PROGRAM g02jafe ! G02JAF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : g02jaf, nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: nin = 5, nout = 6 ! .. Local Scalars .. REAL (KIND=nag_wp) :: reml, tol INTEGER :: cwid, df, fint, i, ifail, j, k, l, & lb, lddat, maxit, n, ncol, nff, nfv, & nrf, nrv, nvpr, rint, svid, warn, yvid ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: b(:), dat(:,:), gamma(:), se(:) INTEGER, ALLOCATABLE :: fvid(:), levels(:), rvid(:), vpr(:) ! .. Intrinsic Functions .. INTRINSIC max ! .. Executable Statements .. WRITE (nout,*) 'G02JAF Example Program Results' WRITE (nout,*) ! Skip heading in data file READ (nin,*) ! Read in the problem size READ (nin,*) n, ncol, nfv, nrv, nvpr ALLOCATE (levels(ncol),fvid(nfv),rvid(nrv)) ! Read in number of levels for each variable READ (nin,*) levels(1:ncol) ! Read in model information READ (nin,*) yvid, fvid(1:nfv), rvid(1:nrv), svid, cwid, fint, rint ! If no subject specified, then ignore RINT IF (svid==0) THEN rint = 0 END IF ! Calculate LB lb = rint DO i = 1, nrv lb = lb + levels(rvid(i)) END DO IF (svid/=0) THEN lb = lb*levels(svid) END IF lb = lb + fint DO i = 1, nfv lb = lb + max(levels(fvid(i))-1,1) END DO lddat = n ALLOCATE (vpr(nrv),dat(lddat,ncol),gamma(nvpr+2),b(lb),se(lb)) ! Read in the variance component flag READ (nin,*) vpr(1:nrv) ! Read in the Data matrix READ (nin,*) (dat(i,1:ncol),i=1,n) ! Read in the initial values for GAMMA READ (nin,*) gamma(1:(nvpr+rint)) ! Read in the maximum number of iterations READ (nin,*) maxit ! Use default value for tolerance tol = 0.0E0_nag_wp ! Fit the linear mixed effects regresion model ifail = 0 CALL g02jaf(n,ncol,lddat,dat,levels,yvid,cwid,nfv,fvid,fint,nrv,rvid, & nvpr,vpr,rint,svid,gamma,nff,nrf,df,reml,lb,b,se,maxit,tol,warn, & ifail) ! Display results IF (warn/=0) THEN WRITE (nout,*) 'Warning: At least one variance component was ', & 'estimated to be negative and then reset to zero' WRITE (nout,*) END IF WRITE (nout,*) 'Fixed effects (Estimate and Standard Deviation)' WRITE (nout,*) k = 1 IF (fint==1) THEN WRITE (nout,99999) 'Intercept ', b(k), se(k) k = k + 1 END IF DO i = 1, nfv DO j = 1, levels(fvid(i)) IF (levels(fvid(i))==1 .OR. j/=1) THEN WRITE (nout,99995) 'Variable', i, ' Level', j, b(k), se(k) k = k + 1 END IF END DO END DO WRITE (nout,*) WRITE (nout,*) 'Random Effects (Estimate and Standard', ' Deviation)' WRITE (nout,*) IF (svid==0) THEN DO i = 1, nrv DO j = 1, levels(rvid(i)) WRITE (nout,99995) 'Variable', i, ' Level', j, b(k), se(k) k = k + 1 END DO END DO ELSE DO l = 1, levels(svid) IF (rint==1) THEN WRITE (nout,99998) 'Intercept for Subject Level', l, & ' ', b(k), se(k) k = k + 1 END IF DO i = 1, nrv DO j = 1, levels(rvid(i)) WRITE (nout,99997) 'Subject Level', l, ' Variable', i, & ' Level', j, b(k), se(k) k = k + 1 END DO END DO END DO END IF WRITE (nout,*) WRITE (nout,*) ' Variance Components' WRITE (nout,99996) (i,gamma(i),i=1,nvpr+rint) WRITE (nout,*) WRITE (nout,99994) 'SIGMA^2 = ', gamma(nvpr+rint+1) WRITE (nout,99994) '-2LOG LIKE = ', reml WRITE (nout,99993) 'DF = ', df 99999 FORMAT (1X,A,2F10.4) 99998 FORMAT (1X,A,I4,A,2F10.4) 99997 FORMAT (1X,3(A,I4),2F10.4) 99996 FORMAT (1X,I4,F10.4) 99995 FORMAT (1X,2(A,I4),2F10.4) 99994 FORMAT (1X,A,F10.4) 99993 FORMAT (1X,A,I16) END PROGRAM g02jafe