I am using the glimmix procedure in SAS to model a generalize linear mixed model with and binomial distribution and a logit link function. I am modeling both the G-side and the R-side covariance structure due to the nature of my data (repeated measures for 43 participants).

Specifically I use a random intercept model for subjects and G-side covariance matrix following a variance component structure. To account for the repeated measures the model also included random residuals for subjects with the R-side covariance matrix modeled as first order auto regressive.

**My question now is; how do I interpret the covariance parameter estimates (an example is provided below))?**

`Covariance Parameter Estimates Cov Parm Subject Estimate Standard Error Intercept Subject 1.233 0.2133 AR(1) Subject 0.1113 0.004561 Residual 0.9964 0.00651 `

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#### Best Answer

The estimates are just estimates of the parameters specified in the random statements.

- The estimate of 1.233 for intercept is an estimate of the parameter $tau$ in the G-side matrix. Essentially the variance (between subjects) of the model intercept.
- The estimate of 0.9964 for residuals is an estimate of the parameter $sigma^2$ in the R-side matrix
- The estimate of 0.1113 for AR(1) is an estimate of the parameter $rho$ in the R-side matrix.

($tau$, $sigma$ and $rho$ are used based on notation from e.g. Multilevel Analysis by Snijders & Bosker (2012))

I hope this will help others as well.

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