[R-sig-ME] What it means for rho to be 0 in lme() when using compound symmetry

Simon Harmel @|m@h@rme| @end|ng |rom gm@||@com
Sat Nov 28 02:30:09 CET 2020


Hello All,

Below, I'm using corCompSymm() (compound symmetry) for my simple model.

The rho is estimated to be 0. I was wondering what it means for rho in the
var-covariance matrix to be "0"? Is my var-covariance matrix below valid?
-- Thank you all, Simon
#----------------------------------------------------------------
library(nlme)
data <- read.csv('https://raw.githubusercontent.com/hkil/m/master/R.csv')

m <- lme(Achieve ~ time, random = ~1|subid, data = data, correlation =
corCompSymm())

  aa <- corMatrix(m$modelStruct$corStruct)[[1]]
  aa * sigma(m)^2

         [,1]     [,2]     [,3]     [,4]
[1,] 112.5003   0.0000   0.0000   0.0000
[2,]   0.0000 112.5003   0.0000   0.0000
[3,]   0.0000   0.0000 112.5003   0.0000
[4,]   0.0000   0.0000   0.0000 112.5003

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