A SAS/IML Companion for Linear Models

  • Jamis J.¬†Perrett

Part of the Statistics and Computing book series (SCO)

Table of contents

  1. Front Matter
    Pages i-xiv
  2. Jamis J. Perrett
    Pages 1-32
  3. Jamis J. Perrett
    Pages 33-53
  4. Jamis J. Perrett
    Pages 55-74
  5. Jamis J. Perrett
    Pages 75-90
  6. Jamis J. Perrett
    Pages 91-105
  7. Jamis J. Perrett
    Pages 107-117
  8. Jamis J. Perrett
    Pages 119-128
  9. Jamis J. Perrett
    Pages 129-177
  10. Jamis J. Perrett
    Pages 179-202
  11. Jamis J. Perrett
    Pages 203-220
  12. Back Matter
    Pages 221-228

About this book


Linear models courses are often presented as either theoretical or applied. Consequently, students may find themselves either proving theorems or using high-level procedures like PROC GLM to analyze data. There exists a gap between the derivation of formulas and analyses that hide these formulas behind attractive user interfaces. This book bridges that gap, demonstrating theory put into practice.

Concepts presented in a theoretical linear models course are often trivialized in applied linear models courses by the facility of high-level SAS procedures like PROC MIXED and PROC REG that require the user to provide a few options and statements and in return produce vast amounts of output. This book uses PROC IML to show how analytic linear models formulas can be typed directly into PROC IML, as they were presented in the linear models course, and solved using data. This helps students see the link between theory and application. This also assists researchers in developing new methodologies in the area of linear models.

The book contains complete examples of SAS code for many of the computations relevant to a linear models course. However, the SAS code in these examples automates the analytic formulas. The code for high-level procedures like PROC MIXED is also included for side-by-side comparison. The book computes basic descriptive statistics, matrix algebra, matrix decomposition, likelihood maximization, non-linear optimization, etc. in a format conducive to a linear models or a special topics course.

Also included in the book is an example of a basic analysis of a linear mixed model using restricted maximum likelihood estimation (REML). The example demonstrates tests for fixed effects, estimates of linear functions, and contrasts. The example starts by showing the steps for analyzing the data using PROC IML and then provides the analysis using PROC MIXED. This allows students to follow the process that lead to the output.


Descriptive statistics IML Interactive matrix language Linear mixed models Mathematica Matrix book Nonlinear optimization SAS SAS matrices SAS/IML STATISTICA Statistical modeling

Authors and affiliations

  • Jamis J.¬†Perrett
    • 1
  1. 1.Dept. StatisticsTexas A & M UniversityCollege StationU.S.A.

Bibliographic information