Displaying 3 results from an estimated 3 matches for "lsigma".
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2013 Jun 07
1
Function nlme::lme in Ubuntu (but not Win or OS X): "Non-positive definite approximate variance-covariance"
...reStruct.subj3 5.766955e-01 9.864047e-01 1.861434e+00 -0.3303689957
reStruct.subj1 -1.034862e-01 -1.937903e-01 -3.303690e-01 0.0941652375
reStruct.subj2 -3.464557e-03 -5.933008e-03 -1.102904e-02 0.0163847582
reStruct.subj3 -6.826057e-01 -1.186231e+00 -2.122872e+00 0.3705613715
lSigma -2.058254e-06 -4.764783e-06 1.653583e-05 -0.0000146693
reStruct.subj2 reStruct.subj3 lSigma
reStruct.subj1 -3.464557e-03 -6.826057e-01 -2.058254e-06
reStruct.subj2 -5.933008e-03 -1.186231e+00 -4.764783e-06
reStruct.subj3 -1.102904e-02 -2.122872e+00 1.653583...
2005 Apr 01
1
CI for Ratios of Variance components in lme?
My apologies if this is obvious:
Is there a simple way (other than simulation or bootstrapping) to obtain a
(approximate)confidence interval for the ratio of 2 variance components in a
fitted lme model? -- In particular, if there are only 2 components (1
grouping factor). I'm using nlme but lme4 would be fine, too.
-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
2003 Mar 31
1
nonpos. def. var-cov matrix
R 1.6.2 for Windows, Win2k:
I have fitted a weighted least squares model using the code
"wls.out <- gls(y ~ x1 + x2 + x3 + x4 + x5 + x6 - 1, data = foo.frame,
weights = varConstPower(form = ~ fitted(.), fixed = list(power = 0.5),
const = 1))"
The data has 62 rows and the response is zero when the covariates are
zero. The purpose of the model was to account
for the the fact that