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StefanC
StefanC
Level III

Graph builder - confidence intervals for categorical variable

Aug 29, 2023 05:46 AM (881 views)

When applying the Line Of Fit option in graph builder with a categorical variable on the x-axis you can calculate confidence intervals for each of the group means. If you choose unequal variance the confidence intervals are based on the individual group variances but how is the degrees of freedom for the t-distribution calculated? It appears to be based not on the individual sample sizes but the overall sample size. I wonder what is the theoretical rationale behind the calculation.  

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StefanC
StefanC
Level III

Re: Graph builder - confidence intervals for categorical variable

Oct 5, 2023 07:30 AM (847 views)  |  Posted in reply to message from StefanC 08-29-2023

I will answer my own question:) It turns out that the confidence intervals given by JMP are too narrow. "Correct" confidence intervals can be calculated for example in SAS with the proc mixed procedure allowing a heterogeneous variance structure and specifying the degrees of freedom method as ddfm=KenwardRoger.