The VARCOMP Procedure

Example 123.2 Using the GRR Method

(View the complete code for this example.)

In this example from Houf and Burman (1988), the response variable is the thermal performance of a module measured in Celsius degrees per watt. Each of three operators measures 10 parts three times. It is assumed that parts and operators are selected at random from larger populations. The following statements produce Output 123.2.1.

data Houf;
   input a b y @@;
   datalines;
1  1 37    1  1 38    1 1 37
1  2 41    1  2 41    1 2 40
1  3 41    1  3 42    1 3 41
2  1 42    2  1 41    2 1 43
2  2 42    2  2 42    2 2 42
2  3 43    2  3 42    2 3 43
3  1 30    3  1 31    3 1 31
3  2 31    3  2 31    3 2 31
3  3 29    3  3 30    3 3 28
4  1 42    4  1 43    4 1 42
4  2 43    4  2 43    4 2 43
4  3 42    4  3 42    4 3 42
5  1 28    5  1 30    5 1 29
5  2 29    5  2 30    5 2 29
5  3 31    5  3 29    5 3 29
6  1 42    6  1 42    6 1 43
6  2 45    6  2 45    6 2 45
6  3 44    6  3 46    6 3 45
7  1 25    7  1 26    7 1 27
7  2 28    7  2 28    7 2 30
7  3 29    7  3 27    7 3 27
8  1 40    8  1 40    8 1 40
8  2 43    8  2 42    8 2 42
8  3 43    8  3 43    8 3 41
9  1 25    9  1 25    9 1 25
9  2 27    9  2 29    9 2 28
9  3 26    9  3 26    9 3 26
10 1 35   10  1 34   10 1 34
10 2 35   10  2 35   10 2 34
10 3 35   10  3 34   10 3 35
;
proc varcomp data=Houf method=grr (speclimits=(18,58) ratio);
   class a b;
   model y=a|b/cl;
run;

You specify METHOD=GRR in this example to drive the VARCOMP procedure to produce a gauge repeatability and reproducibility analysis. With the option speclimits=(18 58), the parameters PTR and Cp are estimated and displayed. With the RATIO option, certain additional ratios of variance components are also estimated and displayed. Finally, the CL= option in the MODEL statement specifies that estimates of GRR quantities should have the corresponding confidence limits.

Output 123.2.1: Class Level Information Using Method=GRR

Variance Components Estimation Procedure

Class Level Information
ClassLevelsValues
a101 2 3 4 5 6 7 8 9 10
b31 2 3

Number of Observations Read90
Number of Observations Used90

Dependent Variable:y


The "Class Level Information" table in Output 123.2.1 displays the levels of each variable specified in the CLASS statement.

Output 123.2.2: Analysis of Variance Using Method=GRR

GRR Analysis of Variance
SourceDFSum of SquaresMean SquareExpected Mean Square
a93935.955556437.328395Var(Error) + 3 Var(a*b) + 9 Var(a)
b239.26666719.633333Var(Error) + 3 Var(a*b) + 30 Var(b)
a*b1848.5111112.695062Var(Error) + 3 Var(a*b)
Error6030.6666670.511111Var(Error)
Corrected Total894054.400000  


The GRR analysis of variance in Output 123.2.2 is the same as for the Type I analysis when the design is balanced.

Finally, the estimates of the GRR parameters of interest and their confidence limits are displayed in Output 123.2.3.

Output 123.2.3: Parameter Estimates Using Method=GRR

GRR Estimates
ParameterEstimate95% Confidence Limits
Mu Y35.8000030.4947741.10523
Var(a)48.2925922.69452161.63918
Var(b)0.564610.0729625.75077
Var(a*b)0.727980.332731.79272
Var(Error)0.511110.368160.75754
Gamma Y50.0963024.48844166.22217
Gamma P48.2925922.69452161.63918
Gamma M1.803701.2062327.01724
Gamma R26.774131.69168105.60895
SNR7.317671.8393914.53334
PTR(18,58,6)0.201450.164740.77967
Cp(18,58,6)0.959330.524371.39942
DR54.548254.38336212.21791
Rho P0.964000.628480.99062
Rho M0.036000.00938010.37152
Var(a)/Gamma Y0.964000.628480.99062
Var(b)/Gamma Y0.011270.00087000.34151
Var(a*b)/Gamma Y0.014530.00270830.04744
Var(a)/Var(Error)94.4855140.19199327.32469
Var(b)/Var(Error)1.104670.1366250.37744
Var(a*b)/Var(Error)1.424320.552323.74691


You can draw the following inferences from the results of the analysis. Most of the variation is due to differences between parts because of the relative larger value of Gamma R. The measurement system is nearly inadequate because the PTR exceeds 20%. However, the measurement system is of value in monitoring the process since the SNR is greater than five. See Burdick, Borror, and Montgomery (2003) for more information about interpreting gauge R&R studies.

The confidence limits in Output 123.2.3 are based on large-sample asymptotic approximation. You can alternatively compute more accurate and usually smaller confidence intervals by using CL=GCL for generalized confidence limits. The following statements produce Output 123.2.4:

proc varcomp data=Houf method=grr (speclimits=(18,58) ratio) seed=104;
   class a b;
   model y=a|b/cl=gcl;
run;

Output 123.2.4: Generalized Confidence Limits

Variance Components Estimation Procedure

GRR Estimates
ParameterEstimate95% Generalized Confidence
Limits
Mu Y35.8000030.2360741.39887
Var(a)48.2925922.46186160.90542
Var(b)0.564610.0693629.93347
Var(a*b)0.727980.331821.79558
Var(Error)0.511110.368160.75754
Gamma Y50.0963025.20454175.29591
Gamma P48.2925922.46186160.90542
Gamma M1.803701.1813731.03229
Gamma R26.774131.6684184.92030
SNR7.317671.8267013.03229
PTR(18,58,6)0.201450.163040.83560
Cp(18,58,6)0.959330.525561.40665
DR54.548254.33682170.84061
Rho P0.964000.625240.98836
Rho M0.036000.011640.37476
Var(a)/Gamma Y0.964000.625240.98836
Var(b)/Gamma Y0.011270.00093520.35629
Var(a*b)/Gamma Y0.014530.00329770.04258
Var(a)/Var(Error)94.4855140.62919325.51792
Var(b)/Var(Error)1.104670.1305156.94205
Var(a*b)/Var(Error)1.424320.552323.74691


Note that the generalized confidence interval widths from Output 123.2.4 for parameters and DR are 85.7 and 171.4, respectively. These widths are much shorter than the MLS-based widths, which are 103.9 and 207.8 from Output 123.2.3.

In general, the GCL method provides a more accurate confidence interval with a shorter interval width than the MLS method. However, as discussed in the section Generalized Confidence Limits, they are computationally intensive and somewhat nondeterministic, because they are based on an underlying Monte Carlo simulation.