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Publication date: 04/28/2021

Fixed Effects Tests

This report shows a significance test for each fixed effect in the model. The test for a given effect tests the null hypothesis that all parameters associated with that effect are zero. An effect might have only one parameter as for a single continuous explanatory variable. In this case, the test is equivalent to the t test for that term in the Fixed Effects Parameter Estimates report. A nominal or ordinal effect can have several associated parameters, based on its number of levels. The effect test for such an effect tests whether all of the associated parameters are zero.

The Fixed Effects Tests Report contains the following columns:

Source

Lists the fixed effects in the model.

Nparm

Shows the number of parameters associated with the effect. A continuous effect has one parameter. The number of parameters for a nominal or ordinal effect is one less than its number of levels. The number of parameters for a crossed effect is the product of the number of parameters for each individual effect.

DFNum

Shows the numerator degrees of freedom for the effect test.

DFDen

Shows the denominator degrees of freedom for the effect test (the degrees of freedom for error). DFDen is calculated using the Kenward-Roger first order approximation. See The Kackar-Harville Correction.

F Ratio

Gives the computed F ratio for testing that the effect is zero.

Prob > F

Gives the p-value for the effect test.

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