## Analysis of Covariation

When you specify more than one dependent variable, the
NESTED procedure produces a descriptive analysis of the covariance
between each pair of dependent variables in addition to a
separate analysis of variance for each variable.
The analysis of covariation is computed under the basic
random effects model for each pair of dependent variables:

where the notation is the same as that used
in the preceding general random effects model.

There is an additional assumption that all the random
effects in the two models are mutually uncorrelated
except for corresponding effects, for which

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