1. AR(1) is often used in the REPEATED statement in PROC MIXED.
There is no REPEATED statement in PROC NLMIXED. The RANDOM statement in PROC NLMIXED is like fitting a random coefficients model, and AR(1) is almost never used to model the covariance between random intercept and slopes.
2. If for a reason beyond my understanding, you have to specify an AR(1) structure in PROC NLMIXED, then
you would need to have at least 3 random effects (u0, u1, and u2) in order for AR(1) to make sense. For example,
random u0 u1 u2 ~ normal([0, 0, 0],[s2, s2*rho, s2, s2*rho**2, s2*rho, s2]) subject=subject;
where s2 and rho are your model parameters.
Hope this helps,
Jill
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