Dear R-Users,
I have a question concerning mixed models in R.
The strata of my model are the counties of Germany. The differencies
between these counties should be modelled as realizations of a normally
distributed random variable X.
Moreover, the model contains a 0/1 variable A that enters as a fixed
effect.
The only special feature that should be additionally in the model
is the following:
In a usual mixed model the (constant) variance of X will be chosen
in an optimal way, but I want to fit 2 constant variances, one for
the subset {A=0} and the other one for the subset {A=1}. Nevertheless
it should be one and the same random variable X.
I know that it is possible to fit a model with two independent random
variables X1 and X2 for the subsets {A=0} and {A=1} respectively.
But I want it to be the same! Equivalently the correlation between
X1 and X2 should be 1.
Can anybody help me in this respect?
Yours sincerely Matthias an der Heiden