The LMIXED Procedure

MODEL Statement

  • MODEL dependent = <fixed-effects></ options>;

The MODEL statement names a single dependent variable and the fixed effects, which determine the bold upper X matrix of the mixed model. The MODEL statement is required.

An intercept is included in the fixed-effects model by default. If no fixed effects are specified, only this intercept term is fit. The intercept can be removed by using the NOINT option.

Table 7 summarizes options in the MODEL statement. These are subsequently discussed in detail in alphabetical order.

Table 7: Summary of Important MODEL Statement Options

Option Description
Model Building
NOINT Excludes the fixed-effect intercept from the model
Statistical Computations
ALPHA=alpha Determines the confidence level (1 minus alpha) for fixed effects
DDFM= Specifies the method for computing the denominator degrees of freedom
DDF= Specifies the denominator degrees of freedom for the F test
Statistical Output
CL Displays confidence limits for fixed-effects parameter estimates
SOLUTION Displays fixed-effects parameter estimates


You can specify the following options in the MODEL statement after a slash (/):

ALPHA=alpha

sets the confidence level to be 1 minusalpha for each confidence interval of the fixed-effects parameters, where alpha must be a number between 0 and 1. By default, ALPHA=0.05.

CL

constructs that t-type confidence limits for each of the fixed-effects parameter estimates. The confidence level is 0.95 by default; this can be changed by specifying the ALPHA= option.

DDF=value-list

enables you to specify your own denominator degrees of freedom for the fixed effects. The value-list is a list of numbers or missing values (.) separated by commas. The degrees of freedom should be listed in the order in which the effects appear in the MODEL statement. If you want to retain the default degrees of freedom for a particular effect, use a missing value for its location in the list. For example, the following statement assigns 3 denominator degrees of freedom to A and 4.7 to A*B, while those for B remain the same:

model Y = A B A*B / ddf=3,.,4.7;
DDFM=NONE | RESIDUAL

specifies the method for computing the denominator degrees of freedom for the tests of fixed effects.

NONE

does not apply any denominator degrees of freedom. PROC LMIXED then essentially assumes that infinite degrees of freedom are available in the calculation of p-values. The p-values for t tests are then identical to p-values that are derived from the standard normal distribution.

RESIDUAL

performs all tests by using the residual degrees of freedom, n minus normal r normal a normal n normal k left-parenthesis bold upper X right-parenthesis, where n is the number of observations used.

By default, DDFM=RESIDUAL.

NOINT

requests that no intercept be included in the model. (An intercept is included by default.)

SOLUTION
S

produces a solution for the fixed-effects parameters. Using notation from the section Linear Mixed Models Theory, the fixed-effects parameter estimates are ModifyingAbove bold-italic beta With caret and their approximate standard errors are the square roots of the diagonal elements of left-parenthesis bold upper X prime ModifyingAbove bold upper V With caret Superscript negative 1 Baseline bold upper X right-parenthesis Superscript minus.

Along with the estimates and their approximate standard errors, a t statistic is computed as the estimate divided by its standard error. The Pr greater-than |t| column contains the two-tailed p-value that corresponds to the t statistic and associated degrees of freedom. You can use the CL option to request confidence intervals for all of the parameters; they are constructed around the estimate by using a radius that is the product of the standard error times a percentage point from the t distribution.

Last updated: April 08, 2021