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reference for computation of bounded variance components in mixed effect model

Hello,

I was looking for a reference explaining how the variance components of a mixed effect model are computed with the "unbounded variance components" option unthicked.

 

Thanks!

 

PY

Basic Data Analysis and ModelingPredictive Modeling and Machine LearningRe: reference for computation of bounded variance components in mixed effect model

Hi @PYS   There doesn’t appear to be much detail in JMP help. However, as I understand it, it works like SAS proc mixed. REML is the method (bounded or unbounded). However, if bounded and the VC estimate via REML is less than zero, then it sets the VC to zero…and adjusts tests for the fixed effects accordingly. And that adjustment for the fixed effects may or may not be a good thing, but that is a separate issue.

Here is SAS process mixed documentation.

https://documentation.sas.com/doc/en/pgmsascdc/9.4_3.4/statug/statug_mixed_details01.htm#statug.mixed.mixedmmtgandr

 

Re: reference for computation of bounded variance components in mixed effect model

Thank you for the information!

 

PY