Covariance Structure List (MIXED command)
The following is the list of covariance structures being offered by the MIXED procedure. Unless otherwise implied or stated, the structures are not constrained to be non-negative definite in order to avoid nonlinear constraints and to reduce the optimization complexity. However, the variances are restricted to be non-negative.
- Separate covariance matrices are computed for each random effect; that is, while levels of a given random effect are allowed to co-vary, they are considered independent of the levels of other random effects.
AD1. First-order ante-dependence.
AR1. First-order autoregressive.
ARH1. Heterogenous first-order autoregressive.
ARMA11. Autoregressive moving average (1,1).
CS. Compound symmetry. This structure has constant variance and constant covariance.
CSH. Heterogenous compound symmetry. This structure has non-constant variance and constant correlation.
CSR. Compound symmetry with correlation parameterization. This structure has constant variance and constant covariance.
DIAG. Diagonal. This is a diagonal structure with heterogenous variance. This is the default covariance structure for repeated effects.
FA1. First-order factor analytic with constant diagonal offset (d≥0).
FAH1. First-order factor analytic with heterogenous diagonal offsets (d k≥0).
HF. Huynh-Feldt.
ID. Identity. This is a scaled identity matrix.
TP. Toeplitz
TPH. Heterogenous Toeplitz
UN. Unstructured. This is a completely general covariance matrix.
UNR. Unstructured correlations
VC. Variance components. This is the default covariance structure for random effects. When the variance components structure is specified on a RANDOM subcommand, a scaled identity (ID) structure is assigned to each of the effects specified on the subcommand. If the variance components structure is specified on the REPEATED subcommand, it is replaced by the diagonal (DIAG) structure.