[R-sig-ME] lme and prediction intervals

Emmanuel Charpentier charpent at bacbuc.dyndns.org
Wed Apr 7 23:36:44 CEST 2010

Le mercredi 07 avril 2010 à 08:53 -0500, Douglas Bates a écrit :

[ Snip... ]

> I think what we are seeking is the marginal variance-covariance matrix
> of the parameter estimators (marginal with respect to the random
> effects random variable, B), which would have the form of the inverse
> of the crossproduct of  a (q+p) by p matrix composed of the vertical
> concatenation of - L^{-1}RZX RX^{-1} and RX^{-1}.  (Note: You do *not*
> want to calculate the first term by inverting L, use solve(L, RZX,
> system = "L"") - don't even think about using solve(L) - don't!,
> don't!, don't! - have I made myself clear? - don't do that (and we all
> know that someone will do exactly that for a very large L and then
> send out messages about "R is SOOOOO SLOOOOW!!!! :-) )

This *HAS* to be a fortune(), next to the "brain surgery" warning...

					Emmanuel Charpentier

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