souvik banerjee
2006-Sep-01 13:53 UTC
[R] defining error structure in bivariate mixed models
Hi,
Using indicator variables I have been able to fit and run the code for
fitting a bivariate mixed model using unstructured covariance matrix
The code is
lme.fit1<- lme(one.var~-1+indic1+indic2+I(indic1*d.time)+I(indic2*d.time),
random =~ -1+indic1+indic2|m.unit, weights = varIdent(~1|indic1)
,data = new.data)
My variables are
one.var :- the two response variables stacked one after another
indic1 :- Indicator for variable one
indic2 :- indicator for variable two
d.time :- A covariate
m.unit :- the grouping units.
However
I want to do this with the error structure for the grouping unit as follows
sigma = ( sigma_1 0 )
( 0 sigma_2)
where
sigma_1 = sig1 * AR1(rho1) = error relating to variable 1
sigma_2 = sig2* AR1(rho2) = error relating to variable 2
How can I do this using lme()?
Any help is greatly appreciated.
Regards
Souvik Banerjee
Junior Research Fellow
Dept of Statistics
University of calcutta
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