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

[Asaf Weinstein]

Thanks a lot, Douglas and Ben. Right, pre-whitening will give me what I'm
looking for!

Asaf

On 17 November 2014 11:07, Douglas Bates <bates at stat.wisc.edu> wrote:

> 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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>>
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>

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