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

[Phillip Alday]

From
https://stat.ethz.ch/R-manual/R-devel/library/nlme/html/pdCompSymm.html :

"This function is a constructor for the pdCompSymm class, representing a
positive-definite matrix with compound symmetry structure (constant
diagonal and constant off-diagonal elements)."

Any multiple of the identity matrix is technically compound symmetric,
because all the off-diagonal elements are the same (0).

Phillip

On 28/11/20 2:30 am, Simon Harmel wrote:
> 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
> 
> 	[[alternative HTML version deleted]]
> 
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