Removing p.d. constraint for random effects in lme
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On 15-04-05 05:40 PM, R User wrote:
Hi, I am trying to fit a mixed model using lme, with a multivariate response. I would like to try and replicate a SAS proc mixed model that has a type=un structure for random effects. I am not very experienced using lme, but it seems like one of the differences is that lme constrains the random effect matrix to be positive definite, whereas SAS does not impose this constraint (only variances in SAS are constrained to be nonnegative). Is there a way to remove this positive definite constraint for random effects from lme and how would this be specified in the model? My current model looks something like this: lme(value ~ trait -1, data, random = ~ trait -1| line, correlation = corSymm( form = ~ 1|line/rep), weights = varIdent(form = ~ 1 |trait), control=control, method="REML") Thanks, Jacqueline
This is likely to be difficult. * Are you looking for positive *semi*definite variance-covariance matrices (i.e. eigenvalues/variance >=0), or do you need to allow (silly) negative definite var-cov matrices (eigenvalues/variances strictly <0)? * Can you give us more context? Can you explain what a non-positive-definite matrix would mean biologically in your example? Can you show us a SAS example where you actually succeeded in fitting a non-positive-definite (or negative-definite) variance-covariance matrix? -----BEGIN PGP SIGNATURE----- Version: GnuPG v1.4.11 (GNU/Linux) iQEcBAEBAgAGBQJVItLfAAoJEOCV5YRblxUHS7oH/1jQDf+0ms4MfVbUkY9dvHdZ YoOYc4l1xEkkoasscYv6EI1gyA9tdK1Bk1z1btpAzjyqlHJ9Di+oKCIi1Ni8L0Mn RZSVvF1rXh32/UldaR+Ixe6i0xtaTEmUzR9NABq5HB23xh3zrkfH43ko/R4G3QKS VE+Fogs+rbIS1zz6CijOfeytRDB3Qs7AabA6abi1/3xAQuzPQtKntNMBuQJ6RlIj V2sCCSgMgy/2BvggNZqspCeK3g4HfXtatKpDKUO0VUac1zydlIQhS888DrkoA2Ng 0KO8ABGxSkLx/qQ4YXk0n37QiajFP3MYHg/iV7b2nvmTP4EdupPVe0Af31I/OSw= =D2J7 -----END PGP SIGNATURE-----