estimating variance components for arbitrarily defined var/covar matrices
On 26/02/15 16:54, Ben Bolker wrote:
-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 I thought we were assuming a fixed var-cov matrix
So Z*Z'*VG is fixed/known, rather than being estimated from the data. That's what I didn't properly apprehend.
PLUS an error variance, i.e. Sigma + s^2*I (increasing the variance and decreasing the correlation). But I could be wrong about what model is intended.
No, I think that the misunderstanding was entirely mine. Sorry for the noise. cheers, Rolf
Rolf Turner Technical Editor ANZJS Department of Statistics University of Auckland Phone: +64-9-373-7599 ext. 88276 Home phone: +64-9-480-4619