Fixed Effect Confidence Intervals in PROC MIXED

[trumblei]

I would like to extract exact confidence intervals for the fixed effects from PROC MIXED. I have tried the CI returned by the SolutionF option, but they have coverage that is above the nominal level (in simulation studies with N=(12,40), they have 100% coverage). How can I extract more precise fixed effect CI from PROC MIXED? 

[ballardw]

Code

Data.

If your N=(12,40) is sample sizes that might be an issue. Otherwise explain what that means.