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sigma
2006 Jun 01
1
setting the random-effects covariance matrix in lme
...users,
I have longitudinal data and would like to fit a model where both the variance-covariance matrix of the random effects and the residual variance are conditional on a (binary) grouping variable.
I guess the model would have the following form (in hierarchical notation)
Yi|bi,k ~ N(XiB+Zibi, sigmak*Ident)
bi|k ~ N(0, Dk)
K~Bernoulli(p)
I can obtain different sigmas (sigma0 and sigma1 based on the factor 'dx') using the weights option in the call to lme:
lme(fixed = height ~ -1 + bage + mat_ht + pat_ht + dx + time:dx + time2:dx ,
weights=varIdent(form=~1|dx),...