Thanks for clarification.
I work in environments where both SAS and JMP are in use; therefore I appreciate consistency between both. In case where certain differences are intended by SAS Institute, these should always be indicated in the documentation.
The difference you observed is caused by the Kackar-Harville correction applied by SAS Proc Mixed when the DDFM=KENWARDROGER option is set. JMP doesn’t apply this adjustment to the BLUP standard errors. For details, please see http://www.jmp.com/support/help/13/The_Kackar-Harville_Correction.shtml#1502602
To get the same results, replace DDFM=KENWARDROGER with DDFM=SATTERTHWAITE in your SAS code.
I think that this kind of question is best served by support@jmp.com. They are very friendly, almost as friendly as the people here!
Dear All,
I am trying to compare the results of SAS PROC Mixed and JMP mixed model. I thought the results would be the same, but they are not. I hope JMP can give the same results of SAS PROC MIXED. Could anyone help me with it?
My SAS code as following:
proc mixed data=Data;
class sample;
model result= time / DDFM=KENWARDROGER s cl E3 alphap=0.05 residual outp=mixedout;
random sample /s;
ods output SolutionF=F SolutionR=Ran ;
run;
The results for the fixed effect are
Effect | Estimate | Standard Error | DF | t Value | Pr > |t| | Alpha | Lower | Upper |
Intercept | 7.2638 | 0.197 | 15.4 | 36.86 | <.0001 | 0.05 | 6.8449 | 7.6828 |
time | -0.4636 | 0.0615 | 14 | -7.54 | <.0001 | 0.05 | -0.5955 | -0.3317 |
The results for the random effect are:
Effect | lot | Estimate | Std Err Pred | DF | t Value | Pr > |t| |
sample | 1 | -0.01193 | 0.1762 | 4.95 | -0.07 | 0.9487 |
sample | 2 | 0.1647 | 0.1762 | 4.95 | 0.93 | 0.3932 |
sample | 3 | -0.2869 | 0.1762 | 4.95 | -1.63 | 0.165 |
sample | 4 | 0.1799 | 0.1762 | 4.95 | 1.02 | 0.3546 |
sample | 5 | -0.04579 | 0.1762 | 4.95 | -0.26 | 0.8055 |
Then, I used JMP's interface to generate the following code:
DATA Data1; INPUT time sample result; Lines;
1 1 7.04755019105043
2 1 5.84207852539687
3 1 6.02392278004353
4 1 5.43660061149986
1 2 7.27729854732895
2 2 6.5688837201289
3 2 5.6460380590458
4 2 5.88401060914374
1 3 6.15741854776455
2 3 5.90111584525169
3 3 5.78059226421567
4 3 4.91383166620419
1 4 6.98283726578696
2 4 6.3260371191925
3 4 6.09507016140813
4 4 6.06037720591234
1 5 6.95244413898138
2 5 6.36002369549625
3 5 5.94090548712508
4 5 4.9001077313589
;
RUN;
PROC MIXED ASYCOV DATA=Data1 ALPHA=0.05;
CLASS sample;
MODEL result = time/ SOLUTION DDFM=KENWARDROGER;
RANDOM sample / SOLUTION ;
RUN;
I got:
Parameter Estimates
Term | | Estimate | Std Error | DFDen | t Ratio | Prob>|t| |
Intercept | | 7.2638308 | 0.197046 | 15.45 | 36.86 | <.0001* |
time | | -0.463589 | 0.061501 | 14 | -7.54 | <.0001* |
Random Effect Predictions
Term | | BLUP | Std Error | DFDen | t Ratio | Prob>|t| |
sample[1] | | -0.011928 | 0.153244 | 4.948 | -0.08 | 0.9410 |
sample[2] | | 0.1647348 | 0.153244 | 4.948 | 1.07 | 0.3320 |
sample[3] | | -0.28692 | 0.153244 | 4.948 | -1.87 | 0.1207 |
sample[4] | | 0.1799016 | 0.153244 | 4.948 | 1.17 | 0.2938 |
sample[5] | | -0.045789 | 0.153244 | 4.948 | -0.30 | 0.7772 |
It seems like Std error estimates for random effects are not the same in JMP and SAS. I am wondering if there is anyone know how could I code the JMP to make it is the same results as SAS.
Thank you very much,
Anastasia