Kenward-Roger - links [RSABE / ABEL]

posted by mittyri – Russia, 2019-11-08 22:59 (278 d 10:51 ago) – Posting: # 20774
Views: 4,275

Hi PharmCat,

» I thought that Kenward-Roger provide the same DF as Satterthwaite's for one-dimension effects, so as CI for coefficient is one-dimension hypothesis DF should be the same, as it describes in reference paper, may be SAS make any corrections, I don't know...

"KR modify the statistic F to improve the small sample properties by approximating the distribution of F by an Fd,m distribution, and they also provide a method for calculating the denominator degrees of freedom m. The fundamental idea is to calculate the approximate mean and variance of their statistic and then match moments with an F distribution to obtain the denominator degrees of freedom."
from here

» Is any comparations anywhere?

yes, plenty of. For example here
Also citing Kuznetsova et al.: "From our practice, we observed that the p values that the approximation methods provide are generally very close to each other. Schaalje, McBride, and Fellingham (2002) performed a number of simulations in order to investigate the appropriateness of the approximation methods. They discovered that complexity of the covariance structures, sample size and imbalance affect the performance of both approximations. However, these factors affect the Satterthwaite’s method more than the Kenward-Roger’s."

Kind regards,
Mittyri

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