satterthwaitie adjustment for linear combination of variance components, possibly correlated

[CMC-Stan]

For 3 variances, with 2 correlated, that might be a heuristic approach that gets to an approximate df. But right now, we're struggling with finding a way to get it for 2. I think we're all agreed now that SAS doesn't provide such a calculation in MIXED or GLIMMIX. At this point, we have to resort to writing our own code to carry this out. I wonder if it's worth it given that it's straightforward to just use the PRIOR option in MIXED and generate it from the posteriors.

[lvm]

If you have a recent version of SAS/STAT, you could directly use PROC BGLIMM for a full Bayesian analysis. 

[CMC-Stan]

Better to stay with empirical Bayes estimates from MIXED for a problem like this, since the posteriors will give results based on the Jeffreys priors.

[lvm]

The text indicated df calculated using the Satterthwaite method. But I have only scanned this.

[tianlin_wang]

Obviously, PROC MIXED does not provide direct answer. But you can get it outside of PROC MIXED.

Ask PROC MIXED to save/print var(L'B0) and v_b_hat. Once you have these two items, then you can construct your own interval limits.

Hope trhis helps,

Tianlin Wanhg

[CMC-Stan]

thanks Tianlin, of course that's possible, but how do you get the Satterthwaite adjusted degrees of freedom is the other question.