NAG Library Manual, Mark 28.4
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G02JEF 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
     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
     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
     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
     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
     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
     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
     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