Central to the idea of variance components models is the idea of fixed and random effects. Each effect in a variance components model must be classified as either a fixed or a random effect. Fixed ...

The MODEL statement names a single dependent variable and the fixed effects, which determine the X matrix of the mixed model (see the "Parameterization of Mixed Models" section for details). The ...

This is one in a series of lecture notes which, if tied together into a textbook, might be entitled "Practical Regression." The purpose of the notes is to supplement the theoretical content of most ...

We propose a portmanteau test for serial correlation of the error term in a fixed effects model. The test is derived as a Lagrange multiplier test, but it also has a ...