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
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