Using the weight argument with a variance function in lme (nlme), you
can allow for heteroscedasticity of the within-group error. Is there a
way to do this for the other variance components? For example, suppose
you had subjects, days nested within subjects, and visits nested within
days within subjects (a fully nested two-way design) and you had, say
men and women subjects. Could you allow for differences in the variance
components for men and women?

Rick B.

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