hope this helps. spencer graves
Douglas Bates wrote:
<[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.
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