MIXED_RELIABILITY: A SAS Macro for Estimating Lambda and Assessing the Trustworthiness of Random Effects in Multilevel Models

When estimating multilevel models (also called hierarchical models, mixed models, and random effect models), researchers are often interested not only in the regression coefficients but also in the fit of the overall model to the data (e.g., -2LL, AIC, BIC). Whereas both model fit and regression coefficient estimates are important to examine when estimating multilevel models, the reliability of multilevel model random effects should also be examined. However, neither PROC MIXED nor PROC GLIMMIX produce estimates of lambda, the statistic often used to represent reliability. As a result, this important metric is often not examined by researchers who estimate their multilevel models in SAS. The macro presented in this paper will provide analysts estimating multilevel models with a readily-available method for generating reliability estimates within SAS PROC MIXED.