cancel
Showing results for 
Show  only  | Search instead for 
Did you mean: 
JMP is taking Discovery online, April 16 and 18. Register today and join us for interactive sessions featuring popular presentation topics, networking, and discussions with the experts.
Choose Language Hide Translation Bar
JesperJohansen
Level IV

Confidence interval limits for REML ANOVA random effects

I am trying to understand how the confidence interval limits for the variance estimates of the random effects REML output is calculated.

In the JMP help it is stated that:

If Unbounded Variance Components is selected, Wald-based confidence intervals are computed. These are valid asymptotically but note that they can be unreliable with small samples.

 

If Unbounded Variance Components is not selected, meaning that parameters have a lower boundary constraint of zero, a Satterthwaite approximation is used (Satterthwaite 1946).

I am interested in the bounded intervals. However, it is not clear how the Satterthwaite approximation is implemented.

In the example in "Investment Castings.jmp" from the Sample Data Library i can reproduce the confidence interval limits using a proper number of degrees of freedom (see attached file). I need 8*(4-1) = 24 for Residual, which I can understand. But how are the degrees of freedom for the Casting and Total obtained? And where in the REML report can I find them?

 

BR
Jesper
1 ACCEPTED SOLUTION

Accepted Solutions
JesperJohansen
Level IV

Re: Confidence interval limits for REML ANOVA random effects

Support gave the solution. The degrees of freeedom is calculated as:

2 * (:Var Component / :Std Error) ^ 2

BR
Jesper

View solution in original post

4 REPLIES 4
JesperJohansen
Level IV

Re: Confidence interval limits for REML ANOVA random effects

Can noone answer this?

BR
Jesper

Re: Confidence interval limits for REML ANOVA random effects

First, in general, SAS often does not provide details about implementation because that information is proprietary.

 

I do not know the answer to your question. All I found is the same documentation as you. I recommend contacting JMP Technical Support (support@jmp.com) to see if they can provide the detail you want.

JesperJohansen
Level IV

Re: Confidence interval limits for REML ANOVA random effects

thank you Mark

 

I will try this.

 

I really hope this is not proprietary. If I cannot understand how a conifdence interval is calculated, I cannot undersatnd exactly how to interpret it.

BR
Jesper
JesperJohansen
Level IV

Re: Confidence interval limits for REML ANOVA random effects

Support gave the solution. The degrees of freeedom is calculated as:

2 * (:Var Component / :Std Error) ^ 2

BR
Jesper