dan metes
2007-Mar-19 04:54 UTC
[R] How to specify Variance Covariance matrix of residuals?
Hi guys! I have a problem regarding a binary logistic hierarchical model I am trying to use. The model contains various covariates that depend on the location the response was measured at but do not depend on time (year). I also have a spatial covariate that depends both on location and time. I have been trying to use the lme4 pack but the package only allows me to model variance covariance information for random effects. What I am interested in is to actually specify a variance covariance matrix of the residuals within year that would describe the unexplained spatial dependence of the errors within each year. I had a look at the nmle pack in Splus and it appears that the nmle function in that package is able to describe such a var-covar matrix via the var.function option. So I was wondering if lmer can do that in R. I also looked at the MCMCpack in R since I might decide to actually use Bayesian modeling when using my hierarchical model. From what I saw logistic regression can be dealth with using this package but I'm not sure if hierarchies can be specified, or if residuals can be given a variance covariance structure. I included my model below: (l - location index, t-time index) Y[l,t] | p[l,t] ~ Bernoulli (p[l,t]) logit( p[l,t] | SpTimeCov, X1,...,Xp) = B0 + B1*X1[l]...+ Bp*Xp[l] + A*SpTimeCov[l,t] + Err[l,t] Err[1:L,t] ~ MVN(0, V) where V is an L*L variance covariance matrix of the residuals that I have to specify. I would really appreciate if you guys had any suggestions as to what package I should use in R (since I don't really have access to Splus) and if I can use the MCMC pack later on if I decide to modify my model so that I can use Bayesian methodology together with the residual structure in the above model. Thank you very much! Sincerely, Dan Metes University of Alberta.