[R] Can anyone help me reproduce this SAS Mixed output??

Philip Turk turk at math.montana.edu
Fri Dec 5 18:49:27 CET 2003


I asked this before and I am going to try again in more applied terms.  I
am trying to use R to extract variance components for a two-factor random
effects model with both factors crossed.  It would also be nice to
generate some confidence intervals as well.  For example, a data set
using SAS Proc Mixed is below followed by the four variance component
estimates and the respective confidence intervals.  Currently, I have been
unable to reproduce this in NLME but I am sure I have not correctly
specified the "random" option.

Any help and/or ideas would be greatly appreciated!

## SAS PROGRAM WITH DATA FOLLOWS

data hw7;
input mpg driver car obs;
cards;
25.3	1	1	1
25.2	1	1	2
28.9	1	2	1
30	1	2	2
24.8	1	3	1
25.1	1	3	2
28.4	1	4	1
27.9	1	4	2
27.1	1	5	1
26.6	1	5	2
33.6	2	1	1
32.9	2	1	2
36.7	2	2	1
36.5	2	2	2
31.7	2	3	1
31.9	2	3	2
35.6	2	4	1
35	2	4	2
33.7	2	5	1
33.9	2	5	2
27.7	3	1	1
28.5	3	1	2
30.7	3	2	1
30.4	3	2	2
26.9	3	3	1
26.3	3	3	2
29.7	3	4	1
30.2	3	4	2
29.2	3	5	1
28.9	3	5	2
29.2	4	1	1
29.3	4	1	2
32.4	4	2	1
32.4	4	2	2
27.7	4	3	1
28.9	4	3	2
31.8	4	4	1
30.7	4	4	2
30.3	4	5	1
29.9	4	5	2
;

proc mixed data = hw7 method = reml cl asycov;
class driver car;
model mpg =;
random driver car driver*car;
run;
quit;

## SELECTED OUTPUT FOLLOWS

Covariance Parameter Estimates

Cov Parm       Estimate     Alpha       Lower       Upper

driver           9.3224      0.05      2.9864      130.79
car              2.9343      0.05      1.0464     24.9038
driver*car      0.01406      0.05    0.001345    3.592E17
Residual         0.1757      0.05      0.1029      0.3665




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