[R-sig-ME] Lmer and variance-covariance matrix

[ian m s white]

I sent this on Friday and forgot to copy to list:

Antoine,

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 
covariances.

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 :)
>
> PJ
>
>   


-- 
The University of Edinburgh is a charitable body, registered in
Scotland, with registration number SC005336.