Thanks for your help! I believe I needed to combine the covparm and subject into one variable!   *Step 1: Combine covparm and subject in one variable; data cvparmsm1; set cvparmsm; covparm2=covparm||subject; run;   *Sort by covariance parameter estimate; proc sort data= cvparmsm1; by covparm2; run;   *Step 3: Obtain the combined covariance parameters separately for the residual, nested level 2 and level 3; proc mianalyze data = cvparmsm1; by covparm2; modeleffects estimate; stderr stderr; run;   ... View more

Looks like a problem for arrays.  You have a five element input array that you want to move into five elements of a larger array using the GRADE variable to determine the starting point.   array original v1-v5; array new s3 f4 s4 f5 s5 f6 s6 ; target = 2*(grade-3); do source=1 to dim(original); new(target + source) = original(source); end; ... View more