Message-ID: <41962147.5060009@stat.wisc.edu>
Date: 2004-11-13T14:59:19Z
From: Douglas Bates
Subject: Variance and Covariance Matrix D and R in nlme or lme4 part II
In-Reply-To: <20041113024616.86470.qmail@web52707.mail.yahoo.com>
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.