[R] query: lme

Douglas Bates bates at stat.wisc.edu
Tue May 16 21:05:11 CEST 2006


On 5/16/06, Pryseley Assam <assampryseley at yahoo.com> wrote:
> Dear R Users
>
>   I have difficulties accessing the variance components for an lme fit when the variance covariance matrix of the random effects is not positive definite.

Well, that shouldn't happen.  A variance-covariance matrix is, by
definition, positive-definite and the whole purpose of the pdMat
classes in the nlme package is to ensure that the variance-covariance
matrices over which the optimization of the log-likelihood is
performed stay positive definite.

Are you sure you are not referring to the approximate Hessian matrix
of the parameters that determine the variance-covariance structure?

>   Can anyone inform me on how to get by this ?

Can you tell us how you are trying to do this?




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