[R] Specify var-covar matrix in mixed linear model using lme?

Pengyuan Liu pyliu8 at yahoo.com
Sat Dec 1 22:40:30 CET 2007


Hi,All:
I have a question about specifying var-cov matrix in
mixed linear model using lme. For example, for
single-level mixed linear model:
yi = XiB + Ziui + ei
ui ~ N(0,D), ei ~ N(0,sigma^2R),
var(yi)=sigma^2(ZiAZi^T + R). R is an identify matrix
and A is a known var-covar matrix in my data.
In my data, there is only one random effect besides
ei. But this random effect is dependent among
different subjects within group (this dependence is
characterized in A which is known). corStruct class in
nlme can specify correlation structure for within
group errors (that is, specify R for ei). But I don't
know how to specify A for a specific random effect. In
other words, I want to fix matrix A in the analysis. 
Thanks a lot for your help.



Pengyuan Liu 
Dept of Surgery 
Washington Univ in St Louis


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