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Covariance structure and MCMC

2 messages · Douglas Bates, Gillian Raab

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On Fri, Jul 11, 2008 at 9:06 AM, Remund, Todd <Todd.Remund at atk.com> wrote:
Thank you for the kind words.  I'm sorry to say that I don't have a
prototype version of mcmcsamp for models with correlated random
effects.  I believe it would take only a day or two to implement it
but right now I don't have a day or two to work on it.       There are
simply too many other commitments at this time, including checking on
the peculiar behavior of the current mcmcsamp for models with
uncorrelated random effects.  There is really no purpose in working
out the sampling of the parameters that induce correlation if the
variance components are not being sampled correctly.