[R-sig-ME] estimating variance components for arbitrarily defined var/covar matrices
r.turner at auckland.ac.nz
Thu Feb 26 22:47:56 CET 2015
On 26/02/15 16:54, Ben Bolker wrote:
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> I thought we were assuming a fixed var-cov matrix
So Z*Z'*VG is fixed/known, rather than being estimated from the data.
That's what I didn't properly apprehend.
> PLUS an error
> variance, i.e. Sigma + s^2*I (increasing the variance and decreasing
> the correlation).
> But I could be wrong about what model is intended.
No, I think that the misunderstanding was entirely mine.
Sorry for the noise.
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