For additional description of these and other simulation options, see the "LSMEANS Statement" section in Chapter 28, "The GLM Procedure."

ALPHA=number

requests that a t-type confidence interval be constructed for each of the LS-means with confidence level 1-number. The value of number must be between 0 and 1; the default is 0.05.

AT variable = value

AT (variable-list) = (value-list)

AT MEANS

enables you to modify the values of the covariates used in computing LS-means. By default, all covariate effects are set equal to their mean values for computation of standard LS-means. The AT option enables you to assign arbitrary values to the covariates. Additional columns in the output table indicate the values of the covariates.

If there is an effect containing two or more covariates, the AT option sets the effect equal to the product of the individual means rather than the mean of the product (as with standard LS-means calculations). The AT MEANS option sets covariates equal to their mean values (as with standard LS-means) and incorporates this adjustment to cross products of covariates.

As an example, consider the following invocation of PROC MIXED:

   proc mixed;
      class A;
      model Y = A X1 X2 X1*X2;
      lsmeans A;
      lsmeans A / at means;
      lsmeans A / at X1=1.2;
      lsmeans A / at (X1 X2)=(1.2 0.3);
   run;

For the first two LSMEANS statements, the LS-means coefficient for X1 is $\overline{x_1}$ (the mean of X1) and for X2 is $\overline{x_2}$ (the mean of X2). However, for the first LSMEANS statement, the coefficient for X1*X2 is $\overline{x_1x_2}$ , but for the second LSMEANS statement, the coefficient is $\overline{x_1}\cdot\overline{x_2}$ . The third LSMEANS statement sets the coefficient for X1 equal to 1.2 and leaves it at $\overline{x_2}$ for X2, and the final LSMEANS statement sets these values to 1.2 and 0.3, respectively.

If a WEIGHT variable is present, it is used in processing AT variables. Also, observations with missing dependent variables are included in computing the covariate means, unless these observations form a missing cell and the FULLX option in the MODEL statement is not in effect. You can use the E option in conjunction with the AT option to check that the modified LS-means coefficients are the ones you desire.

The AT option is disabled if you specify the BYLEVEL option.

BYLEVEL

requests PROC MIXED to process the OM data set by each level of the LS-mean effect (LSMEANS effect) in question. For more details, see the OM option later in this section.

CL

requests that t-type confidence limits be constructed for each of the LS-means. The confidence level is 0.95 by default; this can be changed with the ALPHA= option.

CORR

displays the estimated correlation matrix of the LS-means as part of the "Least Squares Means" table.

COV

displays the estimated covariance matrix of the LS-means as part of the "Least Squares Means" table.

DF=number

specifies the degrees of freedom for the t-test and confidence limits. The default is the denominator degrees of freedom taken from the "Tests of Fixed Effects" table corresponding to the LS-means effect.

DIFF<=difftype>

PDIFF<=difftype>

requests that differences of the LS-means be displayed. The optional difftype specifies which differences to produce, with possible values being ALL, CONTROL, CONTROLL, and CONTROLU. The difftype ALL requests all pairwise differences, and it is the default. The difftype CONTROL requests the differences with a control, which, by default, is the first level of each of the specified LSMEANS effects.

To specify which levels of the effects are the controls, list the quoted formatted values in parentheses after the keyword CONTROL. For example, if the effects A, B, and C are class variables, each having two levels, 1 and 2, the following LSMEANS statement specifies the (1,2) level of A*B and the (2,1) level of B*C as controls:

   lsmeans A*B B*C / diff=control('1' '2' '2' '1');

For multiple effects, the ordering of the list is significant, and you should check the output to make sure that the controls are correct.

Two-tailed tests and confidence limits are associated with the CONTROL difftype. For one-tailed results, use either the CONTROLL or CONTROLU difftype. The CONTROLL difftype tests whether the noncontrol levels are significantly smaller than the control; the upper confidence limits for the control minus the noncontrol levels are considered to be infinity and are displayed as missing. Conversely, the CONTROLU difftype tests whether the noncontrol levels are significantly larger than the control; the upper confidence limits for the noncontrol levels minus the control are considered to be infinity and are displayed as missing.

If you want to perform multiple comparison adjustments on the differences of LS-Means, use the ADJUST= option. For DIFF=ALL (the default), ADJUST=TUKEY is the default method, and in all other instances, the default ADJUST= option is DUNNETT. If there is a conflict between the DIFF= and ADJUST= options, the ADJUST= option takes precedence.

The differences of the LS-means are displayed in a table titled "Differences of Least Squares Means." For ODS purposes, the table name is "Diffs."

E

requests that the L matrix coefficients for all LSMEANS effects be displayed. For ODS purposes, the label of this "L Matrix Coefficients" table is "Coefficients".

OM<=OM-data-set>

OBSMARGINS<=OM-data-set>

specifies a potentially different weighting scheme for the computation of LS-means coefficients. The standard LS-means have equal coefficients across classification effects; however, the OM option changes these coefficients to be proportional to those found in OM-data-set. This adjustment is reasonable when you want your inferences to apply to a population that is not necessarily balanced but has the margins observed in OM-data-set.

By default, OM-data-set is the same as the analysis data set. You can optionally specify another data set that describes the population for which you want to make inferences. This data set must contain all model variables except for the dependent variable (which is ignored if it is present). Specifying OM-data-set enables you to construct arbitrarily weighted LS-means.

In computing the observed margins, PROC MIXED uses all observations for which there are no missing independent variables, including those for which there are missing dependent variables. Also, if OM-data-set has a WEIGHT variable, PROC MIXED uses weighted margins to construct the LS-means coefficients. If OM-data-set is balanced, the LS-means are unchanged by the OM option.

The BYLEVEL option modifies the observed-margins LS-means. Instead of computing the margins across all of OM-data-set, PROC MIXED computes separate margins for each level of the LSMEANS effect in question. The resulting LS-means are actually equal to raw means in this case, but their estimated standard errors account for the covariance structure that you have specified. If the AT option is specified, the BYLEVEL option disables it.

You can use the E option in conjunction with either the OM or BYLEVEL option to check that the modified LS-means coefficients are the ones you desire. It is possible that the modified LS-means are not estimable when the standard ones are, or vice versa. Nonestimable LS-means are noted as "Non-est" in the output.

PDIFF

is the same as the DIFF option.

SINGULAR=number

tunes the estimability checking as documented on the "CONTRAST Statement" section.

SLICE= fixed-effect

SLICE= (fixed-effects)

specifies effects by which to partition interaction LSMEANS effects. This can produce what are known as tests of simple effects (Winer 1971). For example, suppose that A*B is significant, and you want to test the effect of A for each level of B. The appropriate LSMEANS statement is

   lsmeans A*B / slice=B;

This code tests for the simple main effects of A for B, which are calculated by extracting the appropriate rows from the coefficient matrix for the A*B LS-means and using them to form an F-test. See the "Inference and Test Statistics" section for more information on this F-test.

The SLICE option produces a table titled "Tests of Effect Slices." For ODS purposes, the table name is "Slices."

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