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StatWars
Level I

Fit Normal() - Differences of parameter estimates standard error and confidence intervals between versions (JMP 16 vs JMP 18.2)

Hi,

 

I noticed some numerical differences between JMP versions, and I was wondering what has changed in the computation of the standard errors and confidence intervals of the parameters estimates of Fit Normal() from JMP 16 to the next versions?

 

It would be great if you can specify any difference in formulas and methods between the two versions.

 

The following output has been produced by using the same data and running the following chunk of code in JMP 16.0 (left) and JMP 18.2 (right). 

 

 

Names Default To Here( 1 );
dt = Open( "$SAMPLE_DATA/Big Class.jmp" );
obj = dt << Distribution( Column( :Weight ) );
obj << Fit Normal;

 

StatWars_4-1758813412734.png

 

 

Thanks in advance to anyone who replies!

 

7 REPLIES 7
Thierry_S
Super User

Re: Fit Normal() - Differences of parameter estimates standard error and confidence intervals between versions (JMP 16 vs JMP 18.2)

Hi,

 

Could you highlight which parameters do not match between the two outputs you shared? I scanned the table for differences, but I could not detect any.

 

Thanks,

 

TS

Thierry R. Sornasse
StatWars
Level I

Re: Fit Normal() - Differences of parameter estimates standard error and confidence intervals between versions (JMP 16 vs JMP 18.2)

Hi,

 

Thanks for your response.

The standard error of the dispersion parameter is different:

JMP16.0 = 0.5369693

JMP18.2 = 2.530138

 

the confidence interval for the location is different:

JMP16.0 = 98.119695 - 111.8803

JMP18.2 = 97.899497 - 112.1005

 

the confidence interval for the dispersion is different:

JMP16.0 = 21.173986 - 23.293976

JMP18.2 = 18.186907 - 28.50799

 

statman
Super User

Re: Fit Normal() - Differences of parameter estimates standard error and confidence intervals between versions (JMP 16 vs JMP 18.2)

Are the data tables identical?  Are the data types identical?  I don't have JMP 16 to test anymore, but perhaps attaching the actual data table would help (It looks like you got the data table from JMP files).  You may need to contact support@jmp.com

"All models are wrong, some are useful" G.E.P. Box
StatWars
Level I

Re: Fit Normal() - Differences of parameter estimates standard error and confidence intervals between versions (JMP 16 vs JMP 18.2)

Thanks but as I specified initially the data is the same (and can be tested with any data). Even when saving the data and performing the analysis on the same saved data table column (for any continuous column) in the 2 JMP versions the results are different and I did not find, so far, anything in the documentation that could explain this variation in Fit Normal(). Interestingly, the CI and SE seem to match for other distributions (i.e. Lognormal). 

txnelson
Super User

Re: Fit Normal() - Differences of parameter estimates standard error and confidence intervals between versions (JMP 16 vs JMP 18.2)

I ran a Fit Normal on the same data on JMP 17, 18 and 19.  Each version returned the same results for the Fitted Normal Distribution

txnelson_0-1758906082733.png

I was running 16.2 so there might be differences.

Jim
StatWars
Level I

Re: Fit Normal() - Differences of parameter estimates standard error and confidence intervals between versions (JMP 16 vs JMP 18.2)

Thanks for checking and sharing, I also ran the analysis in JMP 19 and the results were the same as 18.2. So, I assume something changed in Fit Normal() from JMP 16 to JMP 16.2.

Re: Fit Normal() - Differences of parameter estimates standard error and confidence intervals between versions (JMP 16 vs JMP 18.2)

This is all I could find related to the issue.  "The confidence interval calculations for the normal fit have been updated."

 

mmarchandFSLR_1-1758908917977.png

 

 

 

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