/*-----------------------------------------------------------------
S A S S A M P L E L I B R A R Y
NAME: gmxex09
TITLE: Documentation Example 9 for PROC GLIMMIX
Testing Equality of Covariance and Correlation
Matrices
PRODUCT: STAT
SYSTEM: ALL
KEYS: Generalized linear mixed models
COVTEST statement
Contrast among covariance parameters
PROCS: GLIMMIX
DATA: Fisher's iris data
SUPPORT: Oliver Schabenberger
REF:
MISC:
-----------------------------------------------------------------*/
proc print data=Sashelp.iris(obs=10);
run;
data iris_univ;
set sashelp.iris;
retain id 0;
array y (4) SepalLength SepalWidth PetalLength PetalWidth;
id+1;
do var=1 to 4;
response = y{var};
output;
end;
drop SepalLength SepalWidth PetalLength PetalWidth:;
run;
ods select FitStatistics CovParms CovTests;
proc glimmix data=iris_univ;
class species var id;
model response = species*var;
random _residual_ / type=un group=species subject=id;
covtest homogeneity;
run;
ods select FitStatistics CovParms CovTests;
proc glimmix data=iris_univ;
class species var id;
model response = species*var;
random _residual_ / type=unr group=species subject=id;
covtest 'Equal Covariance Matrices' homogeneity;
covtest 'Equal Correlation Matrices' general
0 0 0 0 1 0 0 0 0 0
0 0 0 0 -1 0 0 0 0 0,
0 0 0 0 1 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0
0 0 0 0 -1 0 0 0 0 0,
0 0 0 0 0 1 0 0 0 0
0 0 0 0 0 -1 0 0 0 0,
0 0 0 0 0 1 0 0 0 0
0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 -1 0 0 0 0,
0 0 0 0 0 0 1 0 0 0
0 0 0 0 0 0 -1 0 0 0,
0 0 0 0 0 0 1 0 0 0
0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 -1 0 0 0,
0 0 0 0 0 0 0 1 0 0
0 0 0 0 0 0 0 -1 0 0,
0 0 0 0 0 0 0 1 0 0
0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 -1 0 0,
0 0 0 0 0 0 0 0 1 0
0 0 0 0 0 0 0 0 -1 0,
0 0 0 0 0 0 0 0 1 0
0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 -1 0,
0 0 0 0 0 0 0 0 0 1
0 0 0 0 0 0 0 0 0 -1,
0 0 0 0 0 0 0 0 0 1
0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 -1 / estimates;
run;