11-20-2011 12:14 PM
Excuse my ignorance but i am kinda new in using these procedures and papers I found on the net dont seem to really give a broke down explaination.
So my question is what are the differences between Proc ucm and proc mixed ? I mean when is it more appropriate to use one or other method? any good papers or examples that could give me more insight?
Thnx in advance,
11-21-2011 08:44 AM
The best I can offer is to look at the on-line documentation for each, especially the overview of the procedures. My quick and dirty look: UCM is better for equally spaced time series analyses with trends, seasons and cycles. MIXED is better for unequally spaced data, where you may have some idea of the covariance structure of the observations, or where there are random effects that you wish to model.