Generalized prediction intervals for treatment effects in random-effects models.

This article derives generalized prediction intervals for random effects in linear random-effects models. For balanced and unbalanced data in two-way layouts, models are considered with and without interaction. Coverage of the proposed generalized prediction intervals was estimated in a simulation study based on an agricultural field experiment. Generalized prediction intervals were compared with prediction intervals based on the restricted maximum likelihood (REML) procedure and the approximate methods of Satterthwaite and Kenward and Roger. The simulation study showed that coverage of generalized prediction intervals was closer to the nominal level 0.95 than coverage of prediction intervals based on the REML procedure.

Notes on correctness of p-values when analyzing experiments using SAS and R.

It is commonly believed that if a two-way analysis of variance (ANOVA) is carried out in R, then reported p-values are correct. This article shows that this is not always the case. Results can vary from non-significant to highly significant, depending on the choice of options. The user must know exactly which options result in correct p-values, and which options do not. Furthermore, it is commonly supposed that analyses in SAS and R of simple balanced experiments using mixed-effects models result in correct p-values. However, the simulation study of the current article indicates that frequency of Type I error deviates from the nominal value. The objective of this article is to compare SAS and R with respect to correctness of results when analyzing small experiments. It is concluded that modern functions and procedures for analysis of mixed-effects models are sometimes not as reliable as traditional ANOVA based on simple computations of sums of squares.