nag_ml_hier_mixed_regsn (g02jec) Example Program Results Number of observations (N) = 90 Number of random factors (NRF) = 55 Number of fixed factors (NFF) = 4 Number of subject levels (NLSV) = 3 Rank of X (RNKX) = 4 Effective N (EFFN) = 90 Number of nonzero variance components (NCOV) = 7 Parameter Estimates Random Effects Subject: Variable 10 (Level 1) Variable 11 (Level 1) Variable 12 (Level 1) Variable 3 (Level 1) 2.1566 3.7320 Variable 3 (Level 2) 1.7769 3.8543 Variable 4 (Level 1) 0.5583 3.0508 Subject: Variable 10 (Level 1) Variable 11 (Level 1) Variable 12 (Level 1) Variable 4 (Level 3) 0.6776 3.0358 Subject: Variable 10 (Level 2) Variable 11 (Level 1) Variable 12 (Level 1) Variable 3 (Level 1) 1.4448 3.3293 Variable 3 (Level 2) -2.8634 3.3533 Variable 4 (Level 1) 3.6811 2.2253 Variable 4 (Level 2) -1.9988 2.2929 Variable 4 (Level 3) -2.1281 1.9896 Subject: Variable 10 (Level 1) Variable 11 (Level 2) Variable 12 (Level 1) Variable 3 (Level 1) -3.1562 3.8624 Variable 3 (Level 2) 2.8856 4.6985 Variable 4 (Level 1) -4.6811 2.2236 Variable 4 (Level 2) 5.5794 2.1390 Variable 4 (Level 3) -0.9832 2.2841 Subject: Variable 10 (Level 2) Variable 11 (Level 2) Variable 12 (Level 1) Variable 3 (Level 1) 4.3449 3.6258 Variable 3 (Level 2) -4.4285 3.4096 Variable 4 (Level 1) -1.0798 3.1008 Variable 4 (Level 2) 1.0536 2.9612 Subject: Variable 10 (Level 1) Variable 11 (Level 3) Variable 12 (Level 1) Variable 3 (Level 1) 0.4216 4.0146 Variable 3 (Level 2) 0.2268 3.4265 Variable 4 (Level 1) -1.0626 2.3505 Subject: Variable 10 (Level 1) Variable 11 (Level 3) Variable 12 (Level 1) Variable 4 (Level 3) 1.2664 2.5276 Subject: Variable 10 (Level 2) Variable 11 (Level 3) Variable 12 (Level 1) Variable 3 (Level 1) 1.2785 3.4331 Variable 3 (Level 2) -1.6652 3.8605 Subject: Variable 10 (Level 2) Variable 11 (Level 3) Variable 12 (Level 1) Variable 4 (Level 2) 0.7332 2.6958 Variable 4 (Level 3) -0.8547 2.7819 Subject: Variable 11 (Level 1) Variable 12 (Level 1) Variable 5 (Level 1) -0.5540 2.8120 Variable 5 (Level 2) 1.9179 2.7500 Variable 6 (Level 1) 0.6925 3.6813 Variable 6 (Level 2) -2.2632 3.1202 Variable 6 (Level 3) 4.3216 3.1131 Subject: Variable 11 (Level 2) Variable 12 (Level 1) Variable 5 (Level 1) 1.5151 2.9154 Variable 5 (Level 2) -1.7072 2.8715 Variable 6 (Level 1) 0.2154 3.9398 Variable 6 (Level 2) -3.7591 4.2153 Variable 6 (Level 3) 3.1563 4.7621 Subject: Variable 11 (Level 3) Variable 12 (Level 1) Variable 5 (Level 1) 1.7892 3.1214 Variable 5 (Level 2) -1.6473 3.1579 Variable 6 (Level 1) -1.2268 3.8853 Variable 6 (Level 2) 4.6247 3.6412 Variable 6 (Level 3) -3.1117 3.1648 Subject: Variable 12 (Level 1) Variable 7 0.6016 0.4634 Variable 8 (Level 1) 1.5887 1.2518 Variable 8 (Level 2) -0.7951 1.4856 Variable 8 (Level 3) 0.3798 1.6037 Variable 8 (Level 4) -0.8295 1.6629 Variable 9 (Level 1) 0.5197 1.5510 Variable 9 (Level 2) 0.0156 1.8248 Variable 9 (Level 3) -0.1723 1.8271 Variable 9 (Level 4) 0.4305 1.9494 Variable 9 (Level 5) -0.1412 2.0379 Subject: Variable 10 (Level 1) Variable 11 (Level 1) Variable 12 (Level 2) Variable 3 (Level 1) 6.3424 3.3173 Variable 3 (Level 2) 5.7538 3.3626 Subject: Variable 10 (Level 1) Variable 11 (Level 1) Variable 12 (Level 2) Variable 4 (Level 2) 2.5053 2.6520 Variable 4 (Level 3) 1.2953 2.6978 Subject: Variable 10 (Level 2) Variable 11 (Level 1) Variable 12 (Level 2) Variable 3 (Level 1) 1.6342 3.7874 Variable 3 (Level 2) -2.8693 3.8549 Variable 4 (Level 1) -0.9274 2.7266 Subject: Variable 10 (Level 2) Variable 11 (Level 1) Variable 12 (Level 2) Variable 4 (Level 3) 0.5394 2.7100 Subject: Variable 10 (Level 1) Variable 11 (Level 2) Variable 12 (Level 2) Variable 3 (Level 1) -10.2379 3.2977 Variable 3 (Level 2) 3.2457 4.0593 Variable 4 (Level 1) -2.8362 2.2599 Variable 4 (Level 2) 0.2805 2.9513 Variable 4 (Level 3) 0.3587 2.8663 Subject: Variable 10 (Level 2) Variable 11 (Level 2) Variable 12 (Level 2) Variable 3 (Level 1) -1.3161 3.1545 Variable 3 (Level 2) 8.2719 3.9322 Variable 4 (Level 1) -0.4813 2.3705 Variable 4 (Level 2) 2.6668 2.4832 Subject: Variable 10 (Level 1) Variable 11 (Level 3) Variable 12 (Level 2) Variable 3 (Level 1) 4.9485 3.9465 Variable 3 (Level 2) 0.0987 3.5531 Variable 4 (Level 1) 3.0791 2.1790 Variable 4 (Level 2) -1.9469 2.3796 Variable 4 (Level 3) 0.4536 2.1984 Subject: Variable 10 (Level 2) Variable 11 (Level 3) Variable 12 (Level 2) Variable 3 (Level 1) -4.5419 3.2940 Variable 3 (Level 2) -3.9095 4.0163 Variable 4 (Level 1) -0.4456 2.6194 Variable 4 (Level 2) -1.5462 2.6514 Variable 4 (Level 3) -0.6636 2.8738 Subject: Variable 11 (Level 1) Variable 12 (Level 2) Variable 5 (Level 1) 4.9921 3.0570 Variable 5 (Level 2) 0.8986 3.0576 Variable 6 (Level 1) 7.0091 3.7851 Variable 6 (Level 2) -1.3173 3.1348 Variable 6 (Level 3) 6.1881 3.4928 Subject: Variable 11 (Level 2) Variable 12 (Level 2) Variable 5 (Level 1) -0.3947 3.0751 Variable 5 (Level 2) 0.3750 3.0579 Variable 6 (Level 1) 6.9902 3.2654 Variable 6 (Level 2) -1.0683 3.5699 Variable 6 (Level 3) -5.9617 3.6688 Subject: Variable 11 (Level 3) Variable 12 (Level 2) Variable 5 (Level 1) -1.0471 3.0732 Variable 5 (Level 2) -0.7991 2.9597 Variable 6 (Level 1) 2.7549 3.8142 Variable 6 (Level 2) -6.3441 3.2624 Variable 6 (Level 3) -0.1341 3.5956 Subject: Variable 12 (Level 2) Variable 7 0.1533 0.5196 Variable 8 (Level 1) 1.6630 1.8224 Variable 8 (Level 2) -0.6835 1.6502 Variable 8 (Level 3) -0.0959 1.5604 Variable 8 (Level 4) 0.1696 1.4537 Variable 9 (Level 1) 1.0203 2.2901 Variable 9 (Level 2) 6.4354 1.7420 Variable 9 (Level 3) -1.5942 1.7761 Variable 9 (Level 4) 0.0955 1.9436 Variable 9 (Level 5) -3.9588 1.7124 Subject: Variable 10 (Level 1) Variable 11 (Level 1) Variable 12 (Level 3) Variable 3 (Level 1) 10.9751 3.2085 Variable 3 (Level 2) -1.0674 3.7219 Variable 4 (Level 1) -2.8350 2.2037 Variable 4 (Level 2) 3.7075 2.7912 Variable 4 (Level 3) 2.2405 2.2796 Subject: Variable 10 (Level 2) Variable 11 (Level 1) Variable 12 (Level 3) Variable 3 (Level 1) -6.2719 3.3190 Variable 3 (Level 2) -9.2923 3.7884 Variable 4 (Level 1) -2.8586 2.3728 Subject: Variable 10 (Level 2) Variable 11 (Level 1) Variable 12 (Level 3) Variable 4 (Level 3) -2.0316 2.2895 Subject: Variable 10 (Level 1) Variable 11 (Level 2) Variable 12 (Level 3) Variable 3 (Level 1) -3.3222 3.4246 Variable 3 (Level 2) -0.3111 3.2221 Variable 4 (Level 1) 1.6131 2.3970 Variable 4 (Level 2) -3.0099 2.9300 Variable 4 (Level 3) 0.2552 2.7229 Subject: Variable 10 (Level 2) Variable 11 (Level 2) Variable 12 (Level 3) Variable 3 (Level 1) 6.6372 3.9751 Variable 3 (Level 2) -5.4249 3.4039 Variable 4 (Level 1) -3.2357 2.8565 Variable 4 (Level 2) 1.5313 2.8232 Variable 4 (Level 3) 2.0854 3.0661 Subject: Variable 10 (Level 1) Variable 11 (Level 3) Variable 12 (Level 3) Variable 3 (Level 1) 8.5902 4.0894 Variable 3 (Level 2) -1.6058 3.2906 Variable 4 (Level 1) 3.2575 2.5450 Subject: Variable 10 (Level 1) Variable 11 (Level 3) Variable 12 (Level 3) Variable 4 (Level 3) -1.0630 2.8692 Subject: Variable 10 (Level 2) Variable 11 (Level 3) Variable 12 (Level 3) Variable 3 (Level 1) -4.5747 3.9475 Variable 3 (Level 2) -4.1752 3.0911 Variable 4 (Level 1) 1.0578 2.5496 Variable 4 (Level 2) -4.4284 2.2029 Variable 4 (Level 3) 0.6214 2.5884 Subject: Variable 11 (Level 1) Variable 12 (Level 3) Variable 5 (Level 1) 5.4387 3.0091 Variable 5 (Level 2) -8.5065 3.1099 Variable 6 (Level 1) -0.9179 3.7257 Variable 6 (Level 2) -2.4920 3.1176 Variable 6 (Level 3) -2.7772 3.4083 Subject: Variable 11 (Level 2) Variable 12 (Level 3) Variable 5 (Level 1) 4.4193 3.1282 Variable 5 (Level 2) -5.7324 3.1435 Variable 6 (Level 1) -5.9992 3.1431 Variable 6 (Level 2) 5.5657 3.2599 Variable 6 (Level 3) -2.2147 3.1758 Subject: Variable 11 (Level 3) Variable 12 (Level 3) Variable 5 (Level 1) 0.3594 2.9017 Variable 5 (Level 2) -1.3169 3.0004 Variable 6 (Level 1) 14.5815 3.8519 Variable 6 (Level 2) -5.2262 3.2578 Variable 6 (Level 3) -11.2864 3.1821 Subject: Variable 12 (Level 3) Variable 7 -0.2970 0.5930 Variable 8 (Level 1) 2.6255 1.5201 Variable 8 (Level 2) 0.5048 1.7865 Variable 8 (Level 3) -0.1518 1.8905 Variable 8 (Level 4) -4.3754 1.4651 Variable 9 (Level 1) -4.4219 2.0532 Variable 9 (Level 2) 3.7058 1.9085 Variable 9 (Level 3) -1.7524 1.7894 Variable 9 (Level 4) 0.4339 1.8210 Variable 9 (Level 5) -0.6161 2.3700 Fixed Effects Intercept 1.5913 2.4106 Variable 1 (Level 2) -1.5994 0.8183 Variable 2 (Level 2) -2.3793 1.0996 Variable 2 (Level 3) 0.5328 1.1677 Variance Components Estimate Parameter Subject 36.38867 Variable 3 Variables 10 11 12 11.43322 Variable 4 Variables 10 11 12 19.73586 Variable 5 Variables 11 12 39.80174 Variable 6 Variables 11 12 0.41583 Variable 7 Variables 12 5.16442 Variable 8 Variables 12 9.79904 Variable 9 Variables 12 SIGMA**2 = 0.00042 -2LOG LIKELIHOOD = 617.11969