Date: Sun, 29 Mar 1998 21:19:27 -0500
Reply-To: Terry Hyslop <Terry.Hyslop@MAIL.TJU.EDU>
Sender: "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>
From: Terry Hyslop <Terry.Hyslop@MAIL.TJU.EDU>
Organization: Thomas Jefferson University
Subject: Re: PROC MIXED
Content-Type: text/plain; charset=us-ascii
> I would like some help in obtaining covariance matrices from proc
> I am fitting a random coefficients regression model. Only two of the
> coefficients have a significant random element. I need to obtain the
> variance-covariance matrix for the coefficients
> (1) for a particular class within the dataset
> (2) for a new class, assumed to be in the same population.
> I cannot see how to get at case (2), except by adding a dummy class to
> the dataset with missing data for z1-z5 and y.
> The matrices produced by the V=28 and VI=28 options to the random
> statement have 9 rows and 9 columns. I cannot work out what these
> matrices are, and the documentation does not help.
. . .
The V matrix you are printing is generated by the random
statement in your Proc Mixed code:
V= ZGZ' + R
where Z is the design matrix whose columns are based on you random
G is the variance-covariance matrix of the random effects,
and R is the residuals. Since you have not added any structure to the
through a repeated statment, the R matrix is (sigma**2)*I.
If you just want the variance-covariance matrix, then add the G option
The BLUP (Best Linear Unbiased Predictor) of the variance-covariance
parameters for an
individual subject (class in your case) can be obtained through the
SOLUTION option on the
Hope this helps,
Thomas Jefferson University