Inter-subject variance sasophylistic (GLM vs. MIXED) [Power / Sample Size]

posted by d_labes  – Berlin, Germany, 2011-10-07 15:33 (5021 d 05:07 ago) – Posting: # 7440
Views: 13,298

Dear Ben,

❝ When using SAS's PROC MIXED then the variance of the subject effect and the variance of the error term will be printed in the table "Covariance Parameter Estimates". Does SAS internally calculate this estimate by (somehow) using the fact that (MSEB - MSEW)/2 ?


No. The variance of the random subject effect is a direct parameter of the underlying model and is estimated within Proc MIXED by REML method - a non-linear optimisation method. No sum-of-squares decomposition / mean squares are used within that method. That's the reason why you don't get an ANOVA like table within that SAS procedure.

❝ I found this website which says that SAS calculates (MSEB - MSEW)/3. (Example 2; here we have balanced data).


This example you cite is a '3 period' study, measurements at 3 time points for each subject, therefore the formula differs from that one for the 2x2 crossover design.
Note that this formula is given for the calculation of the inter-subject variance within ANOVA (Proc GLM).

Regards,

Detlew

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