Modeling and Multivariate Methods - SAS

Chapter 3 Fitting Standard Least Squares Models 123
Method of Moments Results
The Variance Component Estimates table shows 95% confidence intervals for the variance components
using the Satterthwaite (1946) approximation. If the Unbounded Variance Components options is used,
the confidence intervals are +/-Wald style. You can right-click on the Variance Components Estimates table
to toggle on the Norm KHC (Kackar-Harville correction). This value is an approximation of the magnitude
of the increase in the mean squared errors of the estimators for the mixed model. See Kackar and Harville
(1984) for a discussion of approximating standard errors in mixed models.
REML Save Columns Options
When you use the REML method, additional options appear in the Save Columns menu. All of these
options allow the random effects predicted values to participate in the formulas, rather than using their
expected value (zero).
Table 3.16 Description of REML Save Columns Options
Conditional Pred Formula
Conditional Pred Values
Conditional Residuals
Conditional Mean CI
Conditional Indiv CI
Saves the prediction formula to a new column in the data table.
Saves the predicted values to a new column in the data table.
Saves the model residuals to a new column in the data table.
Saves the mean confidence interval.
Saves the confidence interval for an individual.
REML Profiler Option
When you use REML method and select Factor Profiling > Profiler, a new option, Conditional
Predictions, appears on the red triangle menu next to Prediction Profiler. For details, see “Profiler Options”
on page 562.
Method of Moments Results
Note: This section is only of use in matching historical results.
We no longer recommend the Method of Moments, but we understand the need to support it for teaching
use, in order to match the results of many textbooks still in use.
You have the option of choosing the EMS (Traditional) approach from the Method popup menu on the Fit
Model dialog. This is also called the Method of Moments method.
Results from the steps for the Method of Moments are as follows:
• For each effect, the coefficients of the expected mean squares for that effect are calculated. This is a
linear combination of the variance components and fixed effect values that describes the expected value
of the mean square for that effect. All effects also have a unit coefficient on the residual variance.