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adjdfe in GLIMMIX, MIXED

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adjdfe in GLIMMIX, MIXED

Hi

I ran a program in both GLIMMIX and MIXED procs to perform Games-Howell test, but the software did not adjust DFs and the results are same as when I do not assume heterogeneity of variances.

This is the statements.

proc glimmix;

class trt;

model Cla=trt/ddfm=rk;

lsmeans trt/adjust=tukey adjdfe=row;

run;quit;

I appreciate any help.

Regards


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‎02-24-2015 07:34 AM
Respected Advisor
Posts: 2,655

Re: adjdfe in GLIMMIX, MIXED

Posted in reply to EhsanKhedive

It may just be a typo, but I assume you are applying a Kenward-Rogers adjustment for the denominator degrees of freedom adjustment (where you have ddfm=rk, I think it is probably ddfm=kr in your actual code).  Unless you have unbalanced data, or an R side effect, the degrees of freedom will not change, so far as I remember.  Are you comparing (homogeneous variance):

proc glimmix;

class trt;

model Cla=trt/ddfm=kr;

lsmeans trt/adjust=tukey adjdfe=row;

run;

to (heterogeneous variances by trt):

proc glimmix;

class trt;

model Cla=trt/ddfm=kr;

random _residual_/group=trt;

lsmeans trt/adjust=tukey adjdfe=row;

run;

Steve Denham

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Solution
‎02-24-2015 07:34 AM
Respected Advisor
Posts: 2,655

Re: adjdfe in GLIMMIX, MIXED

Posted in reply to EhsanKhedive

It may just be a typo, but I assume you are applying a Kenward-Rogers adjustment for the denominator degrees of freedom adjustment (where you have ddfm=rk, I think it is probably ddfm=kr in your actual code).  Unless you have unbalanced data, or an R side effect, the degrees of freedom will not change, so far as I remember.  Are you comparing (homogeneous variance):

proc glimmix;

class trt;

model Cla=trt/ddfm=kr;

lsmeans trt/adjust=tukey adjdfe=row;

run;

to (heterogeneous variances by trt):

proc glimmix;

class trt;

model Cla=trt/ddfm=kr;

random _residual_/group=trt;

lsmeans trt/adjust=tukey adjdfe=row;

run;

Steve Denham

Occasional Contributor
Posts: 9

Re: adjdfe in GLIMMIX, MIXED

Posted in reply to SteveDenham

Thank you dear Steve for the answer.

yes that was Kenward-Rogers.

I missed the random statement. I am comparing heterogeneous variances with unbalanced data. Can you explain a little what is R side effect, please?

regards

Respected Advisor
Posts: 2,655

Re: adjdfe in GLIMMIX, MIXED

Posted in reply to EhsanKhedive

R side effects give rise to marginal estimates, and are the equivalent of the REPEATED statement in PROC MIXED.  They are invoked in PROC GLIMMIX by including the residual option after the slash, or when only fitting for overdispersion/hetereogeneity with the _residual_ option before the slash.

G side effects give rise to conditional estimates, and are the equivalent of the RANDOM statement in PROC MIXED.

Steve Denham

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