In high-dimensional settings where the number of variables approaches or exceeds the sample size, classical sample covariance matrices become unstable and singular. Covariance matrix estimation ...

The BLOCKS statement finds a design that maximizes the determinant |X'AX| of the treatment information matrix, where A depends on the block or covariate model. Alternatively, you can directly specify ...

This section provides an overview of a likelihood-based approach to general linear mixed models. This approach simplifies and unifies many common statistical analyses, including those involving ...