[R-sig-ME] Non-diagonal sampling covariance with lme4

Asaf Weinstein asafw.at.wharton at gmail.com
Mon Nov 17 01:04:30 CET 2014

Hi all,

I would like to obtain ML (or REML) estimates for theta, beta, sigsq in

Y|B=b ~ N( Zb + Xbeta, sigsq*V )
B ~ N( 0,Sigma(theta) )

where V is a known covariance matrix. lmer() does exactly that for V=I_n
(the n-by-n identity matrix); I wonder if there is a way to specify an
arbitrary covariance matrix.

Thanks so much,


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