Generating Data from Mixed Models and Estimating parameters using PROC MIXED
Consider a situation of Mixed Models where one gets n observations from k groups. Assume that response variable Y follows the mixed model
Yij = μ + βi Χij + εij i = 1,...k; j = 1,...,n,
where μ is a fixed common effect, βi is a random effect (common for a given group and different for different groups) and εij are error terms. Assume that the all random effects are normally distributed as
βi ~ N(0, σb2 ) and that εij ~ N(0, σe2 )
(a). Χij = 1 for all i and j as in a simple random effects model, k=5 and n=10, using SAS rand('normal') function generate a set of Yij when μ =10, σb = .5 and σe = 1.