[R] lme/gls heteroscedastic correlation structure

[Steve Roberts]

Greetings,

We want to fit lme/gls models with a compound symmetry variance 
structure, but where the ICC takes different values across different 
groups of clusters. (Specifically a two arm clustrered trial with different 
ICC in each arm) Equivalent models can be fitted with heteroscedastic 
variance functions, but these have positivity constraints which we want 
to avoid and we would prefer to use the correlation structure directly. Is 
there a way to do this? Writing a new variance structure seems rather 
non-trivial - but maybe I haven't tried hard enough.. 

Any ideas?

Steve.

  Dr Steve Roberts 
  steve.roberts at manchester.ac.uk

Senior Lecturer in Medical Statistics,
CMMCH NHS Trust and University of Manchester Biostatistics Group,
0161 275 5192/5764 / 0161 276 5785