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http://dx.doi.org/10.5351/KJAS.2006.19.2.349

Interval Estimation in Mixed Model by Use of PROC MIXED  

Park Dong-Joon (College of Natural Science, Pykyong National University)
Publication Information
The Korean Journal of Applied Statistics / v.19, no.2, 2006 , pp. 349-360 More about this Journal
Abstract
PROC MIXED in SAS can be utilized to make inferences on parameters in a mixed model by use of Restricted Maximum Likelihood Estimation Method or Maximum Likelihood Estimation Method which has more merits than ANOVA method. A regression model with unbalanced nested error structure that belongs to a mixed model is used to construct confidence intervals on variances among groups, within groups, and regression coefficients in the model. PROC MIXED is applied to three different sample sizes for simulation. As a result of the simulation study, PROC MIXED generates confidence intervals on parameters that maintain the stated confidence coefficient in a large sample size. However, it does not generate confidence intervals that maintain the stated confidence coefficient for variance components among groups and intercept in a small sample size.
Keywords
PROC MIXED; Restricted Maximum Likelihood Estimation; Mixed Model; Confidence Interval;
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