[R] Variance and Covariance Matrix D and R in nlme or lme4 part II
Alexandre Galvão Patriota
alexandrepatrot at yahoo.com.br
Sat Nov 13 03:46:16 CET 2004
The model is Y = XB + Zg + e
How to extract the VAR(g)= D, VAR(e)=R and V=ZDZ'+R?
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