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SAS/STAT 9.2 User's Guide: The MIXED Procedure (Book Excerpt)

SAS/STAT 9.2 User's Guide: The MIXED Procedure (Book Excerpt)

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3916 ✦ Chapter 56: <strong>The</strong> <strong>MIXED</strong> <strong>Procedure</strong><br />

UPPER<br />

UPPERTAILED<br />

requests that the p-value for the t test be based only on values greater than the t statistic. A<br />

two-tailed test is the default. An upper-tailed confidence limit is also produced if you specify<br />

the CL option.<br />

ID Statement<br />

ID variables ;<br />

<strong>The</strong> ID statement specifies which variables from the input data set are to be included in the OUTP=<br />

and OUTPM= data sets from the MODEL statement. If you do not specify an ID statement, then<br />

all variables are included in these data sets. Otherwise, only the variables you list in the ID statement<br />

are included. Specifying an ID statement with no variables prevents any variables from being<br />

included in these data sets.<br />

LSMEANS Statement<br />

LSMEANS fixed-effects < / options > ;<br />

<strong>The</strong> LSMEANS statement computes least squares means (LS-means) of fixed effects. As in the<br />

GLM procedure, LS-means are predicted population margins—that is, they estimate the marginal<br />

means over a balanced population. In a sense, LS-means are to unbalanced designs as class and<br />

subclass arithmetic means are to balanced designs. <strong>The</strong> L matrix constructed to compute them is<br />

the same as the L matrix formed in PROC GLM; however, the standard errors are adjusted for the<br />

covariance parameters in the model.<br />

Each LS-mean is computed as Lbˇ, where L is the coefficient matrix associated with the least squares<br />

mean and bˇ is the estimate of the fixed-effects parameter vector (see the section “Estimating Fixed<br />

and Random Effects in the Mixed Model” on page 3970). <strong>The</strong> approximate standard errors for the<br />

LS-mean is computed as the square root of L.X 0bV 1 X/ L 0 .<br />

LS-means can be computed for any effect in the MODEL statement that involves CLASS variables.<br />

You can specify multiple effects in one LSMEANS statement or in multiple LSMEANS statements,<br />

and all LSMEANS statements must appear after the MODEL statement. As in the ESTIMATE<br />

statement, the L matrix is tested for estimability, and if this test fails, PROC <strong>MIXED</strong> displays<br />

“Non-est” for the LS-means entries.<br />

Assuming the LS-mean is estimable, PROC <strong>MIXED</strong> constructs an approximate t test to test the null<br />

hypothesis that the associated population quantity equals zero. By default, the denominator degrees<br />

of freedom for this test are the same as those displayed for the effect in the “Tests of Fixed Effects”<br />

table (see the section “Default Output” on page 3989).<br />

Table 56.5 summarizes important options in the LSMEANS statement. All LSMEANS options are<br />

subsequently discussed in alphabetical order.

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