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SAS Proc Mixed random statement

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SAS Proc Mixed random statement

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
Valued Guide
Posts: 632

Re: SAS Proc Mixed random statement

Try posting this in the Statistical Procedures forum, you are more likely to get a response.
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