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Unrestricted Models
Any random effect (including any interaction that involves fixed effects) has its elements sampled
from normal population with zero mean. For instance, assuming that j s are random, even if i s
2
).
are fixed, the random variables ()ij s are i.i.d. N (0, AB
The general formula given on page F.9 in classnotes
Vu
{B,C,BC}
{A,C,AC}
{A,B,AB}
{C}
{B}
{A}
E[M Su ]
2
2
2
]
+ nABC
+ nbAC
2 + nbckA2 + [ncAB
2
2
2
2
2
+ nacB + [ncAB + naBC + nABC ]
2
2
2
2 + nabC2 + [nbAC
+ naBC
+ nABC
]
2
2
2
+ ncAB + [nABC ]
2
2
]
+ [nABC
2 + nbAC
2
2
2
+ naBC + [nABC
]
2
2
+ nABC
2
Fixed: A, B; Random: C.
u
A
B
C
AB
AC
BC
ABC
Error
Vu
{C,BC}
{C,AC}
{A,B,AB}
{C}
{B}
{A}
E[M Su ]
2
2
2 + nbckA2 + [nbAC
+ nABC
]
2
2
2
2
+ nackB + [naBC + nABC
]
2
2
2
2
2
+ nabC + [nbAC + naBC + nABC
]
2
2
2
+ nckAB + [nABC ]
2
2
2 + nbAC
+ [nABC
]
2
2
2
+ naBC + [nABC ]
2
2 + nABC
2
1
Restricted Models
A restricted model has side conditions imposed on the fixed-effect margins. For the example above,
the random variables ()ij s are no longer independent, though still are normally distributed.
Additional side conditions are imposed on these random variables. One key restriction, among
others (about covariance structure), is that
a
X
()ij = 0, for j = 1, , b.
See the discussion on the two-way restricted model on page F.11 of the abovementioned classnotes
link.
Vur
{B,C,BC}
{C}
{B}
{C}
{B}
E[M Su ]
2
2
2
]
+ nABC
+ nbAC
2 + nbckA2 + [ncAB
2
2
2
+ nacB + [naBC ]
2
2 + nabC2 + [naBC
]
2
2
2
+ ncAB + [nABC ]
2
2
]
+ [nABC
2 + nbAC
2
2
+ naBC
2
2 + nABC
2
Fixed: A, B; Random: C.
u
A
B
C
AB
AC
BC
ABC
Error
Vur
{C}
{C}
{C}
E[M Su ]
2
2 + nbckA2 + [nbAC
]
2
2
2
+ nackB + [naBC
]
2
2
+ nabC
2
2
2 + nckAB
+ [nABC
]
2
2
+ nbAC
2
2 + naBC
2
2
+ nABC
2
2
MINITAB
By default, MINITAB assumes unrestricted models in both GLM and AOV (Balanced ANOVA)
unless otherwise specified in Options sub-dialog box. The example follows through
Fixed: A; Random: B, C
1
2
3
4
5
6
7
8
Source
A
B
C
A*B
A*C
B*C
A*B*C
Error
1
2
3
4
5
6
7
8
Source
A
B
C
A*B
A*C
B*C
A*B*C
Error
Variance
component
3.52083
1.77083
0.52083
-0.06250
0.08333
-0.08333
0.70833
Variance
component
3.69444
1.75000
0.52083
-0.06250
0.05556
-0.08333
0.70833
Error
term
*
*
*
7
7
7
8
Term
Error
term
*
6
6
7
7
8
8
Q[1]
12 (2)
12 (3)
Fixed: A, B; Random: C
1
2
3
Source
A
B
C
Variance
component
1.77083
Error
term
5
6
*
4
5
6
7
8
1
2
3
4
5
6
7
8
A*B
A*C
B*C
A*B*C
Error
Source
A
B
C
A*B
A*C
B*C
A*B*C
Error
-0.06250
0.08333
-0.08333
0.70833
Variance
component
1.77778
-0.10417
0.05556
-0.08333
0.70833
7
7
7
8
Error
term
5
6
8
7
8
8
8
(8)
(8)
(8)
(8)
(8)
+
+
+
+
2
2
2
2
(7) + Q[4]
(7) + 4 (5)
(7) + 6 (6)
(7)
SAS
SAS basically uses unrestricted models in PROCs GLM, MIXED, and VARCOMP. However, users
still have the flexibility to declare appropriate error term in a TEST statement. Note that SAS
sort of advocates unrestricted model form (see Sum-To-Zero Assumption section in the help
documentation of the RANDOM statement in PROC GLM).
Assume that its desired to use unrestricted model. When using RANDOM statement with
TEST option in PROC GLM, SAS does all the tests using appropriate error (pseudo error) terms
and produces the correct output. See