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

[Ken Beath]

Is http://cran.r-project.org/web/packages/coxme/vignettes/lmekin.pdf useful?

On 27 February 2015 at 09:05, Matthew Keller <mckellercran at gmail.com> wrote:

> Hi all,
>
> This has been wonderful to follow, thank you very much to all who have
> contributed!!
>
> Quick clarification:
> Z*Z' is fixed/known. VG is unknown and would be estimated from the data.
>
> Another issue:
> The number of individuals fit in these models is often very large (e.g.,
> 10K - 100K) because the variance of the off-diagonals of Z*Z' is tiny. Of
> the above approaches suggested, are any able to work with datasets of this
> size in a 'reasonable' amount of time? E.g., < 1 day?
>
> Best,
>
> Matt
>
> On Thu, Feb 26, 2015 at 2:47 PM, Rolf Turner <r.turner at auckland.ac.nz>
> wrote:
>
> > On 26/02/15 16:54, Ben Bolker wrote:
> >
> >> -----BEGIN PGP SIGNED MESSAGE-----
> >> Hash: SHA1
> >>
> >>    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
> >
> > _______________________________________________
> > R-sig-mixed-models at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >
>
>
>
> --
> Matthew C Keller
> Asst. Professor of Psychology
> University of Colorado at Boulder
> www.matthewckeller.com
>
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>
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>



-- 

*Ken Beath*
Lecturer
Statistics Department
MACQUARIE UNIVERSITY NSW 2109, Australia

Phone: +61 (0)2 9850 8516

Building E4A, room 526
http://stat.mq.edu.au/our_staff/staff_-_alphabetical/staff/beath,_ken/

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