[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
____________________________________________________________________________________
Be a better sports nut! Let your teams follow you
More information about the R-help
mailing list