PROC NESTED: General Random-Effects Model :: SAS/STAT(R) 9.3 User's Guide

General Random-Effects Model

A random-effects model for data from a completely nested design with $\text{[math]}$ factors has the general form

$\text{[math]}$

where

$\text{[math]}$: is the value of the dependent variable observed at the $\text{[math]}$ th replication with factor $\text{[math]}$ at level $\text{[math]}$ , for $\text{[math]}$ .
$\text{[math]}$: is the overall (fixed) mean of the sampled population.
$\text{[math]}$: are mutually uncorrelated random effects with zero means and respective variances $\text{[math]}$ , $\text{[math]}$ , ..., $\text{[math]}$ .

The NESTED Procedure