topic reference for computation of bounded variance components in mixed effect model in Discussions

reference for computation of bounded variance components in mixed effect model

PYS — Fri, 03 May 2024 07:49:17 GMT

Hello,

I was looking for a reference explaining how the variance components of a mixed effect model are computed with the "unbounded variance components" option unthicked.

Thanks!

Re: reference for computation of bounded variance components in mixed effect model

MRB3855 — Sat, 04 May 2024 13:58:31 GMT

Hi @PYS There doesn’t appear to be much detail in JMP help. However, as I understand it, it works like SAS proc mixed. REML is the method (bounded or unbounded). However, if bounded and the VC estimate via REML is less than zero, then it sets the VC to zero…and adjusts tests for the fixed effects accordingly. And that adjustment for the fixed effects may or may not be a good thing, but that is a separate issue.

Here is SAS proc mixed documentation.

https://documentation.sas.com/doc/en/pgmsascdc/9.4_3.4/statug/statug_mixed_details01.htm#statug.mixed.mixedmmtgandr

Re: reference for computation of bounded variance components in mixed effect model

PYS — Mon, 06 May 2024 07:25:54 GMT

Thank you for the information!