## To estimate Restricted maximum likelihood estimation(REML)

Occasional Contributor
Posts: 8

# To estimate Restricted maximum likelihood estimation(REML)

All,

I am doing a simulation with repeated model. How can I estimate REML for regression parameters using SAS IML? Do I have to write a program? Any help I appreciate.

Posts: 2,655

## Re: To estimate Restricted maximum likelihood estimation(REML)

Yes, you would have to write a program to do this in IML.  However, there are several procedures (MIXED, GLIMMIX, HPMIXED) that are available to get REML estimates, both fixed and random effects.

Steve Denham

Occasional Contributor
Posts: 8

## Re: To estimate Restricted maximum likelihood estimation(REML)

Thank you so much Steve...If anybody can give me a link or any help It will great appreciate..I am new to SA, no idea how to start this..

Thank you.

Posts: 2,655

## Re: To estimate Restricted maximum likelihood estimation(REML)

I would look through the documentation for PROC MIXED, and examine the many examples.  Here is a link:

http://support.sas.com/documentation/cdl/en/statug/63962/HTML/default/viewer.htm#statug_mixed_sect00...

Steve Denham

Occasional Contributor
Posts: 8

## Re: To estimate Restricted maximum likelihood estimation(REML)

Thank you Steve....

Occasional Contributor
Posts: 7

## Re: To estimate Restricted maximum likelihood estimation(REML)

As Steve noted you can use both the mixed and the glimmix procedure. MIXED has somewhat great flexibility in the types of V covariance matrices you can fit while GLIMMIX allows for non-normal distributions and has some additional options for the MCPs. They also vary in the sort of iterative process they use to estimate the covariance parameters in the V matrix.

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