PROC MIXED in SAS sometimes estimates a non-positive definite matrix of the random effects. However PROC MIXED nonetheless provides the estimates and the standard errors of the fixed effects in such a case. Can we consider that these estimates and standard errors are correct ?
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asked Jun 21, 2012 at 11:56
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You can make valid inferences on the fixed effects as long as the matrix $\mathbf{V}$ is positive definite, where $\mathbf{V}$ is the variance/covariance matrix of the implied marginal model.
Remember to specify the option nobound in the proc mixed statement.
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1$\begingroup$ Thank you, I will check the $V$ matrix. Do you have a reference for your claim ? And why would I specify the nobound option ? $\endgroup$ Commented Jun 21, 2012 at 13:03
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2$\begingroup$ Yes, this is my reference: Linear Mixed Models - A Practical Guide Using Statistical Software (B.West, K.B.Welch and A.T.Galecki) Chapman & Hall/CRC. If the matrix is not positive definite because, for example, one variance is estimated to be negative and you don't specify the
noboundoption, that variance will be forced to be equal to 0. $\endgroup$ Commented Jun 21, 2012 at 13:52 -
$\begingroup$ Ok, thanks. But in my example there is no zero estimated variance. $\endgroup$ Commented Jun 21, 2012 at 14:09
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$\begingroup$ andrea, do I have to use my hands to derive the $V$ matrix or is it possible to get it from SAS ? $\endgroup$ Commented Jun 21, 2012 at 14:46
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1$\begingroup$ Take a look at the option
Vof therandomstatement. $\endgroup$ Commented Jun 21, 2012 at 14:51