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Modeling and Multivariate Methods - SAS

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122 Fitting St<strong>and</strong>ard Least Squares Models Chapter 3<br />

Restricted Maximum Likelihood (REML) Method<br />

Figure 3.49 Partial Report of REML Analysis<br />

REML Results<br />

A nice feature of REML is that the report does not need qualification (Figure 3.49). The estimates are all<br />

properly shrunk <strong>and</strong> the st<strong>and</strong>ard errors are properly scaled (<strong>SAS</strong> Institute Inc. 1996). The variance<br />

components are shown as a ratio to the error variance, <strong>and</strong> as a portion of the total variance.<br />

There is no special table of synthetic test creation, because all the adjustments are automatically taken care<br />

of by the model itself. There is no table of expected means squares, because the method does not need this.<br />

If you have r<strong>and</strong>om effects in the model, the analysis of variance report is not shown. This is because the<br />

variance does not partition in the usual way, nor do the degrees of freedom attribute in the usual way, for<br />

REML-based estimates. You can obtain the residual variance estimate from the REML report rather than<br />

from the analysis of variance report.<br />

To obtain the st<strong>and</strong>ard deviations (square-root of the variance components), right-click on the REML<br />

Variance Component Estimates report, <strong>and</strong> select Columns > Sqrt Variance Component.

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