Charles Obuya Sabatia
2009-Oct-11 19:43 UTC
[R] COVARIANCE MATRIX FOR RANDOM EFFECTS - nlme
R-Help, I been using nlme to fit a model with 2 random effects. The correlation matrix I get with the VarCorr command does not seem to have the correct value for the correlation entry. E.g., below is a VarCorr matrix of random effects from data that I am working on: Variance StdDev Corr b1 14.386191885 3.79291338 b1 b3 0.002872538 0.05359606 0.109 Residual 0.052819504 0.22982494 The Corr value 0.109 does not appear to be correct. SAS gives a Corr value that is the square of the value got in R. I get nonsensical results when I use the value given by R. Could someone check this out. Charles O. Sabatia [[alternative HTML version deleted]]