MODEL SELECTION FOR MIXED EFFECTS

[deleted_user]

I understand that you can use PROC GLM to specify a model with fixed and random effects, but it does not have model selection capabilities.( FORWARD, BACKWARD etc.)

PROC GLMSELECT, I understand can do this. Is anyone aware of any other procedures that are able to model fixed and random effects and provide model selection capabilities, or is this the best one? ( I'm particularly curious about PROC MIXED, but I don't think it has a model selection option from what I can tell in the documentation)

As a followup, what are the general advantages of using PROC MIXED over say PROC GLM with a RANDOM statement?

Thanks.