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

[Simon Harmel]

Thanks, Phillip. Given the estimated rho of 0 obtained from the default
correlation structure in lme(), can we say that for this dataset there is
no dependence left after fitting the 2-level model shown in my original
post?

In other words, once getting a rho of 0 from the default correlation
structure for this model, then one doesn't need to think of alternative
correlation structures, because even the default correlation structure has
shown that there is no dependence to model.

Is this a reasonable conclusion?

On Fri, Dec 4, 2020, 9:11 AM Phillip Alday <me using phillipalday.com> wrote:

> 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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> >
>

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