Hadley Myers, JMP Systems Engineer, SAS
Chris Gotwalt, JMP Director of Statistical Research and Development, SAS
The need to determine confidence intervals for linear combinations of random mixed-model variance components, especially critical in Pharmaceutical and Life Science applications, was addressed with the creation of a JMP Add-In, demonstrated at the JMP Discovery Summit Europe 2020 and available at the JMP User Community . The add-in used parametric bootstrapping of the sample variance components to generate a table of simulated values and calculated “bias-corrected” (BC) percentile intervals on those values. BC percentile intervals are better in accounting for asymmetry in simulated distributions than standard percentile intervals, and a simulation study using a sample data set at the time showed closer-to-true α-values with the former. This work reports on the release of Version 2 of the Add-In, which calculates both sets of confidence intervals (standard and BC percentiles), as well as a third set, the “bias-corrected and accelerated” confidence interval, which has the advantage of adjusting for underlying higher-order effects. Users will therefore have the flexibility to decide for themselves the appropriate method for their data. The new version of the Add-In will be demonstrated, and an overview of the advantages/disadvantages of each method will be addressed.
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| Hello, my name is Chris Gotwalt | |
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| has been developed for variance | |
| components models, we we think | |
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| statistical process control | |
| program, one has to understand | |
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| ascertain how much measurement | |
| error is attributable to testing | |
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| there might be five or 10 units | |
| or parts tested per operator, | |
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| different measuring tools is | |
| small enough that differences in | |
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| measurement to measurement, | |
| repeatability variation, or | |
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| measurement systems analyses, as | |
| well as a confidence interval on | |
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| interval estimates in the report | |
| and obtain a valid 95% interval | |
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| calculate confidence intervals, | |
| because we believed it would be | |
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| and the sum of the variance | |
| components. Unfortunately, the | |
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| r&r study. So because variance | |
| components explicitly violate | |
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| you were to use the one click | |
| bootstrap on variance components | |
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| less. So when we were designing | |
| fit mixed, and the REML | |
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| independent. So back to the | |
| drawing board. So it turns out | |
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| in JMP. One approach is called | |
| the parametric bootstrap that | |
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| comparison of the two kind of | |
| families of bootstrap. So the | |
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| they're, they're not assuming | |
| any underlying model. And it's | |
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| the rows in the data table are | |
| independent from one another. | |
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| values, it has the advantage | |
| that we don't have to make this | |
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| bootstrap simulation. The | |
| downside to this is that you | |
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| do a quick introduction to what | |
| the bootstrap...the parametric | |
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| to identify or wanted to | |
| estimate the crossing time of a | |
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| 162.8. Now, we want to use a | |
| parametric bootstrap to to go | |
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| has the ability to save the | |
| simulation formula back to the | |
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| that uses the estimates in the | |
| report as inputs into a random | |
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| And we take our estimates and | |
| pull them out into a separate | |
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| And then what we have can be | |
| seen as a random sample from the | |
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| formula column for the crossing | |
| time. And that is automatically | |
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| those...on the crossing time, or | |
| any quantity of interest. When | |
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| simulation, create a formula | |
| column of whatever function of | |
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| derive quantity of interest and | |
| obtain confidence intervals | |
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| the add in so that you're able | |
| to do this quite easily for | |
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| we'll start by showing you how | |
| to run the add in yourself once | |
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| first version was presented at | |
| the JMP 2020 Discovery Summit | |
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| overview, but we'll show you the | |
| references where you can dive in | |
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| perfectly fine as well. So I'm | |
| going to go ahead and start with | |
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| makes use of the fit mixed | |
| platform, right, created from | |
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| the add in will only work with | |
| JMP Pro. So someone might, | |
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| want some measure like | |
| reproducibility. So that would | |
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| as we said, to calculate the | |
| estimate for these, there's no | |
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| columns here. The reality is | |
| much, much, much more | |
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| of the estimate without | |
| considering the worst case | |
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| production that the actual | |
| variance is higher than they have | |
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| don't risk being out of spec in | |
| production. So to run the add in | |
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| From here, I can select the | |
| linear combination of confidence | |
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| simulations, you get a better | |
| estimate of the confidence | |
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| 2500. I'm going to leave it as | |
| 1000 here just for demonstration | |
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| operator or the batch variable, | |
| and then press perform analysis. | |
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| purpose of this demonstration, I | |
| think I will stop it early. | |
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| calculated confidence limits, the | |
| bootstrap quantiles, which are | |
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| these two tabs. But if you'd | |
| like to see how those compare, | |
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| so what does enough mean, enough | |
| for your confidence limits to | |
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| stopped it before a thousand. So | |
| that's how the add in works. And | |
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| distributed around the original | |
| estimate, they are in fact | |
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| relaunch this analysis. So | |
| you'll see that when the | |
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| European Discovery, required | |
| bounded variance confidence | |
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| that, if that happens for some | |
| of the bootstrap samples or for | |
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| early, again, I'll just let it | |
| run a little bit. Yeah, so I, as | |
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| the samples are allowed, in some | |
| cases, to be below zero. So in | |
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| simulation column here, this | |
| column of simulated | |
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| see them both at the same time. | |
| It's a bit... it's a bit tricky, | |
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| right components, it's a good | |
| idea to run the add in directly | |
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| that column is then deleted. So | |
| one thing to to mention, before | |
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| accounts for the skewness of the | |
| bootstrap distributions, right, | |
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| that. And then the accelerated | |
| takes that even further. So here | |
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| thing to mention is that the | |
| alpha in this represents the | |
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| value for which it's been | |
| calculated? And what can we do to | |
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| up to investigate the four | |
| different kinds of the variance | |
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| method, the bias corrected | |
| method and the BCa. We also | |
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| study. So for all 16 | |
| combinations of these three | |
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| combinations of confidence | |
| intervals, and kept track of how | |
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| coverage as we're varying these | |
| three variables, and we see here | |
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| techniques. And the second best | |
| is the bias corrected and | |
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| the best one. Now, if you turn | |
| no bounds on, which means that | |
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| variance components with a | |
| pretty close to 95% coverage. | |
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| intervals are performing | |
| similarly at about 93%. But | |
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| to what a master's thesis paper's | |
| research would have, would | |
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| potentially more work to be | |
| done. There's other interval | |
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| things like generalized | |
| confidence intervals. General | |
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| intervals might also do the | |
| trick for us as well. Hadley's | |
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| so that you can now do | |
| parametric bootstrap simulations | |
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| 16. When you bring that up, you | |
| can enter the linear combination | |
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