Not convinced that responses so far have addressed the problem. The model is
y = mu + U + e where e is a vector of independendent errors with variance ve, and U is a vector of random effects with covariance matrix va*A, where A is a known matrix (which we can assume is a correlation matrix). If we know the ratio (va/ve), this reduces to a GLS problem, but not otherwise. Usually we have to estimate both ve and va. ====================================== I.White ICAPB, University of Edinburgh Ashworth Laboratories, West Mains Road Edinburgh EH9 3JT Fax: 0131 650 6564 Tel: 0131 650 5490 E-mail: [EMAIL PROTECTED] ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
