PRINT Subcommand (MIXED command)
The PRINT
subcommand specifies additional output. If no PRINT
subcommand is specified, the default output includes:
- A model dimension summary table
- A covariance parameter estimates table
- A model fit summary table
- A test of fixed effects table
CORB. Asymptotic correlation matrix of the fixed-effects parameter estimates.
COVB. Asymptotic covariance matrix of the fixed-effects parameter estimates.
CPS. Case processing summary. Displays the sorted values of the factors, the repeated measure variables, the repeated measure subjects, the random-effects subjects, and their frequencies.
DESCRIPTIVES. Descriptive statistics. Displays the sample sizes, the means, and the standard deviations of the dependent variable, and covariates (if specified). These statistics are displayed for each distinct combination of the factors.
G. Estimated
covariance matrix of random effects. This keyword is accepted
only when at least one RANDOM
subcommand is specified. Otherwise, it will be ignored. If a SUBJECT
variable is specified for a random
effect, then the common block is displayed.
HISTORY(n). Iteration
history. The table contains the log-likelihood function
value and parameter estimates for every n iterations beginning with the 0th iteration (the initial estimates). The default is to print every
iteration (n = 1). If HISTORY
is specified, the last iteration
is always printed regardless of the value of n.
LMATRIX. Estimable functions. Displays the estimable functions used for testing the fixed effects and for testing the custom hypothesis.
R. Estimated
covariance matrix of residual. This keyword is accepted
only when a REPEATED
subcommand
is specified. Otherwise, it will be ignored. If a SUBJECT
variable is specified, the common
block is displayed.
SOLUTION. A solution for the fixed-effects parameters. The fixed-effects parameter estimates are displayed. Their approximate standard errors are also displayed.
TESTCOV. Tests for the covariance parameters. Displays the asymptotic standard errors and Wald tests for the covariance parameters.