V6-SYS.PROC-H023 ***Alert Note***
GLM may not compute the correct error sums of squares solving EMS
Product: STAT
Component: SYS.PROC
Priority: ALERT
If the TEST option is requested on the RANDOM statement and if the
reported ERROR term for a random effect test is "almost all" MS(ERROR),
then PROC GLM and PROC ANOVA will incorrectly report the ERROR DF, ERROR
SS, ERROR MS, F-Value, PR>F under the Tests of Hypothesis for Mixed
Model Analysis of Variance table.
The exact criterion for "almost all" is if
sum_i (l(i) * MS(i))**2 /DF(i)< 1e-8
where: l(i) is the coefficient of the mean square for the non-error
components.
MS(i) is the mean square for the ith component, and
DF(i) is the degrees of freedom for the ith component.
There is no circumvention to this problem in PROC GLM or PROC ANOVA.
However, you may use PROC MIXED rather than PROC GLM or ANOVA. In
general, all RANDOM effects will go on the RANDOM statement (and not on
the MODEL statement) in PROC MIXED.
Keywords:
glm compute incorrect error sums squares solving ems stat incorr df
satterthwaite random test f statisticanova expected mean
H023
SAS Note Revised On: Wed, 20 Nov 2002
System Release Reported Release Fixed
VM/ESA (CMS) 6.09 TS450
OS/390 (MVS) 6.09 TS450
OpenVMS VAX 6.09 TS450
AIX/6000 6.09 TS027
ConvexOS 6.09 TS027
HP-UX Operating Systems 6.09 TS027
Solaris 6.09 TS027
DEC Ultrix 6.09 TS027
OpenVMS Alpha 6.09 TS027
Windows NT 6.09 TS027
Intel ABI 6.10 TS018
Silicon Graphics Unix 6.10 TS018
Macintosh 6.10 TS037
Compaq Tru64 Unix 6.10 TS018
IBM OS/2 6.10 TS019
Windows 3.11 6.10 TS019
AIX/6000 6.11 TS020
HP-UX Operating Systems 6.11 TS020
IBM OS/2 6.11 TS020
Solaris 6.11 TS020
Windows 3.11 6.11 TS020
Intel ABI 6.11 TS040
Silicon Graphics Unix 6.11 TS040
Compaq Tru64 Unix 6.11 TS040
Windows NT 6.11 TS040
Windows 95 6.11 TS040
AIX/6000 6.12 TS020
HP-UX Operating Systems 6.12 TS020
IBM OS/2 6.12 TS020
Solaris 6.12 TS020
OpenVMS Alpha 6.12 TS020
Windows 3.11 6.12 TS020
Windows NT 6.12 TS020
Windows 95 6.12 TS020
Compaq Tru64 Unix 6.12 TS040
Macintosh 6.12 TS040
No Fixes Available
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