Mr. Google was my friend today. Searching on "Kenward roger approximation" led to this: https://documentation.sas.com/doc/en/statug/15.2/statug_glimmix_details40.htm
From this you will see that the denominator degrees of freedom is a solution to an equation, rather than the (n-1) or (n-1)(m-1) you think of as the design denominator degrees of freedom. If they happen to come out to the same value, it is because the data are balanced and the covariance matrices associated do not result in any shrinkage of the standard errors.
So if the KR ddfm values are not completely inappropriate (such as ddf =1 in a repeated measures design), they represent a less biased approach to the analysis. Even better for controlling bias would be KR2.
SteveDenham
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