/* file name: owlsfit.sas */

/* purpose:   fit the linear model using OLS and WLS for the correlated data
              generated by program gendat.sas */

/* Define libname. */

libname sd 'a:\';


DATA A;
SET SSD.GENDAT;

/*ssd.gendat ('a:\gendat.sd2') is the SAS data set generated by
  ngendat.sas */

RUN;


/* Perform OLS using generalized linear model*/

PROC GLM;
MODEL Y=X;
RUN;

/* Perform WLS using random effect model.*/

PROC MIXED;
CLASS ID;
MODEL Y=X/S;
/* MODEL satement specifies the fixed component of the model,
   By default, intercept is included in the model. S requests
   SAS to print out of the solutions of the fixed effect*/

RANDOM int/TYPE=un SUB=id G;

/* RANDOM statement defines the random effect. In the
   example, INT is included as a random effect (it is not
   included by default as in MODEL statment). TYPE option
   specifies the structure of the variance for random
   effect. TYPE=un means there is no constrain put on the
   variance structure. SUB is used to specify the variable
   by which subjects are identified. G requests SAS to print
   out G matrix, which is the covariance matrix of the
   random effect (or variance if there is only one random
   effect as in the example) */


RUN;


QUIT;

/*the end of the program*/