[R-sig-ME] Random covariates with common variance

[ONKELINX, Thierry]

Dear Juan Pedro,

I don't know how to do that in lme4. It is possible with lme() from the
nlme-package. You would need something like random = pdIdent(form = ~ z1
+ z2 + z3|groupingvariable) 

HTH,

Thierry


------------------------------------------------------------------------
----
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature
and Forest
Cel biometrie, methodologie en kwaliteitszorg / Section biometrics,
methodology and quality assurance
Gaverstraat 4
9500 Geraardsbergen
Belgium 
tel. + 32 54/436 185
Thierry.Onkelinx at inbo.be 
www.inbo.be 

To call in the statistician after the experiment is done may be no more
than asking him to perform a post-mortem examination: he may be able to
say what the experiment died of.
~ Sir Ronald Aylmer Fisher

The plural of anecdote is not data.
~ Roger Brinner

The combination of some data and an aching desire for an answer does not
ensure that a reasonable answer can be extracted from a given body of
data.
~ John Tukey

-----Oorspronkelijk bericht-----
Van: r-sig-mixed-models-bounces at r-project.org
[mailto:r-sig-mixed-models-bounces at r-project.org] Namens Juan Pedro
Steibel
Verzonden: donderdag 19 februari 2009 14:39
Aan: R Models Mixed
Onderwerp: [R-sig-ME] Random covariates with common variance

Hello everyone,
I can not find in the documentation how to fit the following model with 
lmer, any help would be much appreciated:
Suppose I have a set of three covariates z1, z2, z3 that I want to fit 
as random effects. Their coefficients U=(u1,u2, u3) have distribution: 
U~N(0,sig.sq_u*I)
Where sig.sq_u is a scalar, I is the Identity matrix of order 3.
I can fit a model with an unstructured covariance matrix on U, and with 
independent heteroskedastic distributions on the components of U, but 
cannot find a way of fitting what I need.

Any pointers/suggestion/comments?
Thanks!
JP


-- 
=============================
Juan Pedro Steibel

Assistant Professor
Statistical Genetics and Genomics

Department of Animal Science & 
Department of Fisheries and Wildlife

Michigan State University
1205-I Anthony Hall
East Lansing, MI
48824 USA 

Phone: 1-517-353-5102
E-mail: steibelj at msu.edu

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