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The GLM Procedure

Example 30.8: Mixed Model Analysis of Variance Using the RANDOM Statement

Milliken and Johnson (1984) present an example of an unbalanced mixed model. Three machines, which are considered as a fixed effect, and six employees, which are considered a random effect, are studied. Each employee operates each machine for either one, two, or three different times. The dependent variable is an overall rating, which takes into account the number and quality of components produced.

The following statements form the data set and perform a mixed model analysis of variance by requesting the TEST option in the RANDOM statement. Note that the machine*person interaction is declared as a random effect; in general, when an interaction involves a random effect, it too should be declared as random. The results of the analysis are shown in Output 30.8.1 through Output 30.8.4.

   data machine;
      input machine person rating @@;
      datalines;
   1 1 52.0  1 2 51.8  1 2 52.8  1 3 60.0  1 4 51.1  1 4 52.3
   1 5 50.9  1 5 51.8  1 5 51.4  1 6 46.4  1 6 44.8  1 6 49.2
   2 1 64.0  2 2 59.7  2 2 60.0  2 2 59.0  2 3 68.6  2 3 65.8
   2 4 63.2  2 4 62.8  2 4 62.2  2 5 64.8  2 5 65.0  2 6 43.7
   2 6 44.2  2 6 43.0  3 1 67.5  3 1 67.2  3 1 66.9  3 2 61.5
   3 2 61.7  3 2 62.3  3 3 70.8  3 3 70.6  3 3 71.0  3 4 64.1
   3 4 66.2  3 4 64.0  3 5 72.1  3 5 72.0  3 5 71.1  3 6 62.0
   3 6 61.4  3 6 60.5
   ;

   proc glm data=machine;
      class machine person;
      model rating=machine person machine*person;
      random person machine*person / test;
   run;

The TEST option in the RANDOM statement requests that PROC GLM determine the appropriate F-tests based on person and machine*person being treated as random effects. As you can see in Output 30.8.4, this requires that a linear combination of mean squares be constructed to test both the machine and person hypotheses; thus, F-tests using Satterthwaite approximations are used.

Output 30.8.1: Summary Information on Groups

The GLM Procedure

Class Level Information
Class Levels Values
machine 3 1 2 3
person 6 1 2 3 4 5 6

Number of observations 44

Output 30.8.2: Fixed-Effect Model Analysis of Variance

The GLM Procedure
Dependent Variable: rating

Source DF Sum of Squares Mean Square F Value Pr > F
Model 17 3061.743333 180.102549 206.41 <.0001
Error 26 22.686667 0.872564    
Corrected Total 43 3084.430000      

R-Square Coeff Var Root MSE rating Mean
0.992645 1.560754 0.934111 59.85000

Source DF Type I SS Mean Square F Value Pr > F
machine 2 1648.664722 824.332361 944.72 <.0001
person 5 1008.763583 201.752717 231.22 <.0001
machine*person 10 404.315028 40.431503 46.34 <.0001

Source DF Type III SS Mean Square F Value Pr > F
machine 2 1238.197626 619.098813 709.52 <.0001
person 5 1011.053834 202.210767 231.74 <.0001
machine*person 10 404.315028 40.431503 46.34 <.0001

Output 30.8.3: Expected Values of Type III Mean Squares

The GLM Procedure

Source Type III Expected Mean Square
machine Var(Error) + 2.137 Var(machine*person) + Q(machine)
person Var(Error) + 2.2408 Var(machine*person) + 6.7224 Var(person)
machine*person Var(Error) + 2.3162 Var(machine*person)

Output 30.8.4: Mixed Model Analysis of Variance

The GLM Procedure
Tests of Hypotheses for Mixed Model Analysis of Variance
Dependent Variable: rating

Source DF Type III SS Mean Square F Value Pr > F
machine 2 1238.197626 619.098813 16.57 0.0007
Error 10.036 375.057436 37.370384    
Error: 0.9226*MS(machine*person) + 0.0774*MS(Error)

Source DF Type III SS Mean Square F Value Pr > F
person 5 1011.053834 202.210767 5.17 0.0133
Error 10.015 392.005726 39.143708    
Error: 0.9674*MS(machine*person) + 0.0326*MS(Error)

Source DF Type III SS Mean Square F Value Pr > F
machine*person 10 404.315028 40.431503 46.34 <.0001
Error: MS(Error) 26 22.686667 0.872564    


Note that you can also use the MIXED procedure to analyze mixed models. The following statements use PROC MIXED to reproduce the mixed model analysis of variance; the relevant part of the PROC MIXED results is shown in Output 30.8.5

   proc mixed data=machine method=type3;
      class machine person;
      model rating = machine;
      random person machine*person;
   run;

Output 30.8.5: PROC MIXED Mixed Model Analysis of Variance (Partial Output)

The Mixed Procedure

Type 3 Analysis of Variance
Source DF Sum of Squares Mean Square Expected Mean Square Error Term Error DF F Value Pr > F
machine 2 1238.197626 619.098813 Var(Residual) + 2.137 Var(machine*person) + Q(machine) 0.9226 MS(machine*person) + 0.0774 MS(Residual) 10.036 16.57 0.0007
person 5 1011.053834 202.210767 Var(Residual) + 2.2408 Var(machine*person) + 6.7224 Var(person) 0.9674 MS(machine*person) + 0.0326 MS(Residual) 10.015 5.17 0.0133
machine*person 10 404.315028 40.431503 Var(Residual) + 2.3162 Var(machine*person) MS(Residual) 26 46.34 <.0001
Residual 26 22.686667 0.872564 Var(Residual) . . . .


The advantage of PROC MIXED is that it offers more versatility for mixed models; the disadvantage is that it can be less computationally efficient for large data sets. See Chapter 41, "The MIXED Procedure," for more details.

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