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How to calculate scale estimate in GLS

Sep 6, 2016 12:29 PM
(2755 views)

Scaled estimated is available for ordinary least square analysis. But I can't find this information when I use GLS? Can anyone explain this? Has this something to do with assumption of residual normal distribution?

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Re: How to calculate scale estimate in GLS

GLM doesn't provide the scaled estimates. You could use the JMP formula editor to create the scaled factors and then run the GLM.

Scaling doesn't have to do with the distribution assumptions; by scaling it puts factors on an equal footing to enable the comparison of the estimated coefficients across different factors originally in different measurement units.

If you use JMP Pro, in its Generalized Regression,the parameter estimate report by default shows the results for both original and scaled factors. Note that GenReg uses a slightly different scaling method--it subtracts the mean and then is divided by the standard deviation where as in OLS after the mean is subtracted it is divided by range/2.

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Re: How to calculate scale estimate in GLS

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Re: How to calculate scale estimate in GLS

Currently there is a JMP Add-in for effect size from OLS modes Calculate Effect Sizes Add-in

Random effects model are not supported.

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Re: How to calculate scale estimate in GLS