[6488] in s-news-athena

home help back first fref pref prev next nref lref last post

varcomp question

daemon@ATHENA.MIT.EDU (Jim Hughes)
Wed Feb 22 17:44:15 1995

Date: Wed, 22 Feb 95 14:16:20 -0800
From: hughes@diamond.mcis.washington.edu (Jim Hughes)
To: s-news@utstat.toronto.edu


Does anyone know if it is possible to recover the off-diagonal elements
of the matrix of variance components from the varcomp() function? That is,
varcomp() uses the model

Y_i = aX_i + b_iZ_i + e_i

where Y_i is the vector response for the i'th individual, a is a vector of
fixed effects parameters, b_i is a vector of random effects for the i'th 
individual, X and Z are design matricies and the e's are random errors. The
assumption is that b_i is multivariate normal, mean = 0, variance = sigma.
I would like the full matrix sigma, rather than just the diagonal elements.

Thanks for any help or suggestions.

Jim Hughes
hughes@biostat.washington.edu

home help back first fref pref prev next nref lref last post