> why do I get same results in models 1 vs 2 and 3 vs 4?   SAS converts CLASS variables and interactions between CLASS variables into dummy variables in a design matrix. The nested interaction A(B) is the same as B(A), which is also the same as A*B, where "the same" means that each interaction term generates the same columns of a design matrix, although the columns might be in different orders. The SAS documentation shows the dummy variables for nest interactions,   The doc says, "The nesting operator in SAS/STAT software is more of a notational convenience than an operation distinct from crossing. Nested effects are typically characterized by the property that the nested variables never appear as main effects. The order of the variables within nesting parentheses is made to correspond to the order of these variables in the CLASS statement. The order of the columns is such that variables outside the parentheses index faster than those inside the parentheses, and the rightmost nested variables index faster than the leftmost variables."     ... View more