Kenward-Roger - links [RSABE / ABEL]

posted by PharmCat  – Russia, 2019-11-09 00:51  – Posting: # 20775
Views: 3,848

I look this or here.

"Lemma 7.2.1 When l = 1, the Satterthwaite, the K-R and the proposed methods give
the same estimate of the denominator degrees of freedom"
p.98 proof in source.

For coefficient estimate l = 1, and thou I thought they should be equal (and the really equal in SAS).

But when DDFM=KENWARDROGER is set - variance-covariance matrix of the fixed effects is corrected too and resulting CI would be differ - this I didn’t take it into account.

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