The SAS System 1 11:30 Friday, December 3, 2010 The Mixed Procedure Model Information Data Set WORK.BIG20 Dependent Variable ln_revenue Covariance Structure Unstructured Subject Effect market Estimation Method REML Residual Variance Method Profile Fixed Effects SE Method Model-Based Degrees of Freedom Method Containment Class Level Information Class Levels Values market 10 2 3 6 8 19 25 31 42 95 108 Dimensions Covariance Parameters 4 Columns in X 2 Columns in Z Per Subject 2 Subjects 10 Max Obs Per Subject 5 Number of Observations Number of Observations Read 50 Number of Observations Used 50 Number of Observations Not Used 0 Iteration History Iteration Evaluations -2 Res Log Like Criterion 0 1 105.85350661 1 1 -61.37660139 0.00000000 Convergence criteria met. The SAS System 2 11:30 Friday, December 3, 2010 The Mixed Procedure Covariance Parameter Estimates Cov Parm Subject Estimate UN(1,1) market 0.4799 UN(2,1) market -0.00336 UN(2,2) market 0.000784 Residual 0.003117 Fit Statistics -2 Res Log Likelihood -61.4 AIC (smaller is better) -53.4 AICC (smaller is better) -52.4 BIC (smaller is better) -52.2 Null Model Likelihood Ratio Test DF Chi-Square Pr > ChiSq 3 167.23 <.0001 Solution for Fixed Effects Standard Effect Estimate Error DF t Value Pr > |t| Intercept 7.0957 0.2195 9 32.33 <.0001 year 0.06532 0.01047 9 6.24 0.0002 Solution for Random Effects Std Err Effect market Estimate Pred DF t Value Pr > |t| Intercept 2 0.06839 0.2222 30 0.31 0.7603 year 2 -0.02258 0.01669 30 -1.35 0.1862 Intercept 3 0.1726 0.2222 30 0.78 0.4434 year 3 0.009189 0.01669 30 0.55 0.5861 Intercept 6 1.1049 0.2222 30 4.97 <.0001 year 6 -0.01324 0.01669 30 -0.79 0.4341 Intercept 8 0.2552 0.2222 30 1.15 0.2597 year 8 0.03119 0.01669 30 1.87 0.0715 Intercept 19 -1.0702 0.2222 30 -4.82 <.0001 year 19 -0.00034 0.01669 30 -0.02 0.9840 The SAS System 3 11:30 Friday, December 3, 2010 The Mixed Procedure Solution for Random Effects Std Err Effect market Estimate Pred DF t Value Pr > |t| Intercept 25 -0.1500 0.2222 30 -0.67 0.5049 year 25 -0.01373 0.01669 30 -0.82 0.4174 Intercept 31 -0.01721 0.2222 30 -0.08 0.9388 year 31 0.03788 0.01669 30 2.27 0.0306 Intercept 42 -0.5777 0.2222 30 -2.60 0.0143 year 42 0.02122 0.01669 30 1.27 0.2134 Intercept 95 0.9615 0.2222 30 4.33 0.0002 year 95 -0.02703 0.01669 30 -1.62 0.1158 Intercept 108 -0.7475 0.2222 30 -3.36 0.0021 year 108 -0.02257 0.01669 30 -1.35 0.1866 Type 3 Tests of Fixed Effects Num Den Effect DF DF F Value Pr > F year 1 9 38.93 0.0002