Denominator degrees of freedom

!DDF n

!DDF n
requests computation of the approximate denominator degrees of freedom according to Kenward and Roger (1997) for the significance testing of fixed effects terms in the dense part of the linear mixed model. There are three options for n:
     n = -1 suppresses computation,
     n = 1 and n = 2 compute the denominator d.f. using numerical and algebraic methods respectively. If n is omitted then n = 2 is assumed, with the proviso that n = -1 will be the default for 'large' jobs.

Calculation of the denominator degrees of freedom is computationally expensive. Numerical derivatives require an extra evaluation of the mixed model equations for every variance parameter. Algebraic derivatives require a large dense matrix, potentially of order number of equations plus number of records and is not available when !MAXIT is 1 or for multivariate analysis.

See Also

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