%COVTEST: A SAS Macro for Hypothesis Testing in Linear Mixed Effects Models via Parametric Bootstrap

Inference of variance components in linear mixed effect models (LMEs) is not always straightforward. I introduce and describe a flexible SAS ® macro (%COVTEST) that uses the likelihood ratio test (LRT) to test covariance parameters in LMEs by means of the parametric bootstrap. Users must supply the null and alternative models (as macro strings), and a data set name. The macro calculates the observed LRT statistic and then simulates data under the null model to obtain an empirical p-value. The macro also creates graphs of the distribution of the simulated LRT statistics. The program takes advantage of processing accomplished by PROC MIXED and some SAS/IML ® functions. I demonstrate the syntax and mechanics of the macro using three examples.