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After main effects, all secondorder interactions are brought in, followed by thirdorder interactions, and so on. The secondorder interactions cross with all earlier terms before bringing in a new term. For example, with sizeordered main effects A, B, C, and D, B*C enters before A*D. If a factor has more than two levels, square and higherorder polynomial terms are also considered.

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The process continues until n effects are obtained, where n is the number of rows in the data table, thus fully saturating the model. If complete saturation is not possible with the factors, JMP generates random orthogonalized effects to absorb the rest of the variation. They are labeled Null n where n is a number. For example, this situation occurs if there are exact replicate rows in the design.

Mathematically, the Screening platform takes the n values in the response vector and rotates them into n new values. The rotated values are then mapped by the space of the factors and their interactions.
Contrasts = T’ × Responses
where T is an orthonormalized set of values starting with the intercept, main effects of factors, twoway interactions, threeway interactions, and so on, until n values have been obtained. Since the first column of T is an intercept, and all the other columns are orthogonal to it, these other columns are all contrasts, that is, they sum to zero. Since T is orthogonal, it can serve as X in a linear model. It does not need inversion, since T’ is also T1 and (T’T)T’. The contrasts are the parameters estimated in a linear model.
At this point, Lenth’s method (Lenth, 1989) identifies inactive effects from which it constructs an estimate of the residual standard error, known as the Lenth Pseudo Standard Error (PSE).
The value for Lenth’s PSE is shown at the bottom of the Screening report. From the PSE, tratios are obtained. To generate pvalues, a Monte Carlo simulation of 10,000 runs of n – 1 purely random values is created and Lenth tratios are produced from each set. The pvalue is the interpolated fractional position among these values in descending order. The simultaneous pvalue is the interpolation along the max(t) of the n – 1 values across the runs. This technique is similar to that in Ye and Hamada (2000).
If you want to run more or less than the 10,000 default runs, you must assign a value to a global JSL variable named LenthSimN. As an example, using the sample data Half Reactor.jmp:
1.

Open the sample data Half Reactor.jmp.

2.

Select Analyze > Modeling > Screening.

3.

5.

Click OK.

6.

Select Script > Save Script to Script Window from the redtriangle menu of the report.

7.

Add LenthSimN=50000; to the top of the Script Window (above the code).

8.

Highlight LenthSimN=50000; and the remaining code.
