I do not think it is possible to estimate separate variance for each subject.
If you want to estimate different variance for each gender (valued 0/1), you might do something like the following --
Proc nlmixed maxiter=10000;
Parms b0=1 , b1=0 , b2=0 , b3=0 , a0= 1, g0=1 , V_u0=1, V_u1=1;
Aialpha=a0;
Gigamma=g0;
Bibeta= b0 + b1*x1 + b2 *x2 + b3*time;
Lambda=exp(b0 + b1*x1 + b2* x2 + b3*time + +u0+u1*gender);
P1= exp(Aialpha) / (1+ exp(Aialpha) + exp (Gigamma));
P2= exp(Gigamma) / (1+ exp(Gigamma) + exp (Aialpha));
P3=1-p1-p2;
If y=0 then ll = log (p1 + p3*exp(-lambda));
If y=1 then ll= log (p2 + p3*(1)*exp(-lambda)* lambda);
If y>1 then ll= log(p3) – lambda + y*log(lambda) – lgamma (y+1);
Model y ~ general (ll);
Random u0 u1 ~ normal ([0,0], [v_u0, 0, v_u1]) subject=id;
Run;
The random effects estimates are by definition the empirical Bayes estimates. You can use the OUT= option in the RANDOM statement to get these estimates in the OUT= data set.
Hope this helps,
Jill
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