Variance and Covariance Matrix D and R in nlme or lme4 part II

Douglas Bates · 2004-11-13T14:59:19Z

Alexandre Galv??o Patriota wrote: > The model is Y = XB + Zg + e > > where > > g~N(0, D) > > e~N(0, R) > > How to extract the VAR(g)= D, VAR(e)=R and V=ZDZ'+R? > > thanks The VarCorr function can provide D.

Douglas Bates

Sat, Nov 13, 2004 6:59 AM

Alexandre Galv??o Patriota wrote:

The VarCorr function can provide D.

Thread (4 messages)

Alexandre Galvão Patriota Variance and Covariance Matrix D and R in nlme or lme4 part II Nov 12 Douglas Bates Variance and Covariance Matrix D and R in nlme or lme4 part II Nov 13 Alexandre Galvão Patriota Variance and Covariance Matrix D and R in nlme or lme4 part II [Please] Nov 13 Douglas Bates Variance and Covariance Matrix D and R in nlme or lme4 part II [Please] Nov 13