NAG Library Manual, Mark 27.2
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NAG CL Interface Introduction
Example description

nag_correg_lmm_fit (g02jhc) Example Program Results

Number of observations           = 90
Total number of random factors   = 159
Total number of fixed factors    = 4
Rank of X                        = 4
Effective N                      = 90
-2Log Likelihood                 = 608.1945
Sigma**2                         = 0.0024
Parameter Estimates

Random Effects
Parameter                                          Estimate     Standard Error
F03 (Lvl 1).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 1)     2.1561         3.7946
F03 (Lvl 1).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 1)    -2.9659         3.9127
F03 (Lvl 1).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 1)     0.3391         4.0647
F03 (Lvl 1).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 1)     1.4216         3.3773
F03 (Lvl 1).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 1)     4.2202         3.6675
F03 (Lvl 1).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 1)     1.2658         3.4819
F03 (Lvl 2).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 1)     1.8951         3.9284
F03 (Lvl 2).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 1)     2.7951         4.7183
F03 (Lvl 2).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 1)     0.1502         3.4787
F03 (Lvl 2).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 1)    -2.8921         3.3953
F03 (Lvl 2).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 1)    -4.3883         3.4424
F03 (Lvl 2).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 1)    -1.5356         3.9097
F04 (Lvl 1).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 1)     0.6496         3.1617
F04 (Lvl 1).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 1)    -4.7330         2.3094
F04 (Lvl 1).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 1)    -1.0026         2.4363
F04 (Lvl 1).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 1)     3.6789         2.3162
F04 (Lvl 1).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 1)    -1.1391         3.2187
F04 (Lvl 2).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 1)     5.5161         2.2330
F04 (Lvl 2).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 1)    -1.9742         2.3887
F04 (Lvl 2).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 1)     1.0814         3.0654
F04 (Lvl 2).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 1)     0.7992         2.7902
F04 (Lvl 3).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 1)     0.7390         3.1424
F04 (Lvl 3).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 1)    -0.8417         2.3826
F04 (Lvl 3).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 1)     1.1703         2.6365
F04 (Lvl 3).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 1)    -2.2088         2.0697
F04 (Lvl 3).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 1)    -0.8916         2.8763
F05 (Lvl 1).F11 (Lvl 1).F12 (Lvl 1)                -0.4885         2.8206
F05 (Lvl 1).F11 (Lvl 2).F12 (Lvl 1)                 1.3898         2.9362
F05 (Lvl 1).F11 (Lvl 3).F12 (Lvl 1)                 1.7352         3.1370
F05 (Lvl 2).F11 (Lvl 1).F12 (Lvl 1)                 1.8829         2.7530
F05 (Lvl 2).F11 (Lvl 2).F12 (Lvl 1)                -1.5729         2.8909
F05 (Lvl 2).F11 (Lvl 3).F12 (Lvl 1)                -1.6165         3.1713
F06 (Lvl 1).F11 (Lvl 1).F12 (Lvl 1)                 0.9249         3.7747
F06 (Lvl 1).F11 (Lvl 2).F12 (Lvl 1)                 0.2111         3.9967
F06 (Lvl 1).F11 (Lvl 3).F12 (Lvl 1)                -1.1102         3.9374
F06 (Lvl 2).F11 (Lvl 1).F12 (Lvl 1)                -2.3568         3.1624
F06 (Lvl 2).F11 (Lvl 2).F12 (Lvl 1)                -3.7083         4.2866
F06 (Lvl 2).F11 (Lvl 3).F12 (Lvl 1)                 4.4877         3.6980
F06 (Lvl 3).F11 (Lvl 1).F12 (Lvl 1)                 4.3117         3.1474
F06 (Lvl 3).F11 (Lvl 2).F12 (Lvl 1)                 3.1190         4.7983
F06 (Lvl 3).F11 (Lvl 3).F12 (Lvl 1)                -3.1325         3.1966
F07.F12 (Lvl 1)                                     0.6827         0.5060
F08 (Lvl 1).F12 (Lvl 1)                             1.5964         1.3206
F08 (Lvl 2).F12 (Lvl 1)                            -0.7533         1.5663
F08 (Lvl 3).F12 (Lvl 1)                             0.4035         1.6840
F08 (Lvl 4).F12 (Lvl 1)                            -0.8523         1.7518
F09 (Lvl 1).F12 (Lvl 1)                             0.5699         1.6236
F09 (Lvl 2).F12 (Lvl 1)                             0.0012         1.9111
F09 (Lvl 3).F12 (Lvl 1)                            -0.2850         1.9245
F09 (Lvl 4).F12 (Lvl 1)                             0.4468         2.0329
F09 (Lvl 5).F12 (Lvl 1)                             0.0030         2.1390
F03 (Lvl 1).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 2)     6.2551         3.3595
F03 (Lvl 1).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 2)   -10.1544         3.3433
F03 (Lvl 1).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 2)     4.8432         4.0069
F03 (Lvl 1).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 2)     1.5647         3.8353
F03 (Lvl 1).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 2)    -1.3577         3.1925
F03 (Lvl 1).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 2)    -4.4766         3.3355
F03 (Lvl 2).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 2)     5.6085         3.4127
F03 (Lvl 2).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 2)     3.2446         4.1221
F03 (Lvl 2).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 2)     0.0370         3.6006
F03 (Lvl 2).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 2)    -2.7565         3.9041
F03 (Lvl 2).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 2)     8.1277         3.9975
F03 (Lvl 2).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 2)    -3.7936         4.0759
F04 (Lvl 1).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 2)    -2.9419         2.3508
F04 (Lvl 1).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 2)     3.0713         2.2706
F04 (Lvl 1).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 2)    -0.8621         2.8257
F04 (Lvl 1).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 2)    -0.4290         2.4578
F04 (Lvl 1).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 2)    -0.5459         2.7097
F04 (Lvl 2).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 2)     2.6922         2.7542
F04 (Lvl 2).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 2)     0.2510         3.0675
F04 (Lvl 2).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 2)    -1.8899         2.4756
F04 (Lvl 2).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 2)     2.7495         2.5821
F04 (Lvl 2).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 2)    -1.5619         2.7412
F04 (Lvl 3).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 2)     1.3742         2.8068
F04 (Lvl 3).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 2)     0.3224         2.9710
F04 (Lvl 3).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 2)     0.4914         2.2914
F04 (Lvl 3).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 2)     0.4536         2.8070
F04 (Lvl 3).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 2)    -0.7269         2.9735
F05 (Lvl 1).F11 (Lvl 1).F12 (Lvl 2)                 4.8653         3.0706
F05 (Lvl 1).F11 (Lvl 2).F12 (Lvl 2)                -0.4047         3.0956
F05 (Lvl 1).F11 (Lvl 3).F12 (Lvl 2)                -1.0925         3.0994
F05 (Lvl 2).F11 (Lvl 1).F12 (Lvl 2)                 0.9011         3.0696
F05 (Lvl 2).F11 (Lvl 2).F12 (Lvl 2)                 0.3291         3.0784
F05 (Lvl 2).F11 (Lvl 3).F12 (Lvl 2)                -0.7392         2.9900
F06 (Lvl 1).F11 (Lvl 1).F12 (Lvl 2)                 6.9277         3.8411
F06 (Lvl 1).F11 (Lvl 2).F12 (Lvl 2)                 6.9096         3.3073
F06 (Lvl 1).F11 (Lvl 3).F12 (Lvl 2)                 2.7758         3.8748
F06 (Lvl 2).F11 (Lvl 1).F12 (Lvl 2)                -1.3108         3.1667
F06 (Lvl 2).F11 (Lvl 2).F12 (Lvl 2)                -1.0680         3.6213
F06 (Lvl 2).F11 (Lvl 3).F12 (Lvl 2)                -6.3526         3.3014
F06 (Lvl 3).F11 (Lvl 1).F12 (Lvl 2)                 6.2916         3.5327
F06 (Lvl 3).F11 (Lvl 2).F12 (Lvl 2)                -5.9977         3.7299
F06 (Lvl 3).F11 (Lvl 3).F12 (Lvl 2)                -0.2060         3.6481
F07.F12 (Lvl 2)                                     0.1711         0.5785
F08 (Lvl 1).F12 (Lvl 2)                             1.7186         1.9143
F08 (Lvl 2).F12 (Lvl 2)                            -0.6768         1.7352
F08 (Lvl 3).F12 (Lvl 2)                            -0.0439         1.6395
F08 (Lvl 4).F12 (Lvl 2)                             0.1463         1.5358
F09 (Lvl 1).F12 (Lvl 2)                             0.9761         2.3930
F09 (Lvl 2).F12 (Lvl 2)                             6.5436         1.8193
F09 (Lvl 3).F12 (Lvl 2)                            -1.5504         1.8527
F09 (Lvl 4).F12 (Lvl 2)                             0.1047         2.0244
F09 (Lvl 5).F12 (Lvl 2)                            -3.9386         1.7937
F03 (Lvl 1).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 3)    10.6802         3.2596
F03 (Lvl 1).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 3)    -3.3334         3.4665
F03 (Lvl 1).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 3)     8.1889         4.1429
F03 (Lvl 1).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 3)    -6.2076         3.3642
F03 (Lvl 1).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 3)     6.5905         4.0386
F03 (Lvl 1).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 3)    -4.4243         4.0049
F03 (Lvl 2).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 3)    -1.0290         3.7842
F03 (Lvl 2).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 3)    -0.3111         3.2650
F03 (Lvl 2).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 3)    -1.5388         3.3333
F03 (Lvl 2).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 3)    -8.7670         3.8463
F03 (Lvl 2).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 3)    -5.3168         3.4549
F03 (Lvl 2).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 3)    -4.1349         3.1248
F04 (Lvl 1).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 3)    -2.8612         2.2917
F04 (Lvl 1).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 3)     1.5131         2.4890
F04 (Lvl 1).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 3)     3.4338         2.6376
F04 (Lvl 1).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 3)    -2.9251         2.4657
F04 (Lvl 1).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 3)    -3.5280         2.9663
F04 (Lvl 1).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 3)     1.0460         2.6550
F04 (Lvl 2).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 3)     3.9265         2.8934
F04 (Lvl 2).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 3)    -3.0345         3.0562
F04 (Lvl 2).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 3)     1.7056         2.9293
F04 (Lvl 2).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 3)    -4.4844         2.2843
F04 (Lvl 3).F10 (Lvl 1).F11 (Lvl 1).F12 (Lvl 3)     2.2427         2.3737
F04 (Lvl 3).F10 (Lvl 1).F11 (Lvl 2).F12 (Lvl 3)     0.2722         2.8300
F04 (Lvl 3).F10 (Lvl 1).F11 (Lvl 3).F12 (Lvl 3)    -1.1544         2.9885
F04 (Lvl 3).F10 (Lvl 2).F11 (Lvl 1).F12 (Lvl 3)    -2.2077         2.3743
F04 (Lvl 3).F10 (Lvl 2).F11 (Lvl 2).F12 (Lvl 3)     2.2590         3.1780
F04 (Lvl 3).F10 (Lvl 2).F11 (Lvl 3).F12 (Lvl 3)     0.5046         2.6926
F05 (Lvl 1).F11 (Lvl 1).F12 (Lvl 3)                 5.3030         3.0278
F05 (Lvl 1).F11 (Lvl 2).F12 (Lvl 3)                 4.3331         3.1489
F05 (Lvl 1).F11 (Lvl 3).F12 (Lvl 3)                 0.4305         2.9144
F05 (Lvl 2).F11 (Lvl 1).F12 (Lvl 3)                -8.1794         3.1335
F05 (Lvl 2).F11 (Lvl 2).F12 (Lvl 3)                -5.6142         3.1649
F05 (Lvl 2).F11 (Lvl 3).F12 (Lvl 3)                -1.4620         3.0119
F06 (Lvl 1).F11 (Lvl 1).F12 (Lvl 3)                -0.8188         3.7810
F06 (Lvl 1).F11 (Lvl 2).F12 (Lvl 3)                -5.8804         3.1770
F06 (Lvl 1).F11 (Lvl 3).F12 (Lvl 3)                14.3595         3.9254
F06 (Lvl 2).F11 (Lvl 1).F12 (Lvl 3)                -2.5078         3.1514
F06 (Lvl 2).F11 (Lvl 2).F12 (Lvl 3)                 5.4265         3.3006
F06 (Lvl 2).F11 (Lvl 3).F12 (Lvl 3)                -5.2399         3.3099
F06 (Lvl 3).F11 (Lvl 1).F12 (Lvl 3)                -2.6138         3.4600
F06 (Lvl 3).F11 (Lvl 2).F12 (Lvl 3)                -2.1917         3.2156
F06 (Lvl 3).F11 (Lvl 3).F12 (Lvl 3)               -11.2498         3.2212
F07.F12 (Lvl 3)                                    -0.3839         0.6755
F08 (Lvl 1).F12 (Lvl 3)                             2.7549         1.6017
F08 (Lvl 2).F12 (Lvl 3)                             0.4377         1.8826
F08 (Lvl 3).F12 (Lvl 3)                            -0.2261         1.9909
F08 (Lvl 4).F12 (Lvl 3)                            -4.5051         1.5398
F09 (Lvl 1).F12 (Lvl 3)                            -4.7091         2.1458
F09 (Lvl 2).F12 (Lvl 3)                             3.7940         1.9872
F09 (Lvl 3).F12 (Lvl 3)                            -1.7994         1.8614
F09 (Lvl 4).F12 (Lvl 3)                             0.4480         1.9016
F09 (Lvl 5).F12 (Lvl 3)                            -0.6047         2.4729

Fixed Effects
Parameter                                          Estimate     Standard Error
Intercept                                           1.6433         2.4596
F01 (Lvl 2)                                        -1.6224         0.8549
F02 (Lvl 2)                                        -2.4817         1.1414
F02 (Lvl 3)                                         0.4624         1.2133

Variance Components
Component                                          Estimate
F03.F10.F11.F12                                    36.3249
F04.F10.F11.F12                                    12.4509
F05.F11.F12                                        19.6277
F06.F11.F12                                        40.5348
F07.F12                                             0.5632
F08.F12                                             5.8197
F09.F12                                            10.8607