Displaying standard errors, tests, and confidence intervals for covariance parameter estimates in PROC MIXED


You can use the COVTEST option in the PROC MIXED statement to display the Wald z-tests for the covariance parameter estimates. These tests are based on the large sample theory and are valid asymptotically. You can also use the CL option in the PROC MIXED statement to request the 95% confidence intervals for the covariance parameter estimates.