Estimating large variance-covariance matrices

I think I may have answered my own question. Package corpcor provides 
shrinkage estimation of large variance/covariance matrices. This may not 
seem to have much to do with mixed models but I think that shrinkage 
only makes sense if you are thinking of parameters as random variables 
in some sense.

Cheers,  Murray

I'm wondering if a mixed model approach would be useful for estimating large variance-covariance matrices from a modest number of observations. Does anyone have any references on this?

Cheers,  Murray Jorgensen

Dr Murray Jorgensen      http://www.stats.waikato.ac.nz/Staff/maj.html
Department of Statistics, University of Waikato, Hamilton, New Zealand
Email: maj at waikato.ac.nz  majorgensen at ihug.co.nz        Fax 7 838 4155
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