Covariance Parameter Estimates

In a GLMM, the "Covariance Parameter Estimates" table displays the estimates of the covariance parameters and their asymptotic standard errors. This table is produced only for generalized linear mixed models. In generalized linear models with scale parameter, or when an overdispersion parameter is present, the estimates of parameters related to the dispersion are displayed in the "Parameter Estimates" table.

The standard error of the covariance parameters is determined from the diagonal entries of the asymptotic variance matrix of the covariance parameter estimates. You can display this matrix with the ASYCOV option in the PROC GLIMMIX statement.

For ODS purposes, the name of the "Covariance Parameter Estimates" table is "CovParms."