The BGLIMM Procedure

Prior for the Random-Effects Coefficients

The random-effects coefficients bold-italic gamma are assumed to have the normal prior

bold-italic gamma tilde Normal left-parenthesis bold 0 comma bold upper G right-parenthesis

where bold-italic gamma equals left-parenthesis bold-italic gamma 1 comma bold-italic gamma 2 comma ellipsis comma bold-italic gamma Subscript n Baseline right-parenthesis Superscript upper T and bold upper G is a block diagonal matrix where each block is bold upper G Subscript i. For a specific subject i, the random-effects coefficients bold-italic gamma Subscript i are normally distributed with mean zero and the covariance matrix bold upper G Subscript i. When the dimension is the same, bold upper G Subscript i Baseline equals bold upper G Subscript j for any i and j.

You use the TYPE= option in the RANDOM statement to specify the types of the bold upper G matrix.

Last updated: December 09, 2022