nag_correg_lmm_fit (g02jhc) 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