SAS Note V6-SYS.PROC-H023

From: SAS Technical Support (tsdlist@unx.sas.com)
Date: Tue Nov 26 2002 - 14:18:09 EST

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    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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