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

[Douglas Bates]

You can "pre-whiten" the response and the model matrices by multiplying by
either the right or left inverse Cholesky factor of V.  (I always need to
write out the equations before i can determine if I should use the left or
the right factor.)

On Mon Nov 17 2014 at 9:11:45 AM Asaf Weinstein <asafw.at.wharton at gmail.com>
wrote:

> 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,
>
> Asaf
>
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