https://communities.sas.com/t5/SAS-Procedures/SAS-Proc-Mixed-random-statement/m-p/70293#M20224 Try posting this in the Statistical Procedures forum, you are more likely to get a response. Tue, 07 Sep 2010 17:32:08 GMT ArtC 2010-09-07T17:32:08Z https://communities.sas.com/t5/SAS-Procedures/SAS-Proc-Mixed-random-statement/m-p/70292#M20223 Hi there,<BR /> <BR /> I tried to do a mixed model with AR(1)+RE variance structure. I did it in two ways, as below. Here id is the subject id. There are two covariates: treatment (trt) and month (continuous).<BR /> <BR /> proc mixed data=one;<BR /> class id;<BR /> model y= trt month /s;<BR /> repeated / type=ar(1) sub=id; <BR /> random id;<BR /> run; <BR /> <BR /> proc mixed data=one;<BR /> class id;<BR /> model y= trt month /s;<BR /> random id / type=ar(1); <BR /> run;<BR /> <BR /> However, they produced very different results. I checked the book "SAS for Mixed Models" Second Edition. It seems the first one is correct. But I wonder why the second one failed, though it converged with 3 covariance parameters: variance, AR(1) and residual. Does anyone know what is the actual covariance structure for the second model? Thanks a lot!<BR /> <BR /> Lei Mon, 06 Sep 2010 20:50:53 GMT https://communities.sas.com/t5/SAS-Procedures/SAS-Proc-Mixed-random-statement/m-p/70292#M20223 deleted_user 2010-09-06T20:50:53Z https://communities.sas.com/t5/SAS-Procedures/SAS-Proc-Mixed-random-statement/m-p/70293#M20224 Try posting this in the Statistical Procedures forum, you are more likely to get a response. Tue, 07 Sep 2010 17:32:08 GMT https://communities.sas.com/t5/SAS-Procedures/SAS-Proc-Mixed-random-statement/m-p/70293#M20224 ArtC 2010-09-07T17:32:08Z