The HPMIXED procedure is designed to solve large mixed model problems by using sparse matrix techniques. The largeness of a mixed model can take many forms: a large number of observations, large number of columns in the matrix, a large number of random effects, or a large number of covariance parameters. The province of the HPMIXED procedure is parameter estimation, inference, and prediction in mixed models with large and/or matrices, many observations, but relatively few covariance parameters.

The models that you can fit with the HPMIXED procedure are a subset of the models available with the MIXED procedure. The HPMIXED procedure supports only a limited number of types of covariance structure in the RANDOM and REPEATED statements in order to balance performance and generality.

To some extent, the generality of the MIXED procedure precludes it from serving as a high-performance computing tool for all the model-data scenarios that the procedure can potentially estimate parameters for. For example, although efficient sparse algorithms are available to estimate variance components in large mixed models, the computational configuration changes profoundly when, for example, standard error adjustments and degrees of freedom by the Kenward-Roger method are requested.