[R-sig-ME] estimating variance components for arbitrarily defined var/covar matrices

[Rolf Turner]

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.

cheers,

Rolf

-- 
Rolf Turner
Technical Editor ANZJS
Department of Statistics
University of Auckland
Phone: +64-9-373-7599 ext. 88276
Home phone: +64-9-480-4619