SAS/STAT 922 User's Guide: The MIXED Procedure (Book Excerpt)

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This document is an individual chapter from SAS/STAT ® 9.22 User’s Guide. The correct bibliographic citation for the complete manual is as follows: SAS Institute Inc. 2010. SAS/STAT ® 9.22 User’s Guide. Cary, NC: SAS Institute Inc. Copyright © 2010, SAS Institute Inc., Cary, NC, USA All rights reserved. Produced in the United States of America. For a Web download or e-book: Your use of this publication shall be governed by the terms established by the vendor at the time you acquire this publication. U.S. Government Restricted Rights Notice: Use, duplication, or disclosure of this software and related documentation by the U.S. government is subject to the Agreement with SAS Institute and the restrictions set forth in FAR 52.227-19, Commercial Computer Software-Restricted Rights (June 1987). SAS Institute Inc., SAS Campus Drive, Cary, North Carolina 27513. 1st electronic book, May 2010 SAS ® Publishing provides a complete selection of books and electronic products to help customers use SAS software to its fullest potential. For more information about our e-books, e-learning products, CDs, and hard-copy books, visit the SAS Publishing Web site at support.sas.com/publishing or call 1-800-727-3228. SAS ® and all other SAS Institute Inc. product or service names are registered trademarks or trademarks of SAS Institute Inc. in the USA and other countries. ® indicates USA registration. Other brand and product names are registered trademarks or trademarks of their respective companies.
Chapter 56 The MIXED Procedure Contents Overview: MIXED Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4514 Basic Features . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4515 Notation for the Mixed Model . . . . . . . . . . . . . . . . . . . . . . . . . 4516 PROC MIXED Contrasted with Other SAS Procedures . . . . . . . . . . . . . 4517 Getting Started: MIXED Procedure . . . . . . . . . . . . . . . . . . . . . . . . . 4518 Clustered Data Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4518 Syntax: MIXED Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4525 PROC MIXED Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4527 BY Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4538 CLASS Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4539 CONTRAST Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4539 ESTIMATE Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4543 ID Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4545 LSMEANS Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4545 LSMESTIMATE Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . 4551 MODEL Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4552 PARMS Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4567 PRIOR Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4569 RANDOM Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4573 REPEATED Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4578 SLICE Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4592 STORE Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4592 WEIGHT Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4593 Details: MIXED Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4593 Mixed Models Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4593 Parameterization of Mixed Models . . . . . . . . . . . . . . . . . . . . . . 4606 Residuals and Influence Diagnostics . . . . . . . . . . . . . . . . . . . . . . . 4611 Default Output . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4619 ODS Table Names . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4624 ODS Graphics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4629 Computational Issues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4635 Examples: MIXED Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4639 Example 56.1: Split-Plot Design . . . . . . . . . . . . . . . . . . . . . . . 4639 Example 56.2: Repeated Measures . . . . . . . . . . . . . . . . . . . . . . 4644
Page 1: SAS/STAT ® 9.22 User’s Guide The
Page 5 and 6: Basic Features ✦ 4515 Repeated me
Page 7 and 8: PROC MIXED Contrasted with Other SA
Page 9 and 10: proc mixed data=heights; class Fami
Page 11 and 12: Figure 56.6 Fit Statistics Fit Stat
Page 13 and 14: Figure 56.10 Dimensions and Number
Page 15 and 16: Syntax: MIXED Procedure The followi
Page 17 and 18: Table 56.1 continued Statement Desc
Page 19 and 20: PROC MIXED Statement ✦ 4529 CL< =
Page 21 and 22: INFO PROC MIXED Statement ✦ 4531
Page 23 and 24: ORD PROC MIXED Statement ✦ 4533 d
Page 25 and 26: PROC MIXED Statement ✦ 4535 RESID
Page 27 and 28: PROC MIXED Statement ✦ 4537 RANDO
Page 29 and 30: CLASS Statement ✦ 4539 Because so
Page 31 and 32: contrast 'A narrow' A 1 -1 0 A*B .5
Page 33 and 34: ESTIMATE Statement ESTIMATE ’labe
Page 35 and 36: ID Statement ID variables ; ID Stat
Page 37 and 38: ADJUST=BON proc mixed; class A; mod
Page 39 and 40: LSMEANS Statement ✦ 4549 BYLEVEL
Page 41 and 42: SLICE= fixed-effect LSMESTIMATE Sta
Page 43 and 44: Table 56.6 Summary of Important MOD
Page 45 and 46: MODEL Statement ✦ 4555 DDFM=KENWA
Page 47 and 48: E E1 E2 E3 MODEL Statement ✦ 4557
Page 49 and 50: Table 56.8 continued Description Su
Page 51 and 52: SIZE=n MODEL Statement ✦ 4561 If
Page 53 and 54:
MODEL Statement ✦ 4563 Table 56.1
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The estimated prediction variance i
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PARMS Statement PARMS (value-list)
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OLS PRIOR Statement ✦ 4569 By def
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PRIOR Statement ✦ 4571 JEFFREYS s
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RANDOM Statement ✦ 4573 TDATA= en
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RANDOM Statement ✦ 4575 GCORR dis
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RANDOM Statement ✦ 4577 component
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Table 56.12 continued Option Descri
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proc mixed; class a; model y = a x;
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REPEATED Statement ✦ 4583 assumed
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REPEATED Statement ✦ 4585 functio
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REPEATED Statement ✦ 4587 The fol
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TYPE=SP(EXPGA)(c1 c2) TYPE=SP(GAUGA
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TYPE=UN@AR(1) TYPE=UN@CS REPEATED S
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WEIGHT Statement WEIGHT variable ;
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Example: Growth Curve with Compound
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Mixed Models Theory ✦ 4597 Such a
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2 6 Z D 6 4 2 6 G D 6 4 1 1 1 1 1 1
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Estimating Fixed and Random Effects
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Inference and Test Statistics Mixed
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Mixed Models Theory ✦ 4605 (2002,
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Intercept Parameterization of Mixed
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Table 56.18 continued Data I A B(A)
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Residuals and Influence Diagnostics
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Scaled Residuals Residuals and Infl
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Predicted Values, PRESS Residual, a
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When ITER=0 and 2 is profiled, then
Page 109 and 110:
Using results in Cook and Weisberg
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Default Output ✦ 4621 The Evaluat
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Null Model Likelihood Ratio Test De
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Table 56.22 continued ODS Table Nam
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ODS Table Names ✦ 4627 CAUTION: T
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ODS Graphics ✦ 4629 Some of the v
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Figure 56.16 Panel of the Condition
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Figure 56.18 Deletion Estimates ODS
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Computational Issues Computational
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Memory Computational Issues ✦ 463
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Examples: MIXED Procedure Examples:
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Example 56.1: Split-Plot Design ✦
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Example 56.1: Split-Plot Design ✦
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4 F 23.5 24.5 25.0 26.5 5 F 21.5 23
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Output 56.2.4 Repeated Measures Ana
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Output 56.2.7 Repeated Measures Ana
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Example 56.2: Repeated Measures ✦
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Output 56.2.14 Analysis with Compou
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Example 56.2: Repeated Measures ✦
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Example 56.3: Plotting the Likeliho
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Output 56.3.3 continued Number of O
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Output 56.3.8 Fit Statistics and Li
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Output 56.3.12 Least Squares Means
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Both G and R are known. 2 2 1 1 2 1
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Output 56.4.2 Model Dimensions and
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Example 56.4: Known G and R ✦ 466
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Example 56.5: Random Coefficients
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Example 56.5: Random Coefficients
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Output 56.5.7 Random Coefficients A
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Output 56.5.10 continued Covariance
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Example 56.6: Line-Source Sprinkler
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Output 56.6.3 Model Dimensions and
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Example 56.6: Line-Source Sprinkler
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Example 56.7: Influence in Heteroge
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Example 56.7: Influence in Heteroge
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Output 56.7.5 Covariance Parameter
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Output 56.7.7 Restricted Likelihood
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Output 56.7.9 Covariance Parameter
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Example 56.8: Influence Analysis fo
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Output 56.8.2 Restricted Likelihood
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Page 191 and 192:
Page 193 and 194:
Output 56.8.8 Distribution of Condi
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Output 56.9.2 Type 3 Tests in Split
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Output 56.9.5 Parameter Estimates i
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Output 56.10.1 Analysis of LS-Means
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References ✦ 4711 Cook, R. D. (19
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References ✦ 4713 Harville, D. A.
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References ✦ 4715 Matérn, B. (19
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Bulletin No. 343, Louisiana Agricul
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Subject Index 2D geometric anisotro
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graphics, influence diagnostics, 46
Page 213 and 214:
matrix notation, theory (MIXED), 45
Page 215 and 216:
parameter constraints, 4568, 4636 p
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subject effect MIXED procedure, 454
Page 220 and 221:
INFLUENCE option, MODEL statement (
Page 222 and 223:
NSAMPLE= option, 4572 NSEARCH= opti
Page 224 and 225:
ESTIMATE statement (MIXED), 4544 LS
Page 227:
SAS® Publishing Delivers! Whether
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