Hi there,
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).
proc mixed data=one;
class id;
model y= trt month /s;
repeated / type=ar(1) sub=id;
random id;
run;
proc mixed data=one;
class id;
model y= trt month /s;
random id / type=ar(1);
run;
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!
Lei
