I think the authors are mistaken. Sigma is random error, and due to its randomness it cannot be systematically related to anything. It is this ind. assumption that allows for the likelihood to be expressed as described in Pinhiero and Bates p.62.
If you are finding that sigma is systematically related to a fixed effect, then your model is misspecified and there are omitted characteristics that need to be accounted for. -----Original Message----- From: Wassell, James T., Ph.D. [mailto:[EMAIL PROTECTED] Sent: Thursday, November 17, 2005 11:52 AM To: Doran, Harold; [email protected] Subject: RE: [R] nlme question Thank you for taking the time to think about my problem. The reference states: "The covariance structure must be considered, because for unbalanced data the estimates" (i.e. mu, sigma and tau hats) "are not typically independent." Page 105. It would be nice to simply assume zero covariance terms, but the authors reject this simplification. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
