NAG Library Manual, Mark 29.3
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NAG CL Interface Introduction
Example description

nag_correg_lmm_init (g02jfc) 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                 = 617.1197
Sigma**2                         = 0.0004
Parameter Estimates

Random Effects
Parameter                        Estimate     Standard Error
F03_1.F10_1.F11_1.F12_1           2.1566         3.7320
F03_1.F10_1.F11_2.F12_1          -3.1562         3.8624
F03_1.F10_1.F11_3.F12_1           0.4216         4.0146
F03_1.F10_2.F11_1.F12_1           1.4448         3.3293
F03_1.F10_2.F11_2.F12_1           4.3449         3.6258
F03_1.F10_2.F11_3.F12_1           1.2785         3.4331
F03_2.F10_1.F11_1.F12_1           1.7769         3.8543
F03_2.F10_1.F11_2.F12_1           2.8856         4.6985
F03_2.F10_1.F11_3.F12_1           0.2268         3.4265
F03_2.F10_2.F11_1.F12_1          -2.8634         3.3533
F03_2.F10_2.F11_2.F12_1          -4.4285         3.4096
F03_2.F10_2.F11_3.F12_1          -1.6652         3.8605
F04_1.F10_1.F11_1.F12_1           0.5583         3.0508
F04_1.F10_1.F11_2.F12_1          -4.6811         2.2236
F04_1.F10_1.F11_3.F12_1          -1.0626         2.3505
F04_1.F10_2.F11_1.F12_1           3.6811         2.2253
F04_1.F10_2.F11_2.F12_1          -1.0798         3.1008
F04_2.F10_1.F11_2.F12_1           5.5794         2.1390
F04_2.F10_2.F11_1.F12_1          -1.9988         2.2929
F04_2.F10_2.F11_2.F12_1           1.0536         2.9612
F04_2.F10_2.F11_3.F12_1           0.7332         2.6958
F04_3.F10_1.F11_1.F12_1           0.6776         3.0358
F04_3.F10_1.F11_2.F12_1          -0.9832         2.2841
F04_3.F10_1.F11_3.F12_1           1.2664         2.5276
F04_3.F10_2.F11_1.F12_1          -2.1281         1.9896
F04_3.F10_2.F11_3.F12_1          -0.8547         2.7819
F05_1.F11_1.F12_1                -0.5540         2.8120
F05_1.F11_2.F12_1                 1.5151         2.9154
F05_1.F11_3.F12_1                 1.7892         3.1214
F05_2.F11_1.F12_1                 1.9179         2.7500
F05_2.F11_2.F12_1                -1.7072         2.8715
F05_2.F11_3.F12_1                -1.6473         3.1579
F06_1.F11_1.F12_1                 0.6925         3.6813
F06_1.F11_2.F12_1                 0.2154         3.9398
F06_1.F11_3.F12_1                -1.2268         3.8853
F06_2.F11_1.F12_1                -2.2632         3.1202
F06_2.F11_2.F12_1                -3.7591         4.2153
F06_2.F11_3.F12_1                 4.6247         3.6412
F06_3.F11_1.F12_1                 4.3216         3.1131
F06_3.F11_2.F12_1                 3.1563         4.7621
F06_3.F11_3.F12_1                -3.1117         3.1648
F07.F12_1                         0.6016         0.4634
F08_1.F12_1                       1.5887         1.2518
F08_2.F12_1                      -0.7951         1.4856
F08_3.F12_1                       0.3798         1.6037
F08_4.F12_1                      -0.8295         1.6629
F09_1.F12_1                       0.5197         1.5510
F09_2.F12_1                       0.0156         1.8248
F09_3.F12_1                      -0.1723         1.8271
F09_4.F12_1                       0.4305         1.9494
F09_5.F12_1                      -0.1412         2.0379
F03_1.F10_1.F11_1.F12_2           6.3424         3.3173
F03_1.F10_1.F11_2.F12_2         -10.2379         3.2977
F03_1.F10_1.F11_3.F12_2           4.9485         3.9465
F03_1.F10_2.F11_1.F12_2           1.6342         3.7874
F03_1.F10_2.F11_2.F12_2          -1.3161         3.1545
F03_1.F10_2.F11_3.F12_2          -4.5419         3.2940
F03_2.F10_1.F11_1.F12_2           5.7538         3.3626
F03_2.F10_1.F11_2.F12_2           3.2457         4.0593
F03_2.F10_1.F11_3.F12_2           0.0987         3.5531
F03_2.F10_2.F11_1.F12_2          -2.8693         3.8549
F03_2.F10_2.F11_2.F12_2           8.2719         3.9322
F03_2.F10_2.F11_3.F12_2          -3.9095         4.0163
F04_1.F10_1.F11_2.F12_2          -2.8362         2.2599
F04_1.F10_1.F11_3.F12_2           3.0791         2.1790
F04_1.F10_2.F11_1.F12_2          -0.9274         2.7266
F04_1.F10_2.F11_2.F12_2          -0.4813         2.3705
F04_1.F10_2.F11_3.F12_2          -0.4456         2.6194
F04_2.F10_1.F11_1.F12_2           2.5053         2.6520
F04_2.F10_1.F11_2.F12_2           0.2805         2.9513
F04_2.F10_1.F11_3.F12_2          -1.9469         2.3796
F04_2.F10_2.F11_2.F12_2           2.6668         2.4832
F04_2.F10_2.F11_3.F12_2          -1.5462         2.6514
F04_3.F10_1.F11_1.F12_2           1.2953         2.6978
F04_3.F10_1.F11_2.F12_2           0.3587         2.8663
F04_3.F10_1.F11_3.F12_2           0.4536         2.1984
F04_3.F10_2.F11_1.F12_2           0.5394         2.7100
F04_3.F10_2.F11_3.F12_2          -0.6636         2.8738
F05_1.F11_1.F12_2                 4.9921         3.0570
F05_1.F11_2.F12_2                -0.3947         3.0751
F05_1.F11_3.F12_2                -1.0471         3.0732
F05_2.F11_1.F12_2                 0.8986         3.0576
F05_2.F11_2.F12_2                 0.3750         3.0579
F05_2.F11_3.F12_2                -0.7991         2.9597
F06_1.F11_1.F12_2                 7.0091         3.7851
F06_1.F11_2.F12_2                 6.9902         3.2654
F06_1.F11_3.F12_2                 2.7549         3.8142
F06_2.F11_1.F12_2                -1.3173         3.1348
F06_2.F11_2.F12_2                -1.0683         3.5699
F06_2.F11_3.F12_2                -6.3441         3.2624
F06_3.F11_1.F12_2                 6.1881         3.4928
F06_3.F11_2.F12_2                -5.9617         3.6688
F06_3.F11_3.F12_2                -0.1341         3.5956
F07.F12_2                         0.1533         0.5196
F08_1.F12_2                       1.6630         1.8224
F08_2.F12_2                      -0.6835         1.6502
F08_3.F12_2                      -0.0959         1.5604
F08_4.F12_2                       0.1696         1.4537
F09_1.F12_2                       1.0203         2.2901
F09_2.F12_2                       6.4354         1.7420
F09_3.F12_2                      -1.5942         1.7761
F09_4.F12_2                       0.0955         1.9436
F09_5.F12_2                      -3.9588         1.7124
F03_1.F10_1.F11_1.F12_3          10.9751         3.2085
F03_1.F10_1.F11_2.F12_3          -3.3222         3.4246
F03_1.F10_1.F11_3.F12_3           8.5902         4.0894
F03_1.F10_2.F11_1.F12_3          -6.2719         3.3190
F03_1.F10_2.F11_2.F12_3           6.6372         3.9751
F03_1.F10_2.F11_3.F12_3          -4.5747         3.9475
F03_2.F10_1.F11_1.F12_3          -1.0674         3.7219
F03_2.F10_1.F11_2.F12_3          -0.3111         3.2221
F03_2.F10_1.F11_3.F12_3          -1.6058         3.2906
F03_2.F10_2.F11_1.F12_3          -9.2923         3.7884
F03_2.F10_2.F11_2.F12_3          -5.4249         3.4039
F03_2.F10_2.F11_3.F12_3          -4.1752         3.0911
F04_1.F10_1.F11_1.F12_3          -2.8350         2.2037
F04_1.F10_1.F11_2.F12_3           1.6131         2.3970
F04_1.F10_1.F11_3.F12_3           3.2575         2.5450
F04_1.F10_2.F11_1.F12_3          -2.8586         2.3728
F04_1.F10_2.F11_2.F12_3          -3.2357         2.8565
F04_1.F10_2.F11_3.F12_3           1.0578         2.5496
F04_2.F10_1.F11_1.F12_3           3.7075         2.7912
F04_2.F10_1.F11_2.F12_3          -3.0099         2.9300
F04_2.F10_2.F11_2.F12_3           1.5313         2.8232
F04_2.F10_2.F11_3.F12_3          -4.4284         2.2029
F04_3.F10_1.F11_1.F12_3           2.2405         2.2796
F04_3.F10_1.F11_2.F12_3           0.2552         2.7229
F04_3.F10_1.F11_3.F12_3          -1.0630         2.8692
F04_3.F10_2.F11_1.F12_3          -2.0316         2.2895
F04_3.F10_2.F11_2.F12_3           2.0854         3.0661
F04_3.F10_2.F11_3.F12_3           0.6214         2.5884
F05_1.F11_1.F12_3                 5.4387         3.0091
F05_1.F11_2.F12_3                 4.4193         3.1282
F05_1.F11_3.F12_3                 0.3594         2.9017
F05_2.F11_1.F12_3                -8.5065         3.1099
F05_2.F11_2.F12_3                -5.7324         3.1435
F05_2.F11_3.F12_3                -1.3169         3.0004
F06_1.F11_1.F12_3                -0.9179         3.7257
F06_1.F11_2.F12_3                -5.9992         3.1431
F06_1.F11_3.F12_3                14.5815         3.8519
F06_2.F11_1.F12_3                -2.4920         3.1176
F06_2.F11_2.F12_3                 5.5657         3.2599
F06_2.F11_3.F12_3                -5.2262         3.2578
F06_3.F11_1.F12_3                -2.7772         3.4083
F06_3.F11_2.F12_3                -2.2147         3.1758
F06_3.F11_3.F12_3               -11.2864         3.1821
F07.F12_3                        -0.2970         0.5930
F08_1.F12_3                       2.6255         1.5201
F08_2.F12_3                       0.5048         1.7865
F08_3.F12_3                      -0.1518         1.8905
F08_4.F12_3                      -4.3754         1.4651
F09_1.F12_3                      -4.4219         2.0532
F09_2.F12_3                       3.7058         1.9085
F09_3.F12_3                      -1.7524         1.7894
F09_4.F12_3                       0.4339         1.8210
F09_5.F12_3                      -0.6161         2.3700

Fixed Effects
Parameter                        Estimate     Standard Error
Intercept                         1.5913         2.4106
F01_2                            -1.5994         0.8183
F02_2                            -2.3793         1.0996
F02_3                             0.5328         1.1677

Variance Components
Component                        Estimate
F03.F10.F11.F12                  36.3887
F04.F10.F11.F12                  11.4332
F05.F11.F12                      19.7359
F06.F11.F12                      39.8017
F07.F12                           0.4158
F08.F12                           5.1644
F09.F12                           9.7990