[R-sig-ME] A newbie: When to allow residuals to correlate?
kj@j@o|omon @end|ng |rom gm@||@com
Mon Mar 22 00:10:15 CET 2021
Hello List Members,
I apologize in advance for the simplicity of my question. But I'm
struggling to understand the following in plain English:
What is the difference between the correlation among the random-effects and
the correlation among the residuals (i.e., lowest level errors within each
level of a grouping variable perhaps with respect to 'time')?
What type of correlation (dependency) in data is accounted for by
correlating the random-effects, and what type of correlation in data is
accounted for by correlating the residuals?
Here are two conceptual models to contextualize this discussion:
#== Correlation among random-effects (intercepts & time slopes) only:
nlme::lme(y ~ gender*time, random = ~ time | ID, data = data)
#== Correlation among random-effects + Unstructured correlation among
nlme::lme(y ~ gender*time, random = ~ time | ID, data = data, correlation =
corSymm(form = ~ 1 | ID))
Many thanks for your consideration of my basic question,
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