REML or not [Study Assessment]
Dear Helmut,
That's not really a reason. Five SAS implementations are as correct as one
.
From a description of Proc MIXED:
"For balanced data the REML method of PROC MIXED provides estimators and hypotheses test results that are identical to ANOVA (OLS method of GLM), provided that the ANOVA estimators of variance components are not negative. The estimators, as in GLM, are unbiased and have minimum variance properties. The ML estimators are biased in that case. In general case of unbalanced data neither the ML nor the REML estimators are unbiased and they do not have to be equal to those obtained from PROC GLM."
The first sentences seem to point to an advantage of REML over ML estimation, left the question of the ddfm aside.
❝ My preference is REML/Satterthwaite because one could reproduce results in three different software packages.
That's not really a reason. Five SAS implementations are as correct as one

From a description of Proc MIXED:
"For balanced data the REML method of PROC MIXED provides estimators and hypotheses test results that are identical to ANOVA (OLS method of GLM), provided that the ANOVA estimators of variance components are not negative. The estimators, as in GLM, are unbiased and have minimum variance properties. The ML estimators are biased in that case. In general case of unbalanced data neither the ML nor the REML estimators are unbiased and they do not have to be equal to those obtained from PROC GLM."
The first sentences seem to point to an advantage of REML over ML estimation, left the question of the ddfm aside.
—
Regards,
Detlew
Regards,
Detlew
Complete thread:
- Dose Proportionality and Variance AngusMcLean 2016-05-11 16:55 [Study Assessment]
- More information, please Helmut 2016-05-12 14:34
- More information, please AngusMcLean 2016-05-13 16:40
- Setup in Phoenix/WinNonlin Helmut 2016-05-14 02:26
- Setup in Phoenix/WinNonlin AngusMcLean 2016-05-14 18:54
- Setup in Phoenix/WinNonlin Helmut 2016-05-15 14:47
- Setup in Phoenix/WinNonlin AngusMcLean 2016-05-15 15:17
- Phoenix 64 Warning Helmut 2016-05-15 15:56
- Phoenix 64 Warning AngusMcLean 2016-05-15 20:11
- OT: imperial vs. metric units Helmut 2016-05-16 16:26
- Phoenix 64 Warning AngusMcLean 2016-05-15 20:11
- Setup in Phoenix/WinNonlin ElMaestro 2016-05-15 20:54
- Setup in Phoenix/WinNonlin AngusMcLean 2016-05-15 22:30
- Phoenix 64 Warning Helmut 2016-05-15 15:56
- Setup in Phoenix/WinNonlin AngusMcLean 2016-05-15 15:17
- Setup in Phoenix/WinNonlin Helmut 2016-05-15 14:47
- Setup in Phoenix/WinNonlin AngusMcLean 2016-05-16 21:00
- NCSS vs. PHX/WNL vs. SAS Helmut 2016-05-17 01:50
- NCSS vs. PHX/WNL vs. SAS - Validation? mittyri 2016-05-18 08:23
- Diagnostics ElMaestro 2016-05-18 09:20
- Diagnostics: R and Phoenix Helmut 2016-05-18 15:14
- Diagnostics: R zizou 2016-05-22 19:07
- Diagnostics: R Helmut 2016-05-23 01:22
- SASian potpourri d_labes 2016-05-24 12:02
- Compilation Helmut 2016-05-24 14:27
- REML or notd_labes 2016-05-24 16:33
- complete or not Helmut 2016-05-24 16:57
- Compilation AngusMcLean 2016-05-26 16:46
- doubts about NCSS Helmut 2016-05-26 19:13
- Doubts about NCSS zizou 2016-05-26 23:38
- doubts about NCSS Helmut 2016-05-26 19:13
- Compilation AngusMcLean 2016-05-28 00:51
- Kenward-Roger? Helmut 2016-05-28 15:59
- 90% confidence interval for R_dnm Shuanghe 2019-01-04 17:45
- 90% confidence interval for R_dnm d_labes 2019-01-05 14:01
- Visualizing lmer and limits mittyri 2019-01-06 17:00
- Visualizing lmer and limits Shuanghe 2019-01-07 11:05
- Visualizing lmer and limits d_labes 2019-01-07 15:08
- Visualizing lmer and limits mittyri 2019-01-13 23:53
- 90% confidence interval for R_dnm Shuanghe 2019-01-07 10:53
- 90% confidence interval for R_dnm d_labes 2019-01-07 15:17
- 90% confidence interval for R_dnm Shuanghe 2019-01-07 17:11
- 90% confidence interval for R_dnm d_labes 2019-01-07 18:24
- offtop: greek letters and tables mittyri 2019-01-08 00:19
- OT: greek letters and symbols Helmut 2019-02-02 16:04
- 90% confidence interval for R_dnm Shuanghe 2019-01-07 17:11
- 90% confidence interval for R_dnm d_labes 2019-01-07 15:17
- Visualizing lmer and limits mittyri 2019-01-06 17:00
- 90% confidence interval for R_dnm d_labes 2019-01-05 14:01
- REML or notd_labes 2016-05-24 16:33
- Compilation Helmut 2016-05-24 14:27
- SASian potpourri d_labes 2016-05-24 12:02
- Diagnostics: R Helmut 2016-05-23 01:22
- Diagnostics: R zizou 2016-05-22 19:07
- Diagnostics: R and Phoenix Helmut 2016-05-18 15:14
- Smith’s paper Helmut 2016-05-18 14:44
- Smith’s paper d_labes 2019-01-05 15:00
- Diagnostics ElMaestro 2016-05-18 09:20
- NCSS vs. PHX/WNL vs. SAS - Validation? mittyri 2016-05-18 08:23
- NCSS vs. PHX/WNL vs. SAS Helmut 2016-05-17 01:50
- Setup in Phoenix/WinNonlin AngusMcLean 2016-05-14 18:54
- Setup in Phoenix/WinNonlin Helmut 2016-05-14 02:26
- More information, please AngusMcLean 2016-05-13 16:40
- More information, please Helmut 2016-05-12 14:34