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## Question on REML estimation for loglinear Variance Models

Hi JMPers!

I'm trying to get a deeper understanding of the loglinear variance models. Therefore I used the InjectionMolding-example from the JMP-documentation. Working with JMP I am able to reproduce the results from the website, of course.

Additionally I implemented an ML-estimator (based on the Harvey-paper) in R. Further I tried the remlscore function from the statmod-package in R (REML estimation like Smyth 2002 describes it). The funny result is, that I get quite similar results with both functions in R for the estimated residual variance (~1.88, ~1.9) but that number is pretty different in JMP: ~6.69.

Now I was curious if this is just some difference in the parametrization? All other numbers match quite nicely.

Here is the R-code, if it helps:

library(statmod)

# Sample Data

x = cbind(rep(1, nrow(d)), d[,c(2, 3)], d[,2]*d[,3]) # MoldTemp, Screw.Speed, 2FI

x = apply(x, 2, as.numeric)

z = d[,4] # Hold.Time

z = cbind(rep(1, length(z)), z)

y = d[,9] # Shrinkage

y = as.matrix(y)

colnames(x) = c("Const", "MoldTemp", "ScrewSpeed", "MoldXScrew")

colnames(z) = c("Const", "HoldTime")

colnames(y) = c("Strength")

reml_est = remlscore(y=y,X=x,Z=z)

reml_est