<[EMAIL PROTECTED]> writes: > 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.
Sorry to say that I don't think lme will handle that problem gracefully. ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
