Dear Dave, Sorry for the delay. To clarify what is in the 'HAT' column, run the simple job Test hat value TRT 2 Y hat.asd Y ~ mu with data 1 12 1 13 1 32 1 42 1 38 1 35 2 29 2 25 2 19 2 15 The residual variance is 118 The .yht file contains Record Yhat Residual Hat 1 26.000 -14.00 11.80 2 26.000 -13.00 11.80 3 26.000 6.000 11.80 4 26.000 16.00 11.80 5 26.000 12.00 11.80 6 26.000 9.000 11.80 7 26.000 3.000 11.80 8 26.000 -1.000 11.80 9 26.000 -7.000 11.80 10 26.000 -11.00 11.80 For this simple design, X is a vector of 10 ones R is 118 I Calculating W Ci W' (page 40 of the release 2 User Guide) is a matrix with every value 118/10 which is what is reported in the Hat column. In the simple case where R is scaled identity, the variance can be factored out. On the basis that W(W'W)^{-1}W' is idempotent, its diagonal elemts should always be LE 1 which is what you expect. In the more general case I believe that also applies. Hence, if you have hat values greater than the residual variance, that suggests a problem. If you can send me an example, I can investigate it.