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sig11
2007 Jul 13
1
imposing constraints on the covariance matrix of random effects in lme4?
Hello all,
I am using lme4 to fit some mixed logistic regressions. I need to
impose an identification constraint of the following form:
(1 sig12)
(sig12 sig22)
and have not figured out how to do it, i.e., sig11 = 1 but the rest of
the parameters are free to vary. Is this possible and, if so, how?
I've been looking through the archive and help to no avail, but
perhaps I'm just missing something.
Thanks for any help,
Jay
--
JVVe...
2007 May 08
0
Question on bivariate GEE fit
...to fit a model for a structured variance covariance matrix.
The error structure for the grouping unit is as follows
sigma = ( sigma1 sigma12 )
( sigma12 sigma2)
sigma1, sigma2 and sigma12 are matrices with
where
sigma1 = sig1 * AR1(rho1)
sigma2 = sig2* AR1(rho2)
sigma12 = sig12 * AR1(rho12)
My question is whether there is any method to fit such data using
packages like gee or geepack (or may be any other package ) in R. The
function genZcor() of geepack can be used to construct correlation but
I have been unable to use it in the present context.
Any help is greatly app...