Dear SAS community, I have a fundamental question regarding the calculation of the standard errors (or rather the standard error predictions) of cluster specific random effects in the GLIMMIX procedure. I note the following from the manual that states "The numbers displayed in the Std Err Pred column of the "Solution for Random Effects" table are not the standard errors of the gamma-hat displayed in the Estimate column; rather, they are the square roots of the prediction errors gamma-hat-i - gamma-i, where gamma-hat-i is the predictor of the th random effect and gamma-i is the ith random effect." Unfortunately I'm missing something in my understanding. Firstly, I'm interested in the standard errors of the random effects, so why give me the square roots of the prediction errors? Secondly how on earth are these calculated? We produce an estimate, gamma-hat-i of gamm_i, but how is it possible to know what gamma-i is to obtain the difference? I'm also a little surprised that there seems to be so little documentation about this calculation. Any help about the motivation or intuition for this would be greatly appreciated. best wishes, Chris
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