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 The GLM Procedure

### Simple Effects

Suppose you use the following statements to fit a full factorial model to a two-way design:

```   data twoway;
input A B Y @@;
datalines;
1 1 10.6   1 1 11.0   1 1 10.6   1 1 11.3
1 2 -0.2   1 2  1.3   1 2 -0.2   1 2  0.2
1 3  0.1   1 3  0.4   1 3 -0.4   1 3  1.0
2 1 19.7   2 1 19.3   2 1 18.5   2 1 20.4
2 2 -0.2   2 2  0.5   2 2  0.8   2 2 -0.4
2 3 -0.9   2 3 -0.1   2 3 -0.2   2 3 -1.7
3 1 29.7   3 1 29.6   3 1 29.0   3 1 30.2
3 2  1.5   3 2  0.2   3 2 -1.5   3 2  1.3
3 3  0.2   3 3  0.4   3 3 -0.4   3 3 -2.2
;
proc glm data=twoway;
class A B;
model Y = A B A*B;
run;
```

Partial results for the analysis of variance are shown in Figure 30.17. The Type I and Type III results are the same because this is a balanced design.

 The GLM Procedure Dependent Variable: Y

 Source DF Type I SS Mean Square F Value Pr > F A 2 219.905000 109.952500 165.11 <.0001 B 2 3206.101667 1603.050833 2407.25 <.0001 A*B 4 487.103333 121.775833 182.87 <.0001

 Source DF Type III SS Mean Square F Value Pr > F A 2 219.905000 109.952500 165.11 <.0001 B 2 3206.101667 1603.050833 2407.25 <.0001 A*B 4 487.103333 121.775833 182.87 <.0001

Figure 30.17: Two-way Design with Significant Interaction

The interaction A*B is significant, indicating that the effect of A depends on the level of B. In some cases, you may be interested in looking at the differences between predicted values across A for different levels of B. Winer (1971) calls this the simple effects of A. You can compute simple effects with the LSMEAN statement by specifying the SLICE= option. In this case, since the GLM procedure is interactive, you can compute the simple effects of A by submitting the following statements after the preceding statements.

```   lsmeans A*B / slice=B;
run;
```

The results are shown Figure 30.18. Note that A has a significant effect for B=1 but not for B=2 and B=3.

 The GLM Procedure Least Squares Means

 A B Y LSMEAN 1 1 10.8750000 1 2 0.2750000 1 3 0.2750000 2 1 19.4750000 2 2 0.1750000 2 3 -0.7250000 3 1 29.6250000 3 2 0.3750000 3 3 -0.5000000

 The GLM Procedure Least Squares Means

 A*B Effect Sliced by B for Y B DF Sum of Squares Mean Square F Value Pr > F 1 2 704.726667 352.363333 529.13 <.0001 2 2 0.080000 0.040000 0.06 0.9418 3 2 2.201667 1.100833 1.65 0.2103

Figure 30.18: Interaction LS-means and Simple Effects

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