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 [[alternative HTML version deleted]]