Hello, This is my first time asking on this site, I was advised to repost in the statistical forum. My question is about linear mixed models with the standard specification: y=XB + Zu + e using Proc Mixed. See for instance the Wikipedia: https://en.wikipedia.org/wiki/Mixed_model Could someone please explain why SAS Proc Mixed does not output the B coefficients and their standard errors, like in a standard regression output of Proc Reg, for instance? The B parameter is a meaningful statistical quantity (identifiable parameter in the underlying statistical model), and testing it makes sense in many problems. I believe a maximum likelihood estimator should exist if you assume normal errors and normal distribution for the random effects. Please correct me if necessary. So why are doesn't SAS return corresponding estimates and standard errors for the components of B and let you do a Wald test, say by default? Is there a way to get them? Why does it only offer Type III ANOVA analyses? Are the "Estimate" and "Contrast" tests all you can get? I'm sure other people have wondered about this too. Any further explanation would help a lot. If I'm missing something conceptually please do straighten me out. Thanks for your help. John
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