On 5/16/06, Pryseley Assam <[EMAIL PROTECTED]> wrote: > Dear R Users > > I have difficulties accessing the variance components for an lme fit when > the variance covariance matrix of the random effects is not positive definite.
Well, that shouldn't happen. A variance-covariance matrix is, by definition, positive-definite and the whole purpose of the pdMat classes in the nlme package is to ensure that the variance-covariance matrices over which the optimization of the log-likelihood is performed stay positive definite. Are you sure you are not referring to the approximate Hessian matrix of the parameters that determine the variance-covariance structure? > Can anyone inform me on how to get by this ? Can you tell us how you are trying to do this? ______________________________________________ [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
