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首页> 外文期刊>The American statistician >Comparison of Software Algorithms for Calculating REML Wald Type Confidence Limits for the Between-Group Variance Component in a Small Sample One-Way Random Effects Model Example
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Comparison of Software Algorithms for Calculating REML Wald Type Confidence Limits for the Between-Group Variance Component in a Small Sample One-Way Random Effects Model Example

机译：小样本单向随机效应模型示例中计算组间方差分量的REML Wald类型置信限的软件算法的比较

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摘要

Confidence limits for variance components in mixed effects models can be readily estimated by procedures such as PROC MIXED (SAS~?), MIXED (SPSS~?), LME (S-PLUS~?), and XTMIXED (Stata~?). For a small sample unbalanced one-way random effects model case study, the REML Wald type confidence limits for the between-group variance obtained from PROC MIXED differ substantially from those from MIXED, LME, and XTMIXED. Simulations indicate that the Satterth-waite approximation used by PROC MIXED results in highly inflated confidence interval lengths, while the interval lengths from the other procedures are usually similar but also biased upward. The coverage rates of the confidence limits from all four procedures appear above the nominal value. Extreme upper limits and problems with computing the confidence limits are also possible, especially with PROC MIXED. In general, one should avoid the naive use of statistical software packages when estimating REML confidence limits for variance components with small datasets, and simulations can assist in examining the validity of the results.
机译：可以通过诸如PROC MIXED（SAS〜？），MIXED（SPSS〜？），LME（S-PLUS〜？）和XTMIXED（Stata〜？）之类的程序轻松估计混合效应模型中方差分量的置信限。对于一小样本不平衡单向随机效应模型案例研究，从PROC MIXED获得的组间方差的REML Wald类型置信极限与MIXED，LME和XTMIXED的显着不同。仿真表明，PROC MIXED所使用的Satterth-waite逼近会导致置信区间长度高度膨胀，而其他过程的区间长度通常相似，但也会向上偏移。来自所有四个过程的置信度限制的覆盖率显示在标称值之上。极高的上限和计算置信度极限的问题也是可能的，尤其是对于PROC MIXED。通常，在估计具有小数据集的方差分量的REML置信范围时，应避免天真的使用统计软件包，而模拟可以帮助检查结果的有效性。

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  • 来源
    《The American statistician》 |2010年第1期|83-87|共5页
  • 作者

    Henry S. Lynn; Zhanjian Dong; Zhe Mu;

  • 作者单位

    Department of Biostatistics, Fudan University, School of Public Health, Shanghai 200032, China;

    Biometrics Department, Roche Global Pharma Development Center, German Center Building 1, Shanghai 201203, China;

    Department of Biostatistics, Fudan University, School of Public Health, Shanghai 200032, China;

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  • 原文格式 PDF
  • 正文语种 eng
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  • 关键词

    LME; MIXED; PROC MIXED; REML; simulation; variance component; XTMIXED;

    机译：伦敦金属交易所;混合;PROC混合;REML;模拟;方差成分;XTMIXED;

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