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Alexandre Galvão Patriota

2004-Nov-13 02:46 UTC

[R] Variance and Covariance Matrix D and R in nlme or lme4 part II

The model is Y = XB + Zg + e

where

g~N(0, D)

e~N(0, R)

How to extract the VAR(g)= D, VAR(e)=R and V=ZDZ'+R?

thanks

Douglas Bates

2004-Nov-13 14:59 UTC

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[R] Variance and Covariance Matrix D and R in nlme or lme4 part II

Alexandre Galv??o Patriota wrote:> The model is Y = XB + Zg + e
> 
> where
> 
> g~N(0, D)
> 
> e~N(0, R)
> 
> How to extract the VAR(g)= D, VAR(e)=R and V=ZDZ'+R?
> 
> thanks
The VarCorr function can provide D.

R help - Nov 2004 - Variance and Covariance Matrix D and R in nlme or lme4 part II

[R] Variance and Covariance Matrix D and R in nlme or lme4 part II

[R] Variance and Covariance Matrix D and R in nlme or lme4 part II