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...to the individual and we are therefore not sure again how to define the statistical weights in this case and what this would imply for the error correlation structure. Could you give us a guidance? Your help is most appreciated and we thank you very much in advance! Kind regards Fabian Mollet Doran, H. C. and Lockwood, J. R. 2006. Fitting value-added models in R. - Journal of Educational and Behavioral Statistics 31: 205-230. Dr. Fabian Mollet International Institute for Applied Systems Analysis (IIASA) Schlossplatz 1, A-2361 Laxenburg, Austria Email: mollet@iiasa.ac.at &lt...

Hello there! I'm creacting a loop for(i in 1:n){...}within which I build a nls model at each iteration. for some of the values of i, the algoritm in the nls function doesn't converge or cannot find a solution and consequently an error message is produced, and so my loop is interupted. The errors don't really matter to me as all the other values might still be useful and therefore I

...on varIdent or varFixed, but it is not quite clear to me what is being done by these (e.g. what is meant by variance covariate etc.?). I thank you very much in advance if you could briefly comment on that and point out the function for the weighting that should be applied. All the best Fabian Mollet [[alternative HTML version deleted]]

Dear R users I use simulated data to evaluate a model by sampling the parameters in my model from lognormal distributions. I would like these (lognormal distributed) parameters to be correlated, that is, I would like to have pairwise samples of 2 parameters with a given correlation coefficient. I have seen that a covariance matrix can be fixed when generating random variables from a

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