Prev 58974 / 398502 Next

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

Alexandre Galvão Patriota

Fri, Nov 12, 2004 6:46 PM

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

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