[R-sig-ME] Lmer and variance-covariance matrix
ian m s white
iwhite at staffmail.ed.ac.uk
Mon Mar 14 12:09:44 CET 2011
I sent this on Friday and forgot to copy to list:
If you reshape your data into the form Fam, Y1, Y2, Y3, ... , Y15, then
summary( manova(cbind(Y1,Y2, ... ) ~ Fam ))$SS
produces between and within family sums of squares and products matrices
(15 x 15). Divide by appropriate number of d.f. to convert these to mean
square and product matrices, subtract within from between and divide by
family size to get the estimated matrix of between-family variances and
Is it that simple? Or have I forgotten something?
Paul Johnson wrote:
> Dear Antoine:
> This is interesting, but...
> On Thu, Mar 3, 2011 at 7:03 AM, Antoine Paccard
> <antoine.paccard at unine.ch> wrote:
>> Dear modelers,
>> I have been trying in the past few months to obtain a variance-
>> covariance matrix using lmer. I failed multiple times until I decided
>> to do it under SAS.
> Since many people here think your model cannot be fit, but you say it
> can be fit with SAS, can we please see your SAS command and the
> output? SAS may be throwing out some parameters from the model
> automatically, but lmer does not.
> Just guessing :)
The University of Edinburgh is a charitable body, registered in
Scotland, with registration number SC005336.
More information about the R-sig-mixed-models