NAG Library Manual, Mark 28.6
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NAG FL Interface Introduction
Example description

 G02JHF Example Program Results

 Number of observations           = 90
 Total number of random factors   = 159
 Total number of fixed factors    = 4
 Rank of X                        = 4
 Effective N                      = 90
 -2Log Likelihood                 = 608.1945
 Sigma**2                         = 0.0024
 Parameter Estimates

 Random Effects
 Parameter                                          Estimate     Standard Error
 F03 (Lvl 1).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 1)     2.1561         3.7946
 F03 (Lvl 1).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 1)    -2.9659         3.9127
 F03 (Lvl 1).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 1)     0.3391         4.0647
 F03 (Lvl 1).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 1)     1.4216         3.3773
 F03 (Lvl 1).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 1)     4.2202         3.6675
 F03 (Lvl 1).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 1)     1.2658         3.4819
 F03 (Lvl 2).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 1)     1.8951         3.9284
 F03 (Lvl 2).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 1)     2.7951         4.7183
 F03 (Lvl 2).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 1)     0.1502         3.4787
 F03 (Lvl 2).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 1)    -2.8921         3.3953
 F03 (Lvl 2).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 1)    -4.3883         3.4424
 F03 (Lvl 2).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 1)    -1.5356         3.9097
 F04 (Lvl 1).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 1)     0.6496         3.1617
 F04 (Lvl 1).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 1)    -4.7330         2.3094
 F04 (Lvl 1).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 1)    -1.0026         2.4363
 F04 (Lvl 1).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 1)     3.6789         2.3162
 F04 (Lvl 1).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 1)    -1.1391         3.2187
 F04 (Lvl 2).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 1)     5.5161         2.2330
 F04 (Lvl 2).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 1)    -1.9742         2.3887
 F04 (Lvl 2).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 1)     1.0814         3.0654
 F04 (Lvl 2).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 1)     0.7992         2.7902
 F04 (Lvl 3).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 1)     0.7390         3.1424
 F04 (Lvl 3).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 1)    -0.8417         2.3826
 F04 (Lvl 3).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 1)     1.1703         2.6365
 F04 (Lvl 3).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 1)    -2.2088         2.0697
 F04 (Lvl 3).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 1)    -0.8916         2.8763
 F05 (Lvl 1).F11 (Lvl 1).F12 (Lvl 1)                -0.4885         2.8206
 F05 (Lvl 1).F11 (Lvl 2).F12 (Lvl 1)                 1.3898         2.9362
 F05 (Lvl 1).F11 (Lvl 3).F12 (Lvl 1)                 1.7352         3.1370
 F05 (Lvl 2).F11 (Lvl 1).F12 (Lvl 1)                 1.8829         2.7530
 F05 (Lvl 2).F11 (Lvl 2).F12 (Lvl 1)                -1.5729         2.8909
 F05 (Lvl 2).F11 (Lvl 3).F12 (Lvl 1)                -1.6165         3.1713
 F06 (Lvl 1).F11 (Lvl 1).F12 (Lvl 1)                 0.9249         3.7747
 F06 (Lvl 1).F11 (Lvl 2).F12 (Lvl 1)                 0.2111         3.9967
 F06 (Lvl 1).F11 (Lvl 3).F12 (Lvl 1)                -1.1102         3.9374
 F06 (Lvl 2).F11 (Lvl 1).F12 (Lvl 1)                -2.3568         3.1624
 F06 (Lvl 2).F11 (Lvl 2).F12 (Lvl 1)                -3.7083         4.2866
 F06 (Lvl 2).F11 (Lvl 3).F12 (Lvl 1)                 4.4877         3.6980
 F06 (Lvl 3).F11 (Lvl 1).F12 (Lvl 1)                 4.3117         3.1474
 F06 (Lvl 3).F11 (Lvl 2).F12 (Lvl 1)                 3.1190         4.7983
 F06 (Lvl 3).F11 (Lvl 3).F12 (Lvl 1)                -3.1325         3.1966
 F07.F12 (Lvl 1)                                     0.6827         0.5060
 F08 (Lvl 1).F12 (Lvl 1)                             1.5964         1.3206
 F08 (Lvl 2).F12 (Lvl 1)                            -0.7533         1.5663
 F08 (Lvl 3).F12 (Lvl 1)                             0.4035         1.6840
 F08 (Lvl 4).F12 (Lvl 1)                            -0.8523         1.7518
 F09 (Lvl 1).F12 (Lvl 1)                             0.5699         1.6236
 F09 (Lvl 2).F12 (Lvl 1)                             0.0012         1.9111
 F09 (Lvl 3).F12 (Lvl 1)                            -0.2850         1.9245
 F09 (Lvl 4).F12 (Lvl 1)                             0.4468         2.0329
 F09 (Lvl 5).F12 (Lvl 1)                             0.0030         2.1390
 F03 (Lvl 1).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 2)     6.2551         3.3595
 F03 (Lvl 1).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 2)   -10.1544         3.3433
 F03 (Lvl 1).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 2)     4.8432         4.0069
 F03 (Lvl 1).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 2)     1.5647         3.8353
 F03 (Lvl 1).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 2)    -1.3577         3.1925
 F03 (Lvl 1).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 2)    -4.4766         3.3355
 F03 (Lvl 2).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 2)     5.6085         3.4127
 F03 (Lvl 2).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 2)     3.2446         4.1221
 F03 (Lvl 2).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 2)     0.0370         3.6006
 F03 (Lvl 2).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 2)    -2.7565         3.9041
 F03 (Lvl 2).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 2)     8.1277         3.9975
 F03 (Lvl 2).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 2)    -3.7936         4.0759
 F04 (Lvl 1).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 2)    -2.9419         2.3508
 F04 (Lvl 1).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 2)     3.0713         2.2706
 F04 (Lvl 1).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 2)    -0.8621         2.8257
 F04 (Lvl 1).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 2)    -0.4290         2.4578
 F04 (Lvl 1).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 2)    -0.5459         2.7097
 F04 (Lvl 2).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 2)     2.6922         2.7542
 F04 (Lvl 2).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 2)     0.2510         3.0675
 F04 (Lvl 2).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 2)    -1.8899         2.4756
 F04 (Lvl 2).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 2)     2.7495         2.5821
 F04 (Lvl 2).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 2)    -1.5619         2.7412
 F04 (Lvl 3).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 2)     1.3742         2.8068
 F04 (Lvl 3).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 2)     0.3224         2.9710
 F04 (Lvl 3).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 2)     0.4914         2.2914
 F04 (Lvl 3).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 2)     0.4536         2.8070
 F04 (Lvl 3).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 2)    -0.7269         2.9735
 F05 (Lvl 1).F11 (Lvl 1).F12 (Lvl 2)                 4.8653         3.0706
 F05 (Lvl 1).F11 (Lvl 2).F12 (Lvl 2)                -0.4047         3.0956
 F05 (Lvl 1).F11 (Lvl 3).F12 (Lvl 2)                -1.0925         3.0994
 F05 (Lvl 2).F11 (Lvl 1).F12 (Lvl 2)                 0.9011         3.0696
 F05 (Lvl 2).F11 (Lvl 2).F12 (Lvl 2)                 0.3291         3.0784
 F05 (Lvl 2).F11 (Lvl 3).F12 (Lvl 2)                -0.7392         2.9900
 F06 (Lvl 1).F11 (Lvl 1).F12 (Lvl 2)                 6.9277         3.8411
 F06 (Lvl 1).F11 (Lvl 2).F12 (Lvl 2)                 6.9096         3.3073
 F06 (Lvl 1).F11 (Lvl 3).F12 (Lvl 2)                 2.7758         3.8748
 F06 (Lvl 2).F11 (Lvl 1).F12 (Lvl 2)                -1.3108         3.1667
 F06 (Lvl 2).F11 (Lvl 2).F12 (Lvl 2)                -1.0680         3.6213
 F06 (Lvl 2).F11 (Lvl 3).F12 (Lvl 2)                -6.3526         3.3014
 F06 (Lvl 3).F11 (Lvl 1).F12 (Lvl 2)                 6.2916         3.5327
 F06 (Lvl 3).F11 (Lvl 2).F12 (Lvl 2)                -5.9977         3.7299
 F06 (Lvl 3).F11 (Lvl 3).F12 (Lvl 2)                -0.2060         3.6481
 F07.F12 (Lvl 2)                                     0.1711         0.5785
 F08 (Lvl 1).F12 (Lvl 2)                             1.7186         1.9143
 F08 (Lvl 2).F12 (Lvl 2)                            -0.6768         1.7352
 F08 (Lvl 3).F12 (Lvl 2)                            -0.0439         1.6395
 F08 (Lvl 4).F12 (Lvl 2)                             0.1463         1.5358
 F09 (Lvl 1).F12 (Lvl 2)                             0.9761         2.3930
 F09 (Lvl 2).F12 (Lvl 2)                             6.5436         1.8193
 F09 (Lvl 3).F12 (Lvl 2)                            -1.5504         1.8527
 F09 (Lvl 4).F12 (Lvl 2)                             0.1047         2.0244
 F09 (Lvl 5).F12 (Lvl 2)                            -3.9386         1.7937
 F03 (Lvl 1).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 3)    10.6802         3.2596
 F03 (Lvl 1).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 3)    -3.3334         3.4665
 F03 (Lvl 1).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 3)     8.1889         4.1429
 F03 (Lvl 1).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 3)    -6.2076         3.3642
 F03 (Lvl 1).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 3)     6.5905         4.0386
 F03 (Lvl 1).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 3)    -4.4243         4.0049
 F03 (Lvl 2).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 3)    -1.0290         3.7842
 F03 (Lvl 2).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 3)    -0.3111         3.2650
 F03 (Lvl 2).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 3)    -1.5388         3.3333
 F03 (Lvl 2).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 3)    -8.7670         3.8463
 F03 (Lvl 2).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 3)    -5.3168         3.4549
 F03 (Lvl 2).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 3)    -4.1349         3.1248
 F04 (Lvl 1).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 3)    -2.8612         2.2917
 F04 (Lvl 1).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 3)     1.5131         2.4890
 F04 (Lvl 1).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 3)     3.4338         2.6376
 F04 (Lvl 1).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 3)    -2.9251         2.4657
 F04 (Lvl 1).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 3)    -3.5280         2.9663
 F04 (Lvl 1).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 3)     1.0460         2.6550
 F04 (Lvl 2).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 3)     3.9265         2.8934
 F04 (Lvl 2).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 3)    -3.0345         3.0562
 F04 (Lvl 2).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 3)     1.7056         2.9293
 F04 (Lvl 2).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 3)    -4.4844         2.2843
 F04 (Lvl 3).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 3)     2.2427         2.3737
 F04 (Lvl 3).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 3)     0.2722         2.8300
 F04 (Lvl 3).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 3)    -1.1544         2.9885
 F04 (Lvl 3).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 3)    -2.2077         2.3743
 F04 (Lvl 3).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 3)     2.2590         3.1780
 F04 (Lvl 3).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 3)     0.5046         2.6926
 F05 (Lvl 1).F11 (Lvl 1).F12 (Lvl 3)                 5.3030         3.0278
 F05 (Lvl 1).F11 (Lvl 2).F12 (Lvl 3)                 4.3331         3.1489
 F05 (Lvl 1).F11 (Lvl 3).F12 (Lvl 3)                 0.4305         2.9144
 F05 (Lvl 2).F11 (Lvl 1).F12 (Lvl 3)                -8.1794         3.1335
 F05 (Lvl 2).F11 (Lvl 2).F12 (Lvl 3)                -5.6142         3.1649
 F05 (Lvl 2).F11 (Lvl 3).F12 (Lvl 3)                -1.4620         3.0119
 F06 (Lvl 1).F11 (Lvl 1).F12 (Lvl 3)                -0.8188         3.7810
 F06 (Lvl 1).F11 (Lvl 2).F12 (Lvl 3)                -5.8804         3.1770
 F06 (Lvl 1).F11 (Lvl 3).F12 (Lvl 3)                14.3595         3.9254
 F06 (Lvl 2).F11 (Lvl 1).F12 (Lvl 3)                -2.5078         3.1514
 F06 (Lvl 2).F11 (Lvl 2).F12 (Lvl 3)                 5.4265         3.3006
 F06 (Lvl 2).F11 (Lvl 3).F12 (Lvl 3)                -5.2399         3.3099
 F06 (Lvl 3).F11 (Lvl 1).F12 (Lvl 3)                -2.6138         3.4600
 F06 (Lvl 3).F11 (Lvl 2).F12 (Lvl 3)                -2.1917         3.2156
 F06 (Lvl 3).F11 (Lvl 3).F12 (Lvl 3)               -11.2498         3.2212
 F07.F12 (Lvl 3)                                    -0.3839         0.6755
 F08 (Lvl 1).F12 (Lvl 3)                             2.7549         1.6017
 F08 (Lvl 2).F12 (Lvl 3)                             0.4377         1.8826
 F08 (Lvl 3).F12 (Lvl 3)                            -0.2261         1.9909
 F08 (Lvl 4).F12 (Lvl 3)                            -4.5051         1.5398
 F09 (Lvl 1).F12 (Lvl 3)                            -4.7091         2.1458
 F09 (Lvl 2).F12 (Lvl 3)                             3.7940         1.9872
 F09 (Lvl 3).F12 (Lvl 3)                            -1.7994         1.8614
 F09 (Lvl 4).F12 (Lvl 3)                             0.4480         1.9016
 F09 (Lvl 5).F12 (Lvl 3)                            -0.6047         2.4729

 Fixed Effects
 Parameter                                          Estimate     Standard Error
 Intercept                                           1.6433         2.4596
 F01 (Lvl 2)                                        -1.6224         0.8549
 F02 (Lvl 2)                                        -2.4817         1.1414
 F02 (Lvl 3)                                         0.4624         1.2133

 Variance Components
 Component                                          Estimate
 F03.F10.F11.F12                                    36.3249
 F04.F10.F11.F12                                    12.4509
 F05.F11.F12                                        19.6277
 F06.F11.F12                                        40.5348
 F07.F12                                             0.5632
 F08.F12                                             5.8197
 F09.F12                                            10.8607