For further details on the notation, go to the Methods section and the Test of Fixed Effects section.
The standard error of the marginal fitted values in the mixed model depend on the test method for the fixed effects. For both methods, the standard errors are the square roots of the diagonal elements of the variance matrix of the fits.
where
where
The confidence interval for the marginal mean response is calculated using the following expression:
is the marginal fit. is the standard error of the fit.
The degrees of freedom use this formula for the marginal case:
where
Term | Description |
---|---|
the row of the X matrix |
The marginal residual is calculated by the following expression:
Term | Description |
---|---|
yi | the response value |
the marginal fitted value |
where the standard deviation of the residual is the appropriate diagonal square root of the residual variance matrix:
where
Term | Description |
---|---|
ei | the ith residual |
Std(ei) | the standard deviation of the ith residual |
The Hi column displays the diagonal elements of H.