[R-sig-ME] Compound Symmetry Covariance structure
jdpo223 @ending from g@uky@edu
Fri Dec 7 19:53:23 CET 2018
Can you give the citation and page number for the panel data book?
On Fri, Dec 7, 2018 at 1:15 PM Yashree Mehta <yashree19 using gmail.com> wrote:
> I have a question about the random effects model (Specifically, a random
> intercept model) in its role in assuming a covariance structure in
> estimation. In a panel data textbook, I read that by estimating a random
> effects model itself, there is an induced covariance structure.
> In nlme package, there are several types of covariance structures such as
> Compound Symmetry (which I assume in my model) but the default value is 0.
> I initialize it and proceed with the estimation.
> Does this mean that if I do not specify the compound symmetry value in
> nlme, the estimation is without a covariance assumption or there is
> something I have missed in my understanding? That the " by estimating a
> random effects model itself, there is an induced covariance structure"
> confuses me a little.
> It would be very helpful to get an explanation on this.
> Thank you very much!
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John Poe, Ph.D.
Postdoctoral Scholar / Research Methodologist
Center for Public Health Services & Systems Research
University of Kentucky
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