Message-ID: <54EF948C.1060609@auckland.ac.nz>
Date: 2015-02-26T21:47:56Z
From: Rolf Turner
Subject: estimating variance components for arbitrarily defined var/covar matrices
In-Reply-To: <54EE98EC.6010202@gmail.com>
On 26/02/15 16:54, Ben Bolker wrote:
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> 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