Displaying 2 results from an estimated 2 matches for "sigma12".
Did you mean:
sigma1
2007 May 08
0
Question on bivariate GEE fit
...eatment received
Using indicator variables I have been able to fit and run the code for
a bivariate model using unstructured covariance matrix. However,
I want 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 ) i...
2006 Jul 17
1
sem: negative parameter variances
...-> ln.inv.p0.pc , alpha3 , NA
ln.grp.phvi.pc <-> ln.grp.phvi.pc , sigma11 , NA
ln.grp.phvi.pc <-> ln.migr.new , sigma12 , NA
ln.grp.phvi.pc <-> ln.inv.p0.pc , sigma13 , NA
ln.migr.new <-> ln.migr.new , sigma22 , NA
ln.migr.new...