Program g02jafe
! G02JAF Example Program Text
! Mark 27.3 Release. NAG Copyright 2021.
! .. 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 Procedures ..
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 regression 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