Hello: I'mreading the book of Searle: http://www.leg.ufpr.br/~eder/Variance%20Components.pdf Ithink that equation 53 on p 276 suggests that if one wants to useweights in REML, the solution is very similar to that in OLS:multiply X, Z, and Y by the square root of the weight matrix?andproceed as in unweighted case. Am I right or there is more that needsto be done? Regards, Nik
Weighted regression in REML
1 message · Nik Tuzov