NAG Library Manual, Mark 30
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NAG FL Interface Introduction
Example description

 G02JDF Example Program Results

 Number of observations (N)                    =           90
 Number of random factors (NRF)                =           55
 Number of fixed factors (NFF)                 =            4
 Number of subject levels (NLSV)               =            3
 Rank of X (RNKX)                              =            4
 Effective N (EFFN)                            =           90
 Number of nonzero variance components (NCOV) =            7
 Parameter Estimates

 Random Effects
  Subject: Variable 10 (Level  1) Variable 11 (Level  1) Variable 12 (Level  1)
     Variable  3 (Level  1)         2.1561     3.7946
     Variable  3 (Level  2)         1.8951     3.9284
     Variable  4 (Level  1)         0.6496     3.1617
     Variable  4 (Level  3)         0.7390     3.1424

  Subject: Variable 10 (Level  2) Variable 11 (Level  1) Variable 12 (Level  1)
     Variable  3 (Level  1)         1.4216     3.3773
     Variable  3 (Level  2)        -2.8921     3.3953
     Variable  4 (Level  1)         3.6789     2.3162
     Variable  4 (Level  2)        -1.9742     2.3887
     Variable  4 (Level  3)        -2.2088     2.0697

  Subject: Variable 10 (Level  1) Variable 11 (Level  2) Variable 12 (Level  1)
     Variable  3 (Level  1)        -2.9659     3.9127
     Variable  3 (Level  2)         2.7951     4.7183
     Variable  4 (Level  1)        -4.7330     2.3094
     Variable  4 (Level  2)         5.5161     2.2330
     Variable  4 (Level  3)        -0.8417     2.3826

  Subject: Variable 10 (Level  2) Variable 11 (Level  2) Variable 12 (Level  1)
     Variable  3 (Level  1)         4.2202     3.6675
     Variable  3 (Level  2)        -4.3883     3.4424
     Variable  4 (Level  1)        -1.1391     3.2187
     Variable  4 (Level  2)         1.0814     3.0654

  Subject: Variable 10 (Level  1) Variable 11 (Level  3) Variable 12 (Level  1)
     Variable  3 (Level  1)         0.3391     4.0647
     Variable  3 (Level  2)         0.1502     3.4787
     Variable  4 (Level  1)        -1.0026     2.4363
     Variable  4 (Level  3)         1.1703     2.6365

  Subject: Variable 10 (Level  2) Variable 11 (Level  3) Variable 12 (Level  1)
     Variable  3 (Level  1)         1.2658     3.4819
     Variable  3 (Level  2)        -1.5356     3.9097
     Variable  4 (Level  2)         0.7992     2.7902
     Variable  4 (Level  3)        -0.8916     2.8763

  Subject: Variable 11 (Level  1) Variable 12 (Level  1)
     Variable  5 (Level  1)        -0.4885     2.8206
     Variable  5 (Level  2)         1.8829     2.7530
     Variable  6 (Level  1)         0.9249     3.7747
     Variable  6 (Level  2)        -2.3568     3.1624
     Variable  6 (Level  3)         4.3117     3.1474

  Subject: Variable 11 (Level  2) Variable 12 (Level  1)
     Variable  5 (Level  1)         1.3898     2.9362
     Variable  5 (Level  2)        -1.5729     2.8909
     Variable  6 (Level  1)         0.2111     3.9967
     Variable  6 (Level  2)        -3.7083     4.2866
     Variable  6 (Level  3)         3.1190     4.7983

  Subject: Variable 11 (Level  3) Variable 12 (Level  1)
     Variable  5 (Level  1)         1.7352     3.1370
     Variable  5 (Level  2)        -1.6165     3.1713
     Variable  6 (Level  1)        -1.1102     3.9374
     Variable  6 (Level  2)         4.4877     3.6980
     Variable  6 (Level  3)        -3.1325     3.1966

  Subject: Variable 12 (Level  1)
     Variable  7                    0.6827     0.5060
     Variable  8 (Level  1)         1.5964     1.3206
     Variable  8 (Level  2)        -0.7533     1.5663
     Variable  8 (Level  3)         0.4035     1.6840
     Variable  8 (Level  4)        -0.8523     1.7518
     Variable  9 (Level  1)         0.5699     1.6236
     Variable  9 (Level  2)         0.0012     1.9111
     Variable  9 (Level  3)        -0.2850     1.9245
     Variable  9 (Level  4)         0.4468     2.0329
     Variable  9 (Level  5)         0.0030     2.1390

  Subject: Variable 10 (Level  1) Variable 11 (Level  1) Variable 12 (Level  2)
     Variable  3 (Level  1)         6.2551     3.3595
     Variable  3 (Level  2)         5.6085     3.4127
     Variable  4 (Level  2)         2.6922     2.7542
     Variable  4 (Level  3)         1.3742     2.8068

  Subject: Variable 10 (Level  2) Variable 11 (Level  1) Variable 12 (Level  2)
     Variable  3 (Level  1)         1.5647     3.8353
     Variable  3 (Level  2)        -2.7565     3.9041
     Variable  4 (Level  1)        -0.8621     2.8257
     Variable  4 (Level  3)         0.4536     2.8070

  Subject: Variable 10 (Level  1) Variable 11 (Level  2) Variable 12 (Level  2)
     Variable  3 (Level  1)       -10.1544     3.3433
     Variable  3 (Level  2)         3.2446     4.1221
     Variable  4 (Level  1)        -2.9419     2.3508
     Variable  4 (Level  2)         0.2510     3.0675
     Variable  4 (Level  3)         0.3224     2.9710

  Subject: Variable 10 (Level  2) Variable 11 (Level  2) Variable 12 (Level  2)
     Variable  3 (Level  1)        -1.3577     3.1925
     Variable  3 (Level  2)         8.1277     3.9975
     Variable  4 (Level  1)        -0.4290     2.4578
     Variable  4 (Level  2)         2.7495     2.5821

  Subject: Variable 10 (Level  1) Variable 11 (Level  3) Variable 12 (Level  2)
     Variable  3 (Level  1)         4.8432     4.0069
     Variable  3 (Level  2)         0.0370     3.6006
     Variable  4 (Level  1)         3.0713     2.2706
     Variable  4 (Level  2)        -1.8899     2.4756
     Variable  4 (Level  3)         0.4914     2.2914

  Subject: Variable 10 (Level  2) Variable 11 (Level  3) Variable 12 (Level  2)
     Variable  3 (Level  1)        -4.4766     3.3355
     Variable  3 (Level  2)        -3.7936     4.0759
     Variable  4 (Level  1)        -0.5459     2.7097
     Variable  4 (Level  2)        -1.5619     2.7412
     Variable  4 (Level  3)        -0.7269     2.9735

  Subject: Variable 11 (Level  1) Variable 12 (Level  2)
     Variable  5 (Level  1)         4.8653     3.0706
     Variable  5 (Level  2)         0.9011     3.0696
     Variable  6 (Level  1)         6.9277     3.8411
     Variable  6 (Level  2)        -1.3108     3.1667
     Variable  6 (Level  3)         6.2916     3.5327

  Subject: Variable 11 (Level  2) Variable 12 (Level  2)
     Variable  5 (Level  1)        -0.4047     3.0956
     Variable  5 (Level  2)         0.3291     3.0784
     Variable  6 (Level  1)         6.9096     3.3073
     Variable  6 (Level  2)        -1.0680     3.6213
     Variable  6 (Level  3)        -5.9977     3.7299

  Subject: Variable 11 (Level  3) Variable 12 (Level  2)
     Variable  5 (Level  1)        -1.0925     3.0994
     Variable  5 (Level  2)        -0.7392     2.9900
     Variable  6 (Level  1)         2.7758     3.8748
     Variable  6 (Level  2)        -6.3526     3.3014
     Variable  6 (Level  3)        -0.2060     3.6481

  Subject: Variable 12 (Level  2)
     Variable  7                    0.1711     0.5785
     Variable  8 (Level  1)         1.7186     1.9143
     Variable  8 (Level  2)        -0.6768     1.7352
     Variable  8 (Level  3)        -0.0439     1.6395
     Variable  8 (Level  4)         0.1463     1.5358
     Variable  9 (Level  1)         0.9761     2.3930
     Variable  9 (Level  2)         6.5436     1.8193
     Variable  9 (Level  3)        -1.5504     1.8527
     Variable  9 (Level  4)         0.1047     2.0244
     Variable  9 (Level  5)        -3.9386     1.7937

  Subject: Variable 10 (Level  1) Variable 11 (Level  1) Variable 12 (Level  3)
     Variable  3 (Level  1)        10.6802     3.2596
     Variable  3 (Level  2)        -1.0290     3.7842
     Variable  4 (Level  1)        -2.8612     2.2917
     Variable  4 (Level  2)         3.9265     2.8934
     Variable  4 (Level  3)         2.2427     2.3737

  Subject: Variable 10 (Level  2) Variable 11 (Level  1) Variable 12 (Level  3)
     Variable  3 (Level  1)        -6.2076     3.3642
     Variable  3 (Level  2)        -8.7670     3.8463
     Variable  4 (Level  1)        -2.9251     2.4657
     Variable  4 (Level  3)        -2.2077     2.3743

  Subject: Variable 10 (Level  1) Variable 11 (Level  2) Variable 12 (Level  3)
     Variable  3 (Level  1)        -3.3334     3.4665
     Variable  3 (Level  2)        -0.3111     3.2650
     Variable  4 (Level  1)         1.5131     2.4890
     Variable  4 (Level  2)        -3.0345     3.0562
     Variable  4 (Level  3)         0.2722     2.8300

  Subject: Variable 10 (Level  2) Variable 11 (Level  2) Variable 12 (Level  3)
     Variable  3 (Level  1)         6.5905     4.0386
     Variable  3 (Level  2)        -5.3168     3.4549
     Variable  4 (Level  1)        -3.5280     2.9663
     Variable  4 (Level  2)         1.7056     2.9293
     Variable  4 (Level  3)         2.2590     3.1780

  Subject: Variable 10 (Level  1) Variable 11 (Level  3) Variable 12 (Level  3)
     Variable  3 (Level  1)         8.1889     4.1429
     Variable  3 (Level  2)        -1.5388     3.3333
     Variable  4 (Level  1)         3.4338     2.6376
     Variable  4 (Level  3)        -1.1544     2.9885

  Subject: Variable 10 (Level  2) Variable 11 (Level  3) Variable 12 (Level  3)
     Variable  3 (Level  1)        -4.4243     4.0049
     Variable  3 (Level  2)        -4.1349     3.1248
     Variable  4 (Level  1)         1.0460     2.6550
     Variable  4 (Level  2)        -4.4844     2.2843
     Variable  4 (Level  3)         0.5046     2.6926

  Subject: Variable 11 (Level  1) Variable 12 (Level  3)
     Variable  5 (Level  1)         5.3030     3.0278
     Variable  5 (Level  2)        -8.1794     3.1335
     Variable  6 (Level  1)        -0.8188     3.7810
     Variable  6 (Level  2)        -2.5078     3.1514
     Variable  6 (Level  3)        -2.6138     3.4600

  Subject: Variable 11 (Level  2) Variable 12 (Level  3)
     Variable  5 (Level  1)         4.3331     3.1489
     Variable  5 (Level  2)        -5.6142     3.1649
     Variable  6 (Level  1)        -5.8804     3.1770
     Variable  6 (Level  2)         5.4265     3.3006
     Variable  6 (Level  3)        -2.1917     3.2156

  Subject: Variable 11 (Level  3) Variable 12 (Level  3)
     Variable  5 (Level  1)         0.4305     2.9144
     Variable  5 (Level  2)        -1.4620     3.0119
     Variable  6 (Level  1)        14.3595     3.9254
     Variable  6 (Level  2)        -5.2399     3.3099
     Variable  6 (Level  3)       -11.2498     3.2212

  Subject: Variable 12 (Level  3)
     Variable  7                   -0.3839     0.6755
     Variable  8 (Level  1)         2.7549     1.6017
     Variable  8 (Level  2)         0.4377     1.8826
     Variable  8 (Level  3)        -0.2261     1.9909
     Variable  8 (Level  4)        -4.5051     1.5398
     Variable  9 (Level  1)        -4.7091     2.1458
     Variable  9 (Level  2)         3.7940     1.9872
     Variable  9 (Level  3)        -1.7994     1.8614
     Variable  9 (Level  4)         0.4480     1.9016
     Variable  9 (Level  5)        -0.6047     2.4729

 Fixed Effects
   Intercept                        1.6433     2.4596
   Variable  1 (Level  2)          -1.6224     0.8549
   Variable  2 (Level  2)          -2.4817     1.1414
   Variable  2 (Level  3)           0.4624     1.2133

 Variance Components
  Estimate      Parameter        Subject
   36.32491      Variable  3     Variables 10 11 12 
   12.45090      Variable  4     Variables 10 11 12 
   19.62767      Variable  5     Variables 11 12 
   40.53480      Variable  6     Variables 11 12 
    0.56320      Variable  7     Variables 12 
    5.81968      Variable  8     Variables 12 
   10.86069      Variable  9     Variables 12 

 SIGMA**2         =         0.00239
 -2LOG LIKELIHOOD =       608.19449