data revenge; set statmod.revenge; tcat=t; run; /* Linear regression with heterogeneous first order autoregressive model ARH(1) for the errors */ proc mixed data=revenge method=reml; class id tcat; model revenge = sex age vc wom t / solution; repeated tcat / subject=id type=arh(1) r=1 rcorr=1; run; /* Linear regression with unstructured covariance for the errors */ proc mixed data=revenge method=reml; class id tcat; model revenge = sex age vc wom t / solution; repeated tcat / subject=id type=un r=1 rcorr=1; run;