Kenward-Roger - links [RSABE / ABEL]
Hi PharmCat,
"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
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."
❝ 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
Kind regards,
Mittyri
Complete thread:
- Missing periods in replicate designs Helmut 2019-10-16 13:14 [RSABE / ABEL]
- Missing periods in replicate designs ElMaestro 2019-10-16 15:10
- Missing samples Helmut 2019-10-17 10:22
- Missing ambulatory samples M.tareq 2020-04-09 15:24
- Missing ambulatory samples Helmut 2020-04-09 16:15
- Missing ambulatory samples M.tareq 2020-04-09 16:54
- Missing ambulatory samples Helmut 2020-04-09 16:15
- Missing ambulatory samples M.tareq 2020-04-09 15:24
- Missing samples Helmut 2019-10-17 10:22
- Missing periods in replicate designs d_labes 2019-10-17 17:22
- Missing periods in replicate designs ElMaestro 2019-10-17 20:17
- Missing periods in replicate designs d_labes 2019-10-18 11:48
- Missing periods in replicate designs Helmut 2019-10-19 14:30
- Missing periods in replicate designs: save the data? Astea 2019-10-20 14:46
- Missing periods in replicate designs: save the data? Helmut 2019-10-20 15:23
- Missing periods in replicate designs: kill the data? Astea 2019-10-21 01:59
- Meaningful data? Helmut 2019-10-21 11:37
- Missing periods in replicate designs: kill the data? Astea 2019-10-21 01:59
- Missing periods in replicate designs: save the data? Helmut 2019-10-20 15:23
- Missing periods in replicate designs: save the data? Astea 2019-10-20 14:46
- Missing periods in replicate designs ElMaestro 2019-10-17 20:17
- Missing periods in replicate designs Mahmoud 2019-11-06 11:41
- Kenward-Roger? Helmut 2019-11-06 12:49
- Kenward-Roger? PharmCat 2019-11-06 14:43
- Kenward-Roger ≥ Satterthwaite Helmut 2019-11-08 20:57
- Kenward-Roger ≥ Satterthwaite PharmCat 2019-11-08 22:08
- Kenward-Roger - linksmittyri 2019-11-08 22:59
- Kenward-Roger - links PharmCat 2019-11-09 00:51
- degrees of freedom Helmut 2019-11-09 16:22
- degrees of freedom PharmCat 2019-11-09 19:11
- Kenward-Roger ≥ Satterthwaite Helmut 2019-11-08 20:57
- Kenward-Roger? PharmCat 2019-11-06 14:43
- Kenward-Roger? Helmut 2019-11-06 12:49
- Missing periods in replicate designs ElMaestro 2019-10-16 15:10