|
CONSENSUS MEANName:
There are a number of approaches to this problem. The Dataplot CONSENSUS MEANS command computes estimates for a variety of methods and does not specify which is the most appropriate method for a given data set. Consult with a statistician for guidance on which method is most appropriate for your data.
In this case, the consensus mean is simply the grand mean of all the data and a confidence interval for the consensus mean is simply the standard t-based condidence interval:
where \( \bar{X} \) is the overall mean, t is the percent point function for the t distribution, s is the standard deviation of all the points, and n is the total number of points. The assumption of no lab effect is unrealistic in almost all cases. However, we include the grand mean method as a reference point as it gives an indication of how including the lab effects changes the estimate of the consensus mean and its uncertainty.
For this method, we compute the mean for each of the k laboratories. Then we compute \( \bar{X} \) and s as the mean and standard deviation of these k means. The estimate of the consensus mean is simply \( \bar{X} \) and we compute the following confidence interval for the consensus mean:
The limitations of this method are discussed in the "An ISO GUM Approach to Combining Results from Multiple Methods" paper (see the Reference section). For this method, the consensus mean estimate is an equi-weighted mean with no regard to possible differences in within-lab variation or within-lab sample sizes. The advantages of this method are that it is robust and simple to compute. The primary disadvantage is that no consideration is given to possible differences in the within-lab variation and sample sizes. If the laboratory means are not normally distributed (e.g., due to the presence of outliers), this can distort the mean of means estimates. Two more robust procudures are available. The median of means estimate takes the median of the laboratory means. The associated uncertainty is
with \( \tilde{x} \), k, and MADe denoting the number of laboratories, the median of the laboratory means, and the scaled median absolute deviation (the scaled median absolute deviation is the median absolute deviation divided by 0.67449) of the laboratory means, respectively. It is recommended that at least five laboratories be available for this uncertainty to be reliable. The Huber mean of means is based on the Huber's H15 robust mean of the laboratory means. The associated uncertainty is
with \( \hat{\sigma_{\tiny H15}} \) denoting the H15 estimate of scale. The e parameter is a tuning constant that is set to 0.95. The details of the H15 location and scale estimators are given elsewhere. These robust estimators are discussed in the CCQM Guidance Note (see References below). These robust estimators are more commonly used in the context of interlaboratory studies rather than for certifying reference materials. For certified reference materials, laboratories and methods are carefully chosen so outliers are less often a problem. Interlaboratory studies typically involve a greater range of laboratories with a wider range of capabilities and outliers are more likely to be an issue.
with independent Gaussian errors \( e_{ij} \sim N(0,\kappa_{i}^{2}) \). All parameters \( \mu \), \( \kappa_{i}^{2} \) i = 1, ...., k are unknown and the goal is to estimate \( \mu \), determine its standard error, and to provide a confidence interval for \( \mu \). Unbiased estimates of the within lab means and variances \( \sigma_{i}^{2} = \kappa_{i}^{2}/n_{i} \)
\( s_{i}^2 = \sum_{j=1}^{n_i}{\frac{(x_{ij} - x_{i})^2}{n_{i}(n_{i} - 1)}} \) When the variaces \( \sigma_{i}^2 \) are known, the best, in terms of mean squared error, unbiased estimator of the reference value \( \mu \) is the weighted means statistics
with \( w_{i} = 1/\sigma_{i}^2 \). The formula for the variance is
In practice, these within lab variances are unknown and so the true wi are also unknown. The Graybill-Deal method is based on this model. In the Graybill-Deal model, the estimate of the consensus mean is
Dataplot supports four methods for computing the variance of the Graybill-Deal consensus mean.
Dataplot currently generates confidence intervals for the Graybill-Deal method using a method proposed by Rukhin (private communication). This method generates conservative intervals. The Graybill-Deal approach has the following limitations
where there are i = 1, ..., k labs and j = 1, .... ni observations for each lab. In this model, \( \mu \) denotes the consensus mean, bi is the lab effect and eij is the error term. The bi are distributed as N(0,\( \sigma^2 \)) and the eij are distributed as N(0,\( \sigma_{i}^2 \)). That is, \( \sigma_{i}^2 \) are the within lab variances and \( \sigma^2 \) is the between lab variance. For convenience, define the following terms:
The Mandel-Paule, modified Mandel-Paule, maximum likelihood (ML), DerSimonian-Laird, and generalized confidence interval methods are based on this model. We will discuss each of these in turn.
Answers to the above questions will determine how to appropriately weight the labs. The consensus mean will be a weighted mean of the lab means. The weighting can be either fixed (i.e., equal weights) or variable where the variable weights can be based on both engineering and statistical considerations. If the engineering decision is made to treat all labs as equal in importance, then from a statistical point of view the analysis consists primarily of the following two steps:
An additional third step is to carry out formal statistical tests to identify potentially outlying labs. A statistically unsolvable question that persists here is that just because a lab appears "different" does not necessarily mean that the lab is wrong (i.e., biased). The spectre that all of the consistent labs being self-behaved but biased is a real possibility which can only be solved by engineering judgement.
where <y> is a response variable; <tag> is a lab id variable; and where the <SUBSET/EXCEPT/FOR qualification> is optional. This syntax computes the consensus means based on the raw data.
<SUBSET/EXCEPT/FOR qualification> where <ymean> is a variable containing the lab means; <ysd> is a variable containing the lab standard deviations; <ni> is a variable containing the lab sample sizes; and where the <SUBSET/EXCEPT/FOR qualification> is optional. This syntax computes the consensus means based on the lab means, standard deviations, and sample sizes.
<SUBSET/EXCEPT/FOR qualification> where <ymean> is a variable containing the lab means; <ysd> is a variable containing the lab standard deviations; <ni> is a variable containing the lab sample sizes; <labid> is a variable containing the lab-id (numeric values); and where the <SUBSET/EXCEPT/FOR qualification> is optional. This syntax computes the consensus means based on the mean, standard deviation, and sample size for each lab. The <labid> is used for identification purposes and is not used in the computations.
CONSENSUS MEANS Y1 GROUP SUBSET GROUP > 2 CONSENSUS MEANS YMEAN YSD NI
The following variables are written to the file dpst1f.dat. These are the statistics for the labs.
The following variables are written to the file dpst2f.dat. This is the information contained in table 2 of the CONSENSUS MEAN output. These variables can be used to make plots of the consensus mean results.
The following variables are written to the file dpst3f.dat. This is the information contained in table 3 of the CONSENSUS MEAN output. These variables can be used to generate plots of the consensus mean results.
The following variables are written to the file dpst4f.dat. This is the information contained in table 4 of the CONSENSUS MEAN output. These variables can be used to generate plots of the consensus mean results.
The following variables are written to the file dpst5f.dat.
If you want to use an exponential format (E15.7), enter
HELP CAPTURE LATEX for details.
Although the BOB procedure is not recommened when there are more than five laboratories, it is not automatically suppressed in this case. The Fairweather method requires that each lab have a minimum of five measurements. If at least one lab has five or fewer measurements, then the Fairweather method is automatically suppressed.
If this situation is encountered, the following methods can still use the data from that lab
For the remaining methods, these labs will be automatically omitted from the consensus means analysis.
If you have summary data, it may not always be available in this form. Specifically, the following types of summary data are sometimes encountered.
To address these cases, the summary data may be entered in the following ways.
Your data may contain a mix of labs where some have the standard deviation and sample size and others where a standard uncertainty is provided. This is allowed, but the following methods will be suppressed if any of the sample sizes has a non-positive value
If you have raw data, you can enter one of the following
LET A = DERSIMONIAN LAIRD STANDARD ERROR Y X LET A = DERSIMONIAN LAIRD HHD Y X LET A = DERSIMONIAN LAIRD MINMAX Y X LET A = MANDEL PAULE Y X LET A = MANDEL PAULE STANDARD ERROR Y X LET A = MODIFIED MANDEL PAULE Y X LET A = MODIFIED MANDEL PAULE STANDARD ERROR Y X LET A = VANGEL RUKHIN Y X LET A = VANGEL RUKHIN STANDARD ERROR Y X LET A = GENERALIZED CONFIDENCE INTERVAL Y X LET A = GENERALIZED CONFIDENCE INTERVAL STANDARD ERROR Y X LET A = BOB Y X LET A = BOB STANDARD ERROR Y X LET A = BCP Y X LET A = BCP STANDARD ERROR Y X LET A = MEAN OF MEANS Y X LET A = MEAN OF MEANS STANDARD ERROR Y X LET A = FAIRWEATHER Y X LET A = FAIRWEATHER STANDARD ERROR Y X LET A = SCHILLER-EBERHARDT Y X LET A = SCHILLER-EBERHARDT STANDARD ERROR Y X LET A = GRAYBILL DEAL Y X LET A = GRAYBILL DEAL SINHA STANDARD ERROR Y X LET A = GRAYBILL DEAL NAIVE STANDARD ERROR Y X LET A = GRAYBILL DEAL ZHANG ONE STANDARD ERROR Y X LET A = GRAYBILL DEAL ZHANG TWO STANDARD ERROR Y X LET A = LINEAR POOL Y X LET A = LINEAR POOL STANDARD ERROR Y X If you have summary data, you can enter one of the following
LET A = SUMMARY DERSIMONIAN LAIRD STANDARD ERROR MEAN SD N LET A = SUMMARY DERSIMONIAN LAIRD HHD MEAN SD N LET A = SUMMARY DERSIMONIAN LAIRD MINMAX MEAN SD N LET A = SUMMARY MANDEL PAULE MEAN SD N LET A = SUMMARY MANDEL PAULE STANDARD ERROR ... MEAN SD N LET A = SUMMARY MODIFIED MANDEL PAULE MEAN SD N LET A = SUMMARY MODIFIED MANDEL PAULE STANDARD ERROR MEAN SD N LET A = SUMMARY VANGEL RUKHIN MEAN SD N LET A = SUMMARY VANGEL RUKHIN STANDARD ERROR MEAN SD N LET A = SUMMARY GENERALIZED CONFIDENCE INTERVAL MEAN SD N LET A = SUMMARY GENERALIZED CONFIDENCE INTERVAL ... STANDARD ERROR MEAN SD N LET A = SUMMARY BOB MEAN SD N LET A = SUMMARY BOB STANDARD ERROR MEAN SD N LET A = SUMMARY BCP MEAN SD N LET A = SUMMARY BCP STANDARD ERROR MEAN SD N LET A = SUMMARY MEAN OF MEANS MEAN SD N LET A = SUMMARY MEAN OF MEANS STANDARD ERROR MEAN SD N LET A = SUMMARY FAIRWEATHER MEAN SD N LET A = SUMMARY FAIRWEATHER STANDARD ERROR MEAN SD N LET A = SUMMARY SCHILLER-EBERHARDT MEAN SD N LET A = SUMMARY SCHILLER-EBERHARDT STANDARD ERROR MEAN SD N LET A = SUMMARY GRAYBILL DEAL MEAN SD N LET A = SUMMARY GRAYBILL DEAL SINHA STANDARD ERROR MEAN SD N LET A = SUMMARY GRAYBILL DEAL NAIVE STANDARD ERROR MEAN SD N LET A = SUMMARY GRAYBILL DEAL ZHANG ONE STANDARD ERROR ... MEAN SD N LET A = SUMMARY GRAYBILL DEAL ZHANG TWO STANDARD ERROR ... MEAN SD N LET A = SUMMARY LINEAR POOL YMEAN YSD N LET A = SUMMARY LINEAR POOL STANDARD ERROR YMEAN YSD N LET A = LINEAR POOL STANDARD ERROR Y X Dataplot statistics can be used in a number of other commands. For details, enter
For the SUMMARY cases, bootstrapping is not currently supported. However, we anticipate adding this capability in a subsequent release.
The following commands are available, but are for methods that are still under development. These commands should not currently be used.
SET LINEAR POOL SAMPLE SIZE <value> The WEIGHTS option lets you specify the name of a variable that contains the weights for the labs. By default, equal weights are used for all labs. Setting <varname> to OFF (or DEFAULT or NONE) will reset to equal weights. The SAMPLE SIZE option lets you specify the number of samples that are drawn. The default value is 50,000 and this value should typically be in the range 10,000 to 100,000. The linear pool sampling can sometimes result in a multi-modal distribution. This may indicate that the linear pool method is not appropriate. If the linear pool method is turned on, the sample values are written to the file dpst5f.dat. Note that several methods write to this file. Look for the line "VALUES FROM LINEAR POOL METHOD". So if this string is on line 101 of dpst5f.dat, you can do something like
Graybill and Deal (1959), "Combining Unbiased Estimators", Biometrics, 15, pp. 543-550. M. S. Levenson, D. L. Banks, K. R. Eberhardt, L. M. Gill, W. F. Guthrie, H. K. Liu, M. G. Vangel, J. H. Yen, and N. F. Zhang (2000), "An ISO GUM Approach to Combining Results from Multiple Methods", Journal of Research of the National Institute of Standards and Technology, Volume 105, Number 4. John Mandel and Robert Paule (1970), "Interlaboratory Evaluation of a Material with Unequal Number of Replicates", Analytical Chemistry, 42, pp. 1194-1197. Robert Paule and John Mandel (1982), "Consensus Values and Weighting Factors", Journal of Research of the National Bureau of Standards, 87, pp. 377-385. Andrew Rukhin (2009), "Weighted Means Statistics in Interlaboratory Studies", Metrologia, Vol. 46, pp. 323-331. Andrew Ruhkin (2003), "Two Procedures of Meta-analysis in Clinical Trials and Interlaboratory Studies", Tatra Mountains Mathematical Publications, 26, pp. 155-168. Andrew Ruhkin and Mark Vangel (1998), "Estimation of a Common Mean and Weighted Means Statistics", Journal of the American Statistical Association, Vol. 93, No. 441. Andrew Ruhkin, B. Biggerstaff, and Mark Vangel (2000), "Restricted Maximum Likelihood Estimation of a Common Mean and Mandel-Paule Algorithm", Journal of Statistical Planning and Inference, 83, pp. 319-330. Mark Vangel and Andrew Ruhkin (1999), "Maximum Likelihood Analysis for Heteroscedastic One-Way Random Effects ANOVA in Interlaboratory Studies", Biometrics 55, 129-136. Susannah Schiller and Keith Eberhardt (1991), "Combining Data from Independent Analysis Methods", Spectrochimica, ACTA 46 (12). Susannah Schiller (1996), "Standard Reference Materials: Statistical Aspects of the Certification of Chemical SRMs", NIST SP 260-125, NIST, Gaithersburg, MD. Bimal Kumar Sinha (1985), "Unbiased Estimation of the Variance of the Graybill-Deal Estimator of the Common Mean of Several Normal Populations", The Canadian Journal of Statistics, Vol. 13, No. 3, pp. 243-247. Nien-Fan Zhang (2006), "The Uncertainty Associated with The Weighted Mean of Measurement Data", Metrologia, 43, PP. 195-204. Hagwood and Guthrie (2006), "Combining Data in Small Multiple-Methods Studies", Technometrics, Vol. 48, No. 2. Iyer, Wang, and Matthew (2004), "Models and Confidence Intervals for True Values in Interlaboratory Trials", Journal of the American Statistical Association, Vol. 99, No. 468, pp. 1060-1071. Fairweather (1972), "A Method for Obtaining an Exact Confidence Interval for the Common Mean of Several Normal Populations", Applied Statistics, Vol. 21, pp. 229-233. Cox (2002), "The Evaluation of Key Comparison Data", Metrologia, Vol. 39, pp. 589-595. "CCQM Guidance note: Estimation of a Consensus KCRV and associated Degrees of Equivalence", Version 10, 2013. Stone (1961), "The Opinion Pool", Annals of Mathematical Statistics, Vol. 32, pp. 1339-1342. Duewer (2004), "A Robust Approach for the determination of CCQM Key Comparison Reference Values and Uncertinties", Technical Report Consultultive Committee for Amount of Substance: Metrology in Chemistry (CCQM) International Bureau of Weights and Measures (BIPM), Sevres, France (9th Annual Meeting, Working Document CCQM/04-15). Koepke, Lafarge, Possolo and Toman (2017), "Consensus Building for Interlaboratory Studies, Key Comparisons, and Meta-Analysis", Metrologia, Vol. 54, S34-S62.
2002/10: Support for Latex and HTML output 2006/3: Reformat output for consistency and clarity Add Tables 3 and 4 to the output Updated the Graybill-Deal method Added the DerSimonian-Laird method Added the generalized confidence intervals method Added support for Rich Text Format (RTF) output Added support for SET WRITE DECIMALS 2006/04: Added the Fairweather method 2006/06: Added the Bayesian Consensus Procedure method 2010/06: Five methods can use labs with zero standard deviations 2011/11: For summary data, add optional lab-id variable 2014/10: For summary data, option to input mean and uncertainty (i.e., s/sqrt(n)) instead of s and n. Not all methods supported for this case. 2017/03: Added support for median of means and Huber mean of means methods. 2017/07: Changed the default for Schiller-Eberhardt, Fairweather, and Bayesian consensus procedure to OFF. 2023/04: Added support for linear pool method
SKIP 25
READ STUTZ86.DAT ALITE JUNK2 JUNK3 JUNK4 JUNK5 LABID
.
FEEDBACK OFF
CONSENSUS MEANS ALITE LABID
The following output is generated:
Consensus Means Analysis
(Full Sample Case)
Data Summary:
Response Variable: ALITE
Lab-ID Variable: LABID
Number of Observations: 46
Grand Mean: 57.22609
Grand Standard Deviation: 1.42742
Total Number of Labs: 5
Minimum Lab Mean: 56.50000
Maximum Lab Mean: 61.20000
Minimum Lab SD: 0.14142
Maximum Lab SD: 1.68003
Mean of Lab Means: 58.59556
SD of Lab Means: 2.05321
SD of Lab Means (wrt to grand mean): 2.56125
Within Lab (pooled) SD: 0.83691
Within Lab (pooled) Variance: 0.70042
Table 1: Summary Statistics by Lab
----------------------------------------------------------------------------
Standard
Lab Standard Deviation
ID n(i) Mean Variance Deviation of the Mean
----------------------------------------------------------------------------
1 36 56.75278 0.55228 0.74315 0.12386
2 4 58.42500 2.82250 1.68003 0.84001
3 2 56.50000 0.18000 0.42426 0.30000
4 2 60.10000 0.02000 0.14142 0.10000
5 2 61.20000 0.72000 0.84853 0.60000
1. Method: Mandel-Paule
Estimate of (unscaled) Consensus Mean: 58.56633
Estimate of (scaled) Consensus Mean: 0.43964
Between Lab Variance (unscaled): 4.04657
Between Lab SD (unscaled): 2.01161
Between Lab Variance (scaled): 0.18319
Standard Deviation of Consensus Mean: 0.83173
Standard Uncertainty (k = 1): 0.83173
Expanded Uncertainty (k = 2): 1.66345
Expanded Uncertainty (k = 1.9599640): 1.63016
Normal PPF of 0.975: 1.95996
Lower 95% (normal) Confidence Limit: 56.93617
Upper 95% (normal) Confidence Limit: 60.19648
Note: Mandel-Paule Best Usage:
6 or More Labs:
2. Method: Modified Mandel-Paule
Estimate of (unscaled) Consensus Mean: 58.55906
Estimate of (scaled) Consensus Mean: 0.43810
Between Lab Variance (unscaled): 3.20461
Between Lab SD (unscaled): 1.79014
Between Lab Variance (scaled): 0.14507
Standard Deviation of Consensus Mean: 0.83388
Standard Uncertainty (k = 1): 0.83388
Expanded Uncertainty (k = 2): 1.66775
Expanded Uncertainty (k = 1.9599640): 1.63437
Normal PPF of 0.975: 1.95996
Lower 95% (normal) Confidence Limit: 56.92470
Upper 95% (normal) Confidence Limit: 60.19343
Note: Modified Mandel-Paule Best Usage:
6 or More Labs:
3. Method: Vangel-Rukhin Maximum Likelihood
Estimate of (unscaled) Consensus Mean: 58.55346
Estimate of (scaled) Consensus Mean: 0.43691
Between Lab Variance (unscaled): 3.23124
Between Lab SD (unscaled): 1.79756
Between Lab Variance (scaled): 0.14628
Standard Deviation of Consensus Mean: 0.83064
Standard Uncertainty (k = 1): 0.83064
Expanded Uncertainty (k = 2): 1.66128
Expanded Uncertainty (k = 1.9599640): 1.62802
Normal PPF of 0.975: 1.95996
Lower 95% (normal) Confidence Limit: 56.92544
Upper 95% (normal) Confidence Limit: 60.18148
Note: Vangel-Rukhin Maximum Likelihood
Best Usage: 6 or More Labs
4a. Method: DerSimonian Laird (original variance)
Estimate of Consensus Mean: 58.55450
Estimate of Variance of Consensus Mean: 0.60832
Estimate of Between Lab Variance: 2.82722
Standard Uncertainty (k = 1): 0.77995
Expanded Uncertainty (k = 2): 1.55990
Degrees of Freedom: 4
t Percent Point Value: 2.77645
Lower 95% (t-value) Confidence Limit: 56.38900
Upper 95% (t-value) Confidence Limit: 60.71999
Note: DerSimonian-Laird Best Usage:
Any Number of Labs:
4b. Method: DerSimonian Laird - Horn-Horn-Duncan Variance
Estimate of Consensus Mean: 58.55450
Estimate of Variance of Consensus Mean: 0.87653
Estimate of Between Lab Variance: 2.82722
Standard Uncertainty (k = 1): 0.93623
Expanded Uncertainty (k = 2): 1.87246
Degrees of Freedom: 4
t Percent Point Value: 2.77645
Lower 95% (t-value) Confidence Limit: 55.95511
Upper 95% (t-value) Confidence Limit: 61.15389
Note: DerSimonian-Laird Best Usage:
Any Number of Labs:
5. Method: Graybill-Deal
Estimate of Consensus Mean: 58.67330
Estimate of Variance (Naive): 0.00554
Standard Uncertainty (Naive) (k = 1): 0.07443
Expanded Uncertainty (Naive) (k = 2): 0.14887
Lower 95% (Rukhin) Confidence Limit: 54.47558
Upper 95% (Rukhin) Confidence Limit: 62.87103
Note: Graybill-Deal Best Usage:
Any Number of Labs,
but no Between Lab Variance
7. Method: Generalized Confidence Intervals
Estimate of Consensus Mean: 58.45256
Standard Uncertainty (k = 1): 1.27926
Expanded Uncertainty (k = 2): 2.55853
Lower 95% (Simulation) Confidence Limit: 55.96620
Upper 95% (Simulation) Confidence Limit: 61.00745
Note: Generalized Confidence Interval Best Usage:
Any Number of Labs:
8. Method: Grand Mean (No Lab Effect)
Mean of All Data: 57.22609
Standard Deviation of All Data: 2.05321
SD of Consensus Mean (sd/sqrt(n)): 0.30273
Standard Uncertainty (k = 1): 0.30273
Expanded Uncertainty (k = 2): 0.60546
Expanded Uncertainty (k = 2.0141034): 0.60973
Degrees of Freedom: 45
t Percent Point Value (alpha = 0.05) 2.01410
Lower 95% (t-value) Confidence Limit: 56.61636
Upper 95% (t-value) Confidence Limit: 57.83582
Note: Grand Mean Best Usage:
Any Number of Labs, but no
Lab-to-Lab Differences
9. Method: Mean of Means
Mean of Lab Means: 58.59556
Standard Deviation of Lab Means: 2.05321
Standard Uncertainty (sd/sqrt(n)): 0.91823
SD of Consensus Mean (sd/sqrt(n)): 0.91823
Standard Uncertainty (k = 1): 0.91823
Expanded Uncertainty (k = 2): 1.83645
Expanded Uncertainty (k = 2.7764451): 2.54940
Degrees of Freedom: 4
t Percent Point Value (alpha = 0.05): 2.77645
Lower 95% (normal) Confidence Limit: 56.04615
Upper 95% (normal) Confidence Limit: 61.14496
Note: Mean of Means Best Usage:
Any Number of Labs:
11. Method: BOB (Bound on Bias)
Estimate of Consensus Mean: 58.59556
Within Lab Uncertainty: 0.21734
Between Lab Uncertainty: 1.35677
Standard Uncertainty (k = 1): 1.37407
Expanded Uncertainty (k = 2): 2.74814
Lower 95% (k = 2) Confidence Limit: 55.84741
Upper 95% (k = 2) Confidence Limit: 61.34370
Note: BOB Best Usage:
5 or Fewer Labs:
12. Method:Schiller-Eberhardt
Estimate of Consensus Mean: 58.59083
Estimate of Variance of Mean: 0.01692
Bias Allowance: 2.60917
Sigmah (heterogeneity): 0.00000
Degrees of Freedom for Sigmah: 1
Standard Uncertainty (k = 1): 2.73924
Expanded Uncertainty (k = 2): 2.86931
Expanded Uncertainty (k = 2.3645754): 2.91673
Degrees of Freedom: 7
t Percent Point Value (alpha = 0.05): 2.36458
Lower 95% Confidence Limit: 55.67410
Upper 95% Confidence Limit: 61.50756
Note: Schiller-Eberhardt Best Usage:
5 or Fewer Labs:
13. Method: BCP (Bayesian Consensus Procedure)
Estimate of Consensus Mean: 58.59556
Standard Deviation of Consensus Mean: 1.36276
Standard Uncertainty (k = 1): 1.36276
Expanded Uncertainty (k = 2): 2.72551
Degrees of Freedom: 3.89434
t Percent Point Value: 2.80641
Lower 95% (t) Confidence Limit: 54.77110
Upper 95% (t) Confidence Limit: 62.42001
Note: BCP Best Usage:
6 or Fewer Labs:
Table 2: 95% Confidence Limits
----------------------------------------------------------------------------------------------------
Consensus Lower Upper Uncertainty
Method Mean Limit Limit (k*SE)
----------------------------------------------------------------------------------------------------
1. Mandel-Paule 58.56633 56.93617 60.19648 1.63016
2. Modified Mandel-Paule 58.55906 56.92470 60.19343 1.63437
3a. Vangel-Rukhin ML 58.55346 56.92544 60.18148 1.62802
4a. DerSimonian-Laird (original) 58.55450 56.38900 60.71999 2.16549
4b. DerSimonian-Laird (H-H-D) 58.55450 55.95511 61.15389 2.59939
5. Graybill-Deal 58.67330 54.47558 62.87103 4.19773
7. Generalized CI 58.45256 55.96620 61.00745 2.55490
8. Grand Mean 57.22609 56.61636 57.83582 0.60973
9. Mean of Means 58.59556 56.04615 61.14496 2.54940
11. BOB 58.59556 55.84741 61.34370 2.74814
12. Schiller-Eberhardt 58.59083 55.67410 61.50756 2.91673
13. BCP 58.59556 54.77110 62.42001 3.82445
Table 3: Standard Uncertainties (k = 1)
-----------------------------------------------------------------------------------
Standard Relative
Consensus Uncertainty Standard
Method Mean (k = 1) Uncertainty (%)
-----------------------------------------------------------------------------------
1. Mandel-Paule 58.56633 0.83173 1.42015
2. Modified Mandel-Paule 58.55906 0.83388 1.42399
3a. Vangel-Rukhin ML 58.55346 0.83064 1.41860
4a. DerSimonian-Laird (original) 58.55450 0.77995 1.33201
4b. DerSimonian-Laird (H-H-D) 58.55450 0.93623 1.59890
5. Graybill-Deal 58.67330 0.07443 0.12686
7. Generalized CI 58.45256 1.27926 2.18855
8. Grand Mean 57.22609 0.30273 0.52901
9. Mean of Means 58.59556 0.91823 1.56706
11. BOB 58.59556 1.37407 2.34501
12. Schiller-Eberhardt 58.59083 2.73924 4.67520
13. BCP 58.59556 1.36276 2.32570
Table 4: Expanded Uncertainties (k = 2)
-----------------------------------------------------------------------------------
Expanded Relative
Consensus Uncertainty Expanded
Method Mean (k = 2) Uncertainty (%)
-----------------------------------------------------------------------------------
1. Mandel-Paule 58.56633 1.66345 2.84029
2. Modified Mandel-Paule 58.55906 1.66775 2.84798
3a. Vangel-Rukhin ML 58.55346 1.66128 2.83720
4a. DerSimonian-Laird (original) 58.55450 1.55990 2.66402
4b. DerSimonian-Laird (H-H-D) 58.55450 1.87246 3.19781
5. Graybill-Deal 58.67330 0.14887 0.25372
7. Generalized CI 58.45256 2.55853 4.37710
8. Grand Mean 57.22609 0.60546 1.05801
9. Mean of Means 58.59556 1.83645 3.13411
11. BOB 58.59556 2.74814 4.69002
12. Schiller-Eberhardt 58.59083 2.86931 4.89719
13. BCP 58.59556 2.72551 4.65140
Program 2:
read mx sx nx
3.03 0.36 3
3.27 0.33 3
3.44 0.40 12
1.21 0.12 3
1.44 0.21 3
1.18 0.30 8
13.9 0.3 3
13.6 0.04 3
15.0 1.9 8
18.1 0.7 3
18.4 0.5 3
19.7 2.0 8
end of data
.
let n = number mx
let ind = sequence 1 1 n
let tag = 1 for i = 1 1 n
let tag = 2 for i = 4 1 6
let tag = 3 for i = 7 1 9
let tag = 4 for i = 10 1 12
.
bootstrap samples 100000
set write decimals 5
SET DERSIMONIAN LAIRD BOOTSTRAP ON
SET SCHILLER EBERHARDT OFF
SET MEAN OF MEANS OFF
SET GRAND MEAN OFF
SET GRAYBILL DEAL OFF
SET GENERALIZED CONFIDENCE INTERVAL OFF
SET BAYESIAN CONSENSUS PROCEDURE OFF
SET FAIRWEATHER OFF
.
consensus mean mx sx nx subset tag = 1
consensus mean mx sx nx subset tag = 2
consensus mean mx sx nx subset tag = 3
consensus mean mx sx nx subset tag = 4
The following output is generated
Consensus Means Analysis
(Summary Statistics Case)
Data Summary:
Mean Variable: MX
SD Variable: SX
Sample Size Variable: NX
Total Number of Observations: 18
Grand Mean: 3.34333
Grand Standard Deviation: 0.45800
Total Number of Labs: 3
Minimum Lab Mean: 3.03000
Maximum Lab Mean: 3.44000
Minimum Lab SD: 0.33000
Maximum Lab SD: 0.40000
Within Lab (pooled) SD: 0.38618
Within Lab (pooled) Variance: 0.14913
Mean of Lab Means: 3.24667
SD of Lab Means: 0.20599
Table 1: Summary Statistics by Lab
----------------------------------------------------------------------------
Standard
Lab Standard Deviation
ID n(i) Mean Variance Deviation of the Mean
----------------------------------------------------------------------------
1 3 3.03000 0.12960 0.36000 0.20785
2 3 3.27000 0.10890 0.33000 0.19053
3 12 3.44000 0.16000 0.40000 0.11547
1. Method: Mandel-Paule
Estimate of (unscaled) Consensus Mean: 3.29713
Estimate of (scaled) Consensus Mean: 0.65154
Between Lab Variance (unscaled): 0.01418
Between Lab SD (unscaled): 0.11909
Between Lab Variance (scaled): 0.08436
Standard Deviation of Consensus Mean: 0.09506
Standard Uncertainty (k = 1): 0.09506
Expanded Uncertainty (k = 2): 0.19012
Expanded Uncertainty (k = 1.9599640): 0.18631
Normal PPF of 0.975: 1.95996
Lower 95% (normal) Confidence Limit: 3.11081
Upper 95% (normal) Confidence Limit: 3.48344
Note: Mandel-Paule Best Usage:
6 or More Labs:
2. Method: Modified Mandel-Paule
Estimate of (unscaled) Consensus Mean: 3.32472
Estimate of (scaled) Consensus Mean: 0.71884
Between Lab Variance (unscaled): 0.00076
Between Lab SD (unscaled): 0.02751
Between Lab Variance (scaled): 0.00450
Standard Deviation of Consensus Mean: 0.08848
Standard Uncertainty (k = 1): 0.08848
Expanded Uncertainty (k = 2): 0.17697
Expanded Uncertainty (k = 1.9599640): 0.17342
Normal PPF of 0.975: 1.95996
Lower 95% (normal) Confidence Limit: 3.15130
Upper 95% (normal) Confidence Limit: 3.49814
Note: Modified Mandel-Paule Best Usage:
6 or More Labs:
3. Method: Vangel-Rukhin Maximum Likelihood
Estimate of (unscaled) Consensus Mean: 3.32039
Estimate of (scaled) Consensus Mean: 0.70827
Between Lab Variance (unscaled): 0.00000
Between Lab SD (unscaled): 0.00000
Between Lab Variance (scaled): 0.00000
Standard Deviation of Consensus Mean: 0.08355
Standard Uncertainty (k = 1): 0.08355
Expanded Uncertainty (k = 2): 0.16711
Expanded Uncertainty (k = 1.9599640): 0.16376
Normal PPF of 0.975: 1.95996
Lower 95% (normal) Confidence Limit: 3.15662
Upper 95% (normal) Confidence Limit: 3.48415
Note: Vangel-Rukhin Maximum Likelihood
Best Usage: 6 or More Labs
WARNING: ESTIMATED BETWEEN LAB VARIANCE
IS LESS THAN 0.00001. THE
ESTIMATED STANDARD ERROR OF THE
CONSENSUS MEAN MAY BE SUSPECT.
4a. Method: DerSimonian Laird (original variance)
Estimate of Consensus Mean: 3.30565
Estimate of Variance of Consensus Mean: 0.01150
Estimate of Between Lab Variance: 0.00866
Standard Uncertainty (k = 1): 0.10722
Expanded Uncertainty (k = 2): 0.21445
Degrees of Freedom: 2
t Percent Point Value: 4.30265
Lower 95% (t-value) Confidence Limit: 2.84430
Upper 95% (t-value) Confidence Limit: 3.76699
Note: DerSimonian-Laird Best Usage:
Any Number of Labs:
4b. Method: DerSimonian Laird - Horn-Horn-Duncan Variance
Estimate of Consensus Mean: 3.30565
Estimate of Variance of Consensus Mean: 0.01524
Estimate of Between Lab Variance: 0.00866
Standard Uncertainty (k = 1): 0.12344
Expanded Uncertainty (k = 2): 0.24688
Degrees of Freedom: 2
t Percent Point Value: 4.30265
Lower 95% (t-value) Confidence Limit: 2.77453
Upper 95% (t-value) Confidence Limit: 3.83677
Note: DerSimonian-Laird Best Usage:
Any Number of Labs:
4d. Method: DerSimonian Laird - Bootstrap Variance
Number of Bootstrap Samples 100000
Estimate of Consensus Mean: 3.30565
Estimate of Variance of Consensus Mean: 0.01352
Standard Uncertainty (k = 1): 0.11628
Expanded Uncertainty (k = 2): 0.23256
Lower 95% (percentile bootstrap) Confidence Limit: 3.07915
Upper 95% (percentile bootstrap) Confidence Limit: 3.53499
Lower 95% (symmetric bootstrap) Confidence Limit: 3.07630
Upper 95% (symmetric bootstrap) Confidence Limit: 3.53499
K (symmetric bootstrap) Coverage Factor: 1.97239
Lower 95% (kernel bootstrap) Confidence Limit: 3.07682
Upper 95% (kernel bootstrap) Confidence Limit: 3.53458
K (kernel bootstrap) Coverage Factor: 1.96884
Note: DerSimonian-Laird Best Usage:
Any Number of Labs:
11. Method: BOB (Bound on Bias)
Estimate of Consensus Mean: 3.24667
Within Lab Uncertainty: 0.10156
Between Lab Uncertainty: 0.11836
Standard Uncertainty (k = 1): 0.15596
Expanded Uncertainty (k = 2): 0.31192
Lower 95% (k = 2) Confidence Limit: 2.93475
Upper 95% (k = 2) Confidence Limit: 3.55858
Note: BOB Best Usage:
5 or Fewer Labs:
Table 2: 95% Confidence Limits
----------------------------------------------------------------------------------------------------
Consensus Lower Upper Uncertainty
Method Mean Limit Limit (k*SE)
----------------------------------------------------------------------------------------------------
1. Mandel-Paule 3.29713 3.11081 3.48344 0.18631
2. Modified Mandel-Paule 3.32472 3.15130 3.49814 0.17342
3a. Vangel-Rukhin ML 3.32039 3.15662 3.48415 0.16376
4a. DerSimonian-Laird (original) 3.30565 2.84430 3.76699 0.46134
4b. DerSimonian-Laird (H-H-D) 3.30565 2.77453 3.83677 0.53112
4d. DerSimonian-Laird (perc. bootstrap) 3.30565 3.07915 3.53499 0.22934
4d. DerSimonian-Laird (symm. bootstrap) 3.30565 3.07630 3.53499 0.22934
4d. DerSimonian-Laird (kern bootstrap) 3.30565 3.07682 3.53458 0.22893
11. BOB 3.24667 2.93475 3.55858 0.31192
Table 3: Standard Uncertainties (k = 1)
-----------------------------------------------------------------------------------
Standard Relative
Consensus Uncertainty Standard
Method Mean (k = 1) Uncertainty (%)
-----------------------------------------------------------------------------------
1. Mandel-Paule 3.29713 0.09506 2.88311
2. Modified Mandel-Paule 3.32472 0.08848 2.66135
3a. Vangel-Rukhin ML 3.32039 0.08355 2.51641
4a. DerSimonian-Laird (original) 3.30565 0.10722 3.24363
4b. DerSimonian-Laird (H-H-D) 3.30565 0.12344 3.73421
4d. DerSimonian-Laird (bootstrap) 3.30565 0.11628 3.51755
11. BOB 3.24667 0.15596 4.80366
Table 4: Expanded Uncertainties (k = 2)
-----------------------------------------------------------------------------------
Expanded Relative
Consensus Uncertainty Expanded
Method Mean (k = 2) Uncertainty (%)
-----------------------------------------------------------------------------------
1. Mandel-Paule 3.29713 0.19012 5.76621
2. Modified Mandel-Paule 3.32472 0.17697 5.32271
3a. Vangel-Rukhin ML 3.32039 0.16711 5.03282
4a. DerSimonian-Laird (original) 3.30565 0.21445 6.48726
4b. DerSimonian-Laird (H-H-D) 3.30565 0.24688 7.46842
4d. DerSimonian-Laird (bootstrap) 3.30565 0.23256 7.03510
11. BOB 3.24667 0.31192 9.60732
Consensus Means Analysis
(Summary Statistics Case)
Data Summary:
Mean Variable: MX
SD Variable: SX
Sample Size Variable: NX
Total Number of Observations: 14
Grand Mean: 1.24214
Grand Standard Deviation: 0.30818
Total Number of Labs: 3
Minimum Lab Mean: 1.18000
Maximum Lab Mean: 1.44000
Minimum Lab SD: 0.12000
Maximum Lab SD: 0.30000
Within Lab (pooled) SD: 0.26059
Within Lab (pooled) Variance: 0.06791
Mean of Lab Means: 1.27667
SD of Lab Means: 0.14224
Table 1: Summary Statistics by Lab
----------------------------------------------------------------------------
Standard
Lab Standard Deviation
ID n(i) Mean Variance Deviation of the Mean
----------------------------------------------------------------------------
1 3 1.21000 0.01440 0.12000 0.06928
2 3 1.44000 0.04410 0.21000 0.12124
3 8 1.18000 0.09000 0.30000 0.10607
1. Method: Mandel-Paule
Estimate of (unscaled) Consensus Mean: 1.25879
Estimate of (scaled) Consensus Mean: 0.30308
Between Lab Variance (unscaled): 0.00754
Between Lab SD (unscaled): 0.08682
Between Lab Variance (scaled): 0.11150
Standard Deviation of Consensus Mean: 0.05569
Standard Uncertainty (k = 1): 0.05569
Expanded Uncertainty (k = 2): 0.11137
Expanded Uncertainty (k = 1.9599640): 0.10914
Normal PPF of 0.975: 1.95996
Lower 95% (normal) Confidence Limit: 1.14965
Upper 95% (normal) Confidence Limit: 1.36793
Note: Mandel-Paule Best Usage:
6 or More Labs:
2. Method: Modified Mandel-Paule
Estimate of (unscaled) Consensus Mean: 1.24810
Estimate of (scaled) Consensus Mean: 0.26196
Between Lab Variance (unscaled): 0.00089
Between Lab SD (unscaled): 0.02978
Between Lab Variance (scaled): 0.01312
Standard Deviation of Consensus Mean: 0.04683
Standard Uncertainty (k = 1): 0.04683
Expanded Uncertainty (k = 2): 0.09366
Expanded Uncertainty (k = 1.9599640): 0.09179
Normal PPF of 0.975: 1.95996
Lower 95% (normal) Confidence Limit: 1.15632
Upper 95% (normal) Confidence Limit: 1.33989
Note: Modified Mandel-Paule Best Usage:
6 or More Labs:
3. Method: Vangel-Rukhin Maximum Likelihood
Estimate of (unscaled) Consensus Mean: 1.24541
Estimate of (scaled) Consensus Mean: 0.25160
Between Lab Variance (unscaled): 0.03538
Between Lab SD (unscaled): 0.18808
Between Lab Variance (scaled): 0.52326
Standard Deviation of Consensus Mean: 0.06383
Standard Uncertainty (k = 1): 0.06383
Expanded Uncertainty (k = 2): 0.12767
Expanded Uncertainty (k = 1.9599640): 0.12511
Normal PPF of 0.975: 1.95996
Lower 95% (normal) Confidence Limit: 1.12030
Upper 95% (normal) Confidence Limit: 1.37052
Note: Vangel-Rukhin Maximum Likelihood
Best Usage: 6 or More Labs
4a. Method: DerSimonian Laird (original variance)
Estimate of Consensus Mean: 1.25331
Estimate of Variance of Consensus Mean: 0.00405
Estimate of Between Lab Variance: 0.00333
Standard Uncertainty (k = 1): 0.06363
Expanded Uncertainty (k = 2): 0.12726
Degrees of Freedom: 2
t Percent Point Value: 4.30265
Lower 95% (t-value) Confidence Limit: 0.97953
Upper 95% (t-value) Confidence Limit: 1.52709
Note: DerSimonian-Laird Best Usage:
Any Number of Labs:
4b. Method: DerSimonian Laird - Horn-Horn-Duncan Variance
Estimate of Consensus Mean: 1.25331
Estimate of Variance of Consensus Mean: 0.00377
Estimate of Between Lab Variance: 0.00333
Standard Uncertainty (k = 1): 0.06136
Expanded Uncertainty (k = 2): 0.12272
Degrees of Freedom: 2
t Percent Point Value: 4.30265
Lower 95% (t-value) Confidence Limit: 0.98930
Upper 95% (t-value) Confidence Limit: 1.51732
Note: DerSimonian-Laird Best Usage:
Any Number of Labs:
4d. Method: DerSimonian Laird - Bootstrap Variance
Number of Bootstrap Samples 100000
Estimate of Consensus Mean: 1.25331
Estimate of Variance of Consensus Mean: 0.00468
Standard Uncertainty (k = 1): 0.06837
Expanded Uncertainty (k = 2): 0.13675
Lower 95% (percentile bootstrap) Confidence Limit: 1.11892
Upper 95% (percentile bootstrap) Confidence Limit: 1.38668
Lower 95% (symmetric bootstrap) Confidence Limit: 1.11892
Upper 95% (symmetric bootstrap) Confidence Limit: 1.38771
K (symmetric bootstrap) Coverage Factor: 1.96557
Lower 95% (kernel bootstrap) Confidence Limit: 1.11858
Upper 95% (kernel bootstrap) Confidence Limit: 1.38814
K (kernel bootstrap) Coverage Factor: 1.97194
Note: DerSimonian-Laird Best Usage:
Any Number of Labs:
11. Method: BOB (Bound on Bias)
Estimate of Consensus Mean: 1.27667
Within Lab Uncertainty: 0.05845
Between Lab Uncertainty: 0.07506
Standard Uncertainty (k = 1): 0.09513
Expanded Uncertainty (k = 2): 0.19026
Lower 95% (k = 2) Confidence Limit: 1.08640
Upper 95% (k = 2) Confidence Limit: 1.46693
Note: BOB Best Usage:
5 or Fewer Labs:
Table 2: 95% Confidence Limits
----------------------------------------------------------------------------------------------------
Consensus Lower Upper Uncertainty
Method Mean Limit Limit (k*SE)
----------------------------------------------------------------------------------------------------
1. Mandel-Paule 1.25879 1.14965 1.36793 0.10914
2. Modified Mandel-Paule 1.24810 1.15632 1.33989 0.09179
3a. Vangel-Rukhin ML 1.24541 1.12030 1.37052 0.12511
4a. DerSimonian-Laird (original) 1.25331 0.97953 1.52709 0.27378
4b. DerSimonian-Laird (H-H-D) 1.25331 0.98930 1.51732 0.26401
4d. DerSimonian-Laird (perc. bootstrap) 1.25331 1.11892 1.38668 0.13440
4d. DerSimonian-Laird (symm. bootstrap) 1.25331 1.11892 1.38771 0.13440
4d. DerSimonian-Laird (kern bootstrap) 1.25331 1.11858 1.38814 0.13483
11. BOB 1.27667 1.08640 1.46693 0.19026
Table 3: Standard Uncertainties (k = 1)
-----------------------------------------------------------------------------------
Standard Relative
Consensus Uncertainty Standard
Method Mean (k = 1) Uncertainty (%)
-----------------------------------------------------------------------------------
1. Mandel-Paule 1.25879 0.05569 4.42371
2. Modified Mandel-Paule 1.24810 0.04683 3.75215
3a. Vangel-Rukhin ML 1.24541 0.06383 5.12544
4a. DerSimonian-Laird (original) 1.25331 0.06363 5.07702
4b. DerSimonian-Laird (H-H-D) 1.25331 0.06136 4.89583
4d. DerSimonian-Laird (bootstrap) 1.25331 0.06837 5.45553
11. BOB 1.27667 0.09513 7.45155
Table 4: Expanded Uncertainties (k = 2)
-----------------------------------------------------------------------------------
Expanded Relative
Consensus Uncertainty Expanded
Method Mean (k = 2) Uncertainty (%)
-----------------------------------------------------------------------------------
1. Mandel-Paule 1.25879 0.11137 8.84741
2. Modified Mandel-Paule 1.24810 0.09366 7.50430
3a. Vangel-Rukhin ML 1.24541 0.12767 10.25087
4a. DerSimonian-Laird (original) 1.25331 0.12726 10.15403
4b. DerSimonian-Laird (H-H-D) 1.25331 0.12272 9.79165
4d. DerSimonian-Laird (bootstrap) 1.25331 0.13675 10.91107
11. BOB 1.27667 0.19026 14.90311
Consensus Means Analysis
(Summary Statistics Case)
Data Summary:
Mean Variable: MX
SD Variable: SX
Sample Size Variable: NX
Total Number of Observations: 14
Grand Mean: 14.46429
Grand Standard Deviation: 1.47455
Total Number of Labs: 3
Minimum Lab Mean: 13.60000
Maximum Lab Mean: 15.00000
Minimum Lab SD: 0.04000
Maximum Lab SD: 1.90000
Within Lab (pooled) SD: 1.52116
Within Lab (pooled) Variance: 2.31393
Mean of Lab Means: 14.16667
SD of Lab Means: 0.73711
Table 1: Summary Statistics by Lab
----------------------------------------------------------------------------
Standard
Lab Standard Deviation
ID n(i) Mean Variance Deviation of the Mean
----------------------------------------------------------------------------
1 3 13.90000 0.09000 0.30000 0.17321
2 3 13.60000 0.00160 0.04000 0.02309
3 8 15.00000 3.61000 1.90000 0.67175
1. Method: Mandel-Paule
Estimate of (unscaled) Consensus Mean: 13.94840
Estimate of (scaled) Consensus Mean: 0.24886
Between Lab Variance (unscaled): 0.26733
Between Lab SD (unscaled): 0.51704
Between Lab Variance (scaled): 0.13639
Standard Deviation of Consensus Mean: 0.23146
Standard Uncertainty (k = 1): 0.23146
Expanded Uncertainty (k = 2): 0.46292
Expanded Uncertainty (k = 1.9599640): 0.45365
Normal PPF of 0.975: 1.95996
Lower 95% (normal) Confidence Limit: 13.49475
Upper 95% (normal) Confidence Limit: 14.40205
Note: Mandel-Paule Best Usage:
6 or More Labs:
2. Method: Modified Mandel-Paule
Estimate of (unscaled) Consensus Mean: 13.85264
Estimate of (scaled) Consensus Mean: 0.18047
Between Lab Variance (unscaled): 0.10383
Between Lab SD (unscaled): 0.32222
Between Lab Variance (scaled): 0.05297
Standard Deviation of Consensus Mean: 0.16986
Standard Uncertainty (k = 1): 0.16986
Expanded Uncertainty (k = 2): 0.33972
Expanded Uncertainty (k = 1.9599640): 0.33292
Normal PPF of 0.975: 1.95996
Lower 95% (normal) Confidence Limit: 13.51973
Upper 95% (normal) Confidence Limit: 14.18556
Note: Modified Mandel-Paule Best Usage:
6 or More Labs:
3. Method: Vangel-Rukhin Maximum Likelihood
Estimate of (unscaled) Consensus Mean: 13.97095
Estimate of (scaled) Consensus Mean: 0.26497
Between Lab Variance (unscaled): 3.62182
Between Lab SD (unscaled): 1.90311
Between Lab Variance (scaled): 1.84784
Standard Deviation of Consensus Mean: 0.09755
Standard Uncertainty (k = 1): 0.09755
Expanded Uncertainty (k = 2): 0.19509
Expanded Uncertainty (k = 1.9599640): 0.19119
Normal PPF of 0.975: 1.95996
Lower 95% (normal) Confidence Limit: 13.77976
Upper 95% (normal) Confidence Limit: 14.16214
Note: Vangel-Rukhin Maximum Likelihood
Best Usage: 6 or More Labs
4a. Method: DerSimonian Laird (original variance)
Estimate of Consensus Mean: 13.63630
Estimate of Variance of Consensus Mean: 0.00296
Estimate of Between Lab Variance: 0.00275
Standard Uncertainty (k = 1): 0.05445
Expanded Uncertainty (k = 2): 0.10889
Degrees of Freedom: 2
t Percent Point Value: 4.30265
Lower 95% (t-value) Confidence Limit: 13.40203
Upper 95% (t-value) Confidence Limit: 13.87057
Note: DerSimonian-Laird Best Usage:
Any Number of Labs:
4b. Method: DerSimonian Laird - Horn-Horn-Duncan Variance
Estimate of Consensus Mean: 13.63630
Estimate of Variance of Consensus Mean: 0.01177
Estimate of Between Lab Variance: 0.00275
Standard Uncertainty (k = 1): 0.10851
Expanded Uncertainty (k = 2): 0.21702
Degrees of Freedom: 2
t Percent Point Value: 4.30265
Lower 95% (t-value) Confidence Limit: 13.16941
Upper 95% (t-value) Confidence Limit: 14.10319
Note: DerSimonian-Laird Best Usage:
Any Number of Labs:
4d. Method: DerSimonian Laird - Bootstrap Variance
Number of Bootstrap Samples 100000
Estimate of Consensus Mean: 13.63630
Estimate of Variance of Consensus Mean: 0.00855
Standard Uncertainty (k = 1): 0.09248
Expanded Uncertainty (k = 2): 0.18497
Lower 95% (percentile bootstrap) Confidence Limit: 13.44749
Upper 95% (percentile bootstrap) Confidence Limit: 13.82056
Lower 95% (symmetric bootstrap) Confidence Limit: 13.44749
Upper 95% (symmetric bootstrap) Confidence Limit: 13.82510
K (symmetric bootstrap) Coverage Factor: 2.04152
Lower 95% (kernel bootstrap) Confidence Limit: 13.44899
Upper 95% (kernel bootstrap) Confidence Limit: 13.82378
K (kernel bootstrap) Coverage Factor: 2.02727
Note: DerSimonian-Laird Best Usage:
Any Number of Labs:
11. Method: BOB (Bound on Bias)
Estimate of Consensus Mean: 14.16667
Within Lab Uncertainty: 0.23137
Between Lab Uncertainty: 0.40415
Standard Uncertainty (k = 1): 0.46569
Expanded Uncertainty (k = 2): 0.93137
Lower 95% (k = 2) Confidence Limit: 13.23529
Upper 95% (k = 2) Confidence Limit: 15.09804
Note: BOB Best Usage:
5 or Fewer Labs:
Table 2: 95% Confidence Limits
----------------------------------------------------------------------------------------------------
Consensus Lower Upper Uncertainty
Method Mean Limit Limit (k*SE)
----------------------------------------------------------------------------------------------------
1. Mandel-Paule 13.94840 13.49475 14.40205 0.45365
2. Modified Mandel-Paule 13.85264 13.51973 14.18556 0.33292
3a. Vangel-Rukhin ML 13.97095 13.77976 14.16214 0.19119
4a. DerSimonian-Laird (original) 13.63630 13.40203 13.87057 0.23427
4b. DerSimonian-Laird (H-H-D) 13.63630 13.16941 14.10319 0.46689
4d. DerSimonian-Laird (perc. bootstrap) 13.63630 13.44749 13.82056 0.18880
4d. DerSimonian-Laird (symm. bootstrap) 13.63630 13.44749 13.82510 0.18880
4d. DerSimonian-Laird (kern bootstrap) 13.63630 13.44899 13.82378 0.18749
11. BOB 14.16667 13.23529 15.09804 0.93137
Table 3: Standard Uncertainties (k = 1)
-----------------------------------------------------------------------------------
Standard Relative
Consensus Uncertainty Standard
Method Mean (k = 1) Uncertainty (%)
-----------------------------------------------------------------------------------
1. Mandel-Paule 13.94840 0.23146 1.65939
2. Modified Mandel-Paule 13.85264 0.16986 1.22618
3a. Vangel-Rukhin ML 13.97095 0.09755 0.69821
4a. DerSimonian-Laird (original) 13.63630 0.05445 0.39928
4b. DerSimonian-Laird (H-H-D) 13.63630 0.10851 0.79576
4d. DerSimonian-Laird (bootstrap) 13.63630 0.09248 0.67821
11. BOB 14.16667 0.46569 3.28721
Table 4: Expanded Uncertainties (k = 2)
-----------------------------------------------------------------------------------
Expanded Relative
Consensus Uncertainty Expanded
Method Mean (k = 2) Uncertainty (%)
-----------------------------------------------------------------------------------
1. Mandel-Paule 13.94840 0.46292 3.31878
2. Modified Mandel-Paule 13.85264 0.33972 2.45237
3a. Vangel-Rukhin ML 13.97095 0.19509 1.39641
4a. DerSimonian-Laird (original) 13.63630 0.10889 0.79856
4b. DerSimonian-Laird (H-H-D) 13.63630 0.21702 1.59152
4d. DerSimonian-Laird (bootstrap) 13.63630 0.18497 1.35642
11. BOB 14.16667 0.93137 6.57441
Consensus Means Analysis
(Summary Statistics Case)
Data Summary:
Mean Variable: MX
SD Variable: SX
Sample Size Variable: NX
Total Number of Observations: 14
Grand Mean: 19.07857
Grand Standard Deviation: 1.78182
Total Number of Labs: 3
Minimum Lab Mean: 18.10000
Maximum Lab Mean: 19.70000
Minimum Lab SD: 0.50000
Maximum Lab SD: 2.00000
Within Lab (pooled) SD: 1.63707
Within Lab (pooled) Variance: 2.68000
Mean of Lab Means: 18.73333
SD of Lab Means: 0.85049
Table 1: Summary Statistics by Lab
----------------------------------------------------------------------------
Standard
Lab Standard Deviation
ID n(i) Mean Variance Deviation of the Mean
----------------------------------------------------------------------------
1 3 18.10000 0.49000 0.70000 0.40415
2 3 18.40000 0.25000 0.50000 0.28868
3 8 19.70000 4.00000 2.00000 0.70711
1. Method: Mandel-Paule
Estimate of (unscaled) Consensus Mean: 18.57390
Estimate of (scaled) Consensus Mean: 0.29619
Between Lab Variance (unscaled): 0.34970
Between Lab SD (unscaled): 0.59135
Between Lab Variance (scaled): 0.13660
Standard Deviation of Consensus Mean: 0.30625
Standard Uncertainty (k = 1): 0.30625
Expanded Uncertainty (k = 2): 0.61251
Expanded Uncertainty (k = 1.9599640): 0.60025
Normal PPF of 0.975: 1.95996
Lower 95% (normal) Confidence Limit: 17.97365
Upper 95% (normal) Confidence Limit: 19.17415
Note: Mandel-Paule Best Usage:
6 or More Labs:
2. Method: Modified Mandel-Paule
Estimate of (unscaled) Consensus Mean: 18.49855
Estimate of (scaled) Consensus Mean: 0.24910
Between Lab Variance (unscaled): 0.10964
Between Lab SD (unscaled): 0.33112
Between Lab Variance (scaled): 0.04283
Standard Deviation of Consensus Mean: 0.23892
Standard Uncertainty (k = 1): 0.23892
Expanded Uncertainty (k = 2): 0.47784
Expanded Uncertainty (k = 1.9599640): 0.46828
Normal PPF of 0.975: 1.95996
Lower 95% (normal) Confidence Limit: 18.03028
Upper 95% (normal) Confidence Limit: 18.96683
Note: Modified Mandel-Paule Best Usage:
6 or More Labs:
3. Method: Vangel-Rukhin Maximum Likelihood
Estimate of (unscaled) Consensus Mean: 18.73333
Estimate of (scaled) Consensus Mean: 0.39584
Between Lab Variance (unscaled): 0.48222
Between Lab SD (unscaled): 0.69442
Between Lab Variance (scaled): 0.18837
Standard Deviation of Consensus Mean: 0.40092
Standard Uncertainty (k = 1): 0.40092
Expanded Uncertainty (k = 2): 0.80185
Expanded Uncertainty (k = 1.9599640): 0.78580
Normal PPF of 0.975: 1.95996
Lower 95% (normal) Confidence Limit: 17.94754
Upper 95% (normal) Confidence Limit: 19.51913
Note: Vangel-Rukhin Maximum Likelihood
Best Usage: 6 or More Labs
4a. Method: DerSimonian Laird (original variance)
Estimate of Consensus Mean: 18.49153
Estimate of Variance of Consensus Mean: 0.08945
Estimate of Between Lab Variance: 0.09459
Standard Uncertainty (k = 1): 0.29908
Expanded Uncertainty (k = 2): 0.59817
Degrees of Freedom: 2
t Percent Point Value: 4.30265
Lower 95% (t-value) Confidence Limit: 17.20468
Upper 95% (t-value) Confidence Limit: 19.77838
Note: DerSimonian-Laird Best Usage:
Any Number of Labs:
4b. Method: DerSimonian Laird - Horn-Horn-Duncan Variance
Estimate of Consensus Mean: 18.49153
Estimate of Variance of Consensus Mean: 0.07139
Estimate of Between Lab Variance: 0.09459
Standard Uncertainty (k = 1): 0.26719
Expanded Uncertainty (k = 2): 0.53439
Degrees of Freedom: 2
t Percent Point Value: 4.30265
Lower 95% (t-value) Confidence Limit: 17.34189
Upper 95% (t-value) Confidence Limit: 19.64117
Note: DerSimonian-Laird Best Usage:
Any Number of Labs:
4d. Method: DerSimonian Laird - Bootstrap Variance
Number of Bootstrap Samples 100000
Estimate of Consensus Mean: 18.49153
Estimate of Variance of Consensus Mean: 0.10234
Standard Uncertainty (k = 1): 0.31991
Expanded Uncertainty (k = 2): 0.63982
Lower 95% (percentile bootstrap) Confidence Limit: 17.86617
Upper 95% (percentile bootstrap) Confidence Limit: 19.11832
Lower 95% (symmetric bootstrap) Confidence Limit: 17.86474
Upper 95% (symmetric bootstrap) Confidence Limit: 19.11832
K (symmetric bootstrap) Coverage Factor: 1.95928
Lower 95% (kernel bootstrap) Confidence Limit: 17.86219
Upper 95% (kernel bootstrap) Confidence Limit: 19.11986
K (kernel bootstrap) Coverage Factor: 1.96411
Note: DerSimonian-Laird Best Usage:
Any Number of Labs:
11. Method: BOB (Bound on Bias)
Estimate of Consensus Mean: 18.73333
Within Lab Uncertainty: 0.28803
Between Lab Uncertainty: 0.46188
Standard Uncertainty (k = 1): 0.54433
Expanded Uncertainty (k = 2): 1.08866
Lower 95% (k = 2) Confidence Limit: 17.64467
Upper 95% (k = 2) Confidence Limit: 19.82200
Note: BOB Best Usage:
5 or Fewer Labs:
Table 2: 95% Confidence Limits
----------------------------------------------------------------------------------------------------
Consensus Lower Upper Uncertainty
Method Mean Limit Limit (k*SE)
----------------------------------------------------------------------------------------------------
1. Mandel-Paule 18.57390 17.97365 19.17415 0.60025
2. Modified Mandel-Paule 18.49855 18.03028 18.96683 0.46828
3a. Vangel-Rukhin ML 18.73333 17.94754 19.51913 0.78580
4a. DerSimonian-Laird (original) 18.49153 17.20468 19.77838 1.28685
4b. DerSimonian-Laird (H-H-D) 18.49153 17.34189 19.64117 1.14964
4d. DerSimonian-Laird (perc. bootstrap) 18.49153 17.86617 19.11832 0.62679
4d. DerSimonian-Laird (symm. bootstrap) 18.49153 17.86474 19.11832 0.62679
4d. DerSimonian-Laird (kern bootstrap) 18.49153 17.86219 19.11986 0.62934
11. BOB 18.73333 17.64467 19.82200 1.08866
Table 3: Standard Uncertainties (k = 1)
-----------------------------------------------------------------------------------
Standard Relative
Consensus Uncertainty Standard
Method Mean (k = 1) Uncertainty (%)
-----------------------------------------------------------------------------------
1. Mandel-Paule 18.57390 0.30625 1.64885
2. Modified Mandel-Paule 18.49855 0.23892 1.29157
3a. Vangel-Rukhin ML 18.73333 0.40092 2.14017
4a. DerSimonian-Laird (original) 18.49153 0.29908 1.61741
4b. DerSimonian-Laird (H-H-D) 18.49153 0.26719 1.44495
4d. DerSimonian-Laird (bootstrap) 18.49153 0.31991 1.73002
11. BOB 18.73333 0.54433 2.90568
Table 4: Expanded Uncertainties (k = 2)
-----------------------------------------------------------------------------------
Expanded Relative
Consensus Uncertainty Expanded
Method Mean (k = 2) Uncertainty (%)
-----------------------------------------------------------------------------------
1. Mandel-Paule 18.57390 0.61251 3.29769
2. Modified Mandel-Paule 18.49855 0.47784 2.58313
3a. Vangel-Rukhin ML 18.73333 0.80185 4.28034
4a. DerSimonian-Laird (original) 18.49153 0.59817 3.23482
4b. DerSimonian-Laird (H-H-D) 18.49153 0.53439 2.88989
4d. DerSimonian-Laird (bootstrap) 18.49153 0.63982 3.46004
11. BOB 18.73333 1.08866 5.81136
Program 3:
. Consensus means analysis for data in Possolo,
. LaFarge and Koepke paper. This example shows
. case where the standard deviation is based on
. an unknown degrees of freedom
.
. Step 1: Read the data
.
read amean asd ni
6.67248 0.00043 0
6.6729 0.0005 0
6.67398 0.00070 0
6.674255 0.000092 0
6.67559 0.00027 0
6.67422 0.00098 0
6.67387 0.00027 0
6.67222 0.00087 0
6.67425 0.00012 0
6.67349 0.00018 0
6.67234 0.00014 0
6.67554 0.00016 0
6.67191 0.00099 0
6.67435 0.00013 0
end of data
.
. Step 2: Set options
.
set write decimals -7
set modified mandel paule off
set vangel rukhin off
set vangel rukhin bootstrap off
set dersimonian laird minmax off
set dersimonian laird bootstrap off
set schiller eberhardt off
set mean of means on
set grand mean off
set graybill deal off
set generalized confidence interval off
set fairweather off
set bayesian consensus procedure off
set bob off
set linear pool on
set random number generator fibonacci congruential
seed 46551
.
print "Possolo, LaFarge, Koepke Test Data"
print " "
print " "
consensus mean amean asd ni
.
seed 46551
let consval = summary linear pool amean asd ni
seed 46551
let consunc = summary linear pool standard error amean asd ni
print consval consunc
The following output is generated
Possolo, LaFarge, Koepke Test Data
Consensus Means Analysis
(Summary Statistics Case)
Data Summary:
Mean Variable: AMEAN
SD Variable: ASD
Sample Size Variable: NI
Total Number of Labs: 14
Minimum Lab Mean: 0.6671910E+01
Maximum Lab Mean: 0.6675590E+01
Minimum Lab SD: 0.9200000E-04
Maximum Lab SD: 0.9900000E-03
Table 1: Summary Statistics by Lab
-----------------------------------------------------
Lab Effective
ID Mean Uncertainty Deg of Freedom
-----------------------------------------------------
1 0.6672480E+01 0.4300000E-03 0
2 0.6672900E+01 0.5000000E-03 0
3 0.6673980E+01 0.7000000E-03 0
4 0.6674255E+01 0.9200000E-04 0
5 0.6675590E+01 0.2700000E-03 0
6 0.6674220E+01 0.9800000E-03 0
7 0.6673870E+01 0.2700000E-03 0
8 0.6672220E+01 0.8700000E-03 0
9 0.6674250E+01 0.1200000E-03 0
10 0.6673490E+01 0.1800000E-03 0
11 0.6672340E+01 0.1400000E-03 0
12 0.6675540E+01 0.1600000E-03 0
13 0.6671910E+01 0.9900000E-03 0
14 0.6674350E+01 0.1300000E-03 0
1. Method: Mandel-Paule
Estimate of (unscaled) Consensus Mean: 0.6673773E+01
Estimate of (scaled) Consensus Mean: 0.5076361E+00
Between Lab Variance (unscaled): 0.1116924E-05
Between Lab SD (unscaled): 0.1056846E-02
Between Lab Variance (scaled): 0.8202967E-01
Standard Deviation of Consensus Mean: 0.2980634E-03
Standard Uncertainty (k = 1): 0.2980634E-03
Expanded Uncertainty (k = 2): 0.5961269E-03
Expanded Uncertainty (k = 1.9599640): 0.5841936E-03
Normal PPF of 0.975: 0.1959964E+01
Lower 95% (normal) Confidence Limit: 0.6673189E+01
Upper 95% (normal) Confidence Limit: 0.6674357E+01
Note: Mandel-Paule Best Usage:
6 or More Labs:
4a. Method: DerSimonian Laird (original variance)
Estimate of Consensus Mean: 0.6673790E+01
Estimate of Variance of Consensus Mean: 0.7793555E-07
Estimate of Between Lab Variance: 0.8946160E-06
Standard Uncertainty (k = 1): 0.2791694E-03
Expanded Uncertainty (k = 2): 0.5583388E-03
Degrees of Freedom: 13
t Percent Point Value: 0.2160369E+01
Lower 95% (t-value) Confidence Limit: 0.6673187E+01
Upper 95% (t-value) Confidence Limit: 0.6674393E+01
Note: DerSimonian-Laird Best Usage:
Any Number of Labs:
4b. Method: DerSimonian Laird - Horn-Horn-Duncan Variance
Estimate of Consensus Mean: 0.6673790E+01
Estimate of Variance of Consensus Mean: 0.9646140E-07
Estimate of Between Lab Variance: 0.8946160E-06
Standard Uncertainty (k = 1): 0.3105824E-03
Expanded Uncertainty (k = 2): 0.6211647E-03
Degrees of Freedom: 13
t Percent Point Value: 0.2160369E+01
Lower 95% (t-value) Confidence Limit: 0.6673119E+01
Upper 95% (t-value) Confidence Limit: 0.6674461E+01
Note: DerSimonian-Laird Best Usage:
Any Number of Labs:
9. Method: Mean of Means
Mean of Lab Means: 0.6673671E+01
Standard Deviation of Lab Means: 0.1169264E-02
Standard Uncertainty (sd/sqrt(n)): 0.3124989E-03
SD of Consensus Mean (sd/sqrt(n)): 0.3124989E-03
Standard Uncertainty (k = 1): 0.3124989E-03
Expanded Uncertainty (k = 2): 0.6249977E-03
Expanded Uncertainty (k = 2.1603687): 0.6751128E-03
Degrees of Freedom: 13
t Percent Point Value (alpha = 0.05): 0.2160369E+01
Lower 95% (normal) Confidence Limit: 0.6672996E+01
Upper 95% (normal) Confidence Limit: 0.6674346E+01
Note: Mean of Means Best Usage:
Any Number of Labs:
16. Method: Linear Pool
Linear Pool Consensus Value: 0.6673675E+01
Standard Uncertainty (k = 1): 0.1245152E-02
Expanded Uncertainty (k = 2): 0.2490305E-02
Lower 95% (normal) Confidence Limit: 0.6671176E+01
Upper 95% (normal) Confidence Limit: 0.6675784E+01
Table 2: 95% Confidence Limits
----------------------------------------------------------------------------------------------------
Consensus Lower Upper Uncertainty
Method Mean Limit Limit (k*SE)
----------------------------------------------------------------------------------------------------
1. Mandel-Paule 0.6673773E+01 0.6673189E+01 0.6674357E+01 0.5841936E-03
4a. DerSimonian-Laird (original) 0.6673790E+01 0.6673187E+01 0.6674393E+01 0.6031088E-03
4b. DerSimonian-Laird (H-H-D) 0.6673790E+01 0.6673119E+01 0.6674461E+01 0.6709724E-03
9. Mean of Means 0.6673671E+01 0.6672996E+01 0.6674346E+01 0.6751128E-03
16. Linear Pool 0.6673675E+01 0.6671176E+01 0.6675784E+01 0.2498871E-02
Table 3: Standard Uncertainties (k = 1)
-----------------------------------------------------------------------------------
Standard Relative
Consensus Uncertainty Standard
Method Mean (k = 1) Uncertainty (%)
-----------------------------------------------------------------------------------
1. Mandel-Paule 0.6673773E+01 0.2980634E-03 0.4466191E-02
4a. DerSimonian-Laird (original) 0.6673790E+01 0.2791694E-03 0.4183071E-02
4b. DerSimonian-Laird (H-H-D) 0.6673790E+01 0.3105824E-03 0.4653763E-02
9. Mean of Means 0.6673671E+01 0.3124989E-03 0.4682563E-02
16. Linear Pool 0.6673675E+01 0.1245152E-02 0.1865767E-01
Table 4: Expanded Uncertainties (k = 2)
-----------------------------------------------------------------------------------
Expanded Relative
Consensus Uncertainty Expanded
Method Mean (k = 2) Uncertainty (%)
-----------------------------------------------------------------------------------
1. Mandel-Paule 0.6673773E+01 0.5961269E-03 0.8932381E-02
4a. DerSimonian-Laird (original) 0.6673790E+01 0.5583388E-03 0.8366143E-02
4b. DerSimonian-Laird (H-H-D) 0.6673790E+01 0.6211647E-03 0.9307526E-02
9. Mean of Means 0.6673671E+01 0.6249977E-03 0.9365127E-02
16. Linear Pool 0.6673675E+01 0.2490305E-02 0.3731534E-01
PARAMETERS AND CONSTANTS--
CONSVAL -- 0.6673675E+01
CONSUNC -- 0.1245152E-02
Date created: 06/05/2001 |
Last updated: 12/11/2023 Please email comments on this WWW page to [email protected]. | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||