DRAFT help

Publication date: 07/08/2024

Image shown hereFixed Effects Parameter Estimates

In the Generalized Linear Mixed Model report, the Fixed Effects Parameter Estimates section describes the parameters for the fixed effects that you specified in the model. The report contains parameter estimates for both indicator coding and effect coding. Each panel also contains the value of twice the negative of the log pseudo-likelihood that corresponds to each coding. The indicator coding parameterization shows parameter estimates for the fixed effects based on a model where nominal fixed effect columns are coded using indicator (SAS GLM) parameterization and are treated as continuous. Ordinal columns remain coded using the usual JMP coding scheme. The SAS GLM and JMP coding schemes are described in The Factor Models.

Caution: Standard errors, t-ratios, and other results given in the Indicator Coding panel differ from those in the Effect Coding panel. This is because the estimates are estimating different parameters.

The Fixed Effects Parameter Estimates report contains the following columns:

Term

The model term that corresponds to the estimated parameter of the fixed effect. The first term is always the intercept, unless you selected the No Intercept option in the Fit Model launch window. Continuous columns that are part of higher order terms are centered by default. Nominal or ordinal effects appear with values of levels in brackets. See The Factor Models for information about the coding of nominal and ordinal terms.

Note: If a continuous column is involved in a random effect, that column is not centered, even if the Center Polynomials option in the Model Specifications red triangle menu was selected.

Estimate

The parameter estimate for each term. This is the estimate of the term’s coefficient in the model.

Std Error

The estimate of the standard error for the parameter estimate.

DFDen

The denominator degrees of freedom, or the degrees of freedom for error, for the effect test. DFDen is calculated using the Kenward-Roger first order approximation.

t Ratio

The test statistic for the test of whether the true value of the parameter is zero. The t Ratio is the ratio of the estimate to its standard error. Given the usual assumptions about the model, the t Ratio has a Student’s t distribution under the null hypothesis.

Prob>|t|

The p-value for a two-sided test of the t Ratio.

95% Lower, 95% Upper

The lower and upper 95% confidence limits for the parameter estimate. You can change the α level in the Fit Model launch window by selecting Set Alpha Level from the Model Specification red triangle menu.

Note: When there are no random effects in the model, the value of DFDen is Infinity. This indicates that the t Ratio column contains a z Ratio, and the Prob>|t| and confidence interval columns are based on z intervals.

Want more information? Have questions? Get answers in the JMP User Community (community.jmp.com).