Term | Description |
---|---|
the vector of the new settings for the fixed effect terms | |
the estimated coefficients for the fixed effect terms |
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 error equals the square root of the variance for the fitted value.
where
where
The confidence interval for the marginal mean response at the new setting is:
is the marginal fit. is the standard error of the fit.
The degrees of freedom use this formula for the marginal case:
where
The marginal prediction interval is:
=
=
The degrees of freedom use this formula for the marginal case:
where
Term | Description |
---|---|
W | the asymptotic variance-covariance matrix of the variance component estimates |
the estimated coefficients for the fixed effect terms | |
the vector of the new settings for the fixed effect terms | |
the vector of the new settings for the random terms | |
the variance component for the ith random effect term | |
c | the number of random terms in the model |
X | the n x p design matrix for the fixed effects terms, |
the inverse of the variance-covariance matrix | |
the n x mi design matrix for the random term in the model |