Hello again, And excuse me for not replying in real time. I am subscribed in digest mode and the data that generated my question are in a computer not connected to the Internet.
Douglas Bates replied to my original mail and he requested the following: "Can you be more specific about which parameters you want to fix and which you want to vary in the optimisation?" My model is Y_i = X beta + u_i + e_i where u_i ~ N(0, sigma2_u I) are the random effects and e_i ~ N(0, SIGMA) the error terms. What I would like to fix is matrix SIGMA, which, in addition, is diagonal. Hence, I only want to estimate beta and sigma2_u. The reason why I want to fix SIGMA is because, otherwise, the model is unidentifiable (I have one observation per group) and I can get an estimate of SIGMA by other means. Is that possible? If not, could I use any trick to do so? Many thanks. Best regards, Virgilio ______________________________________________ [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 and provide commented, minimal, self-contained, reproducible code.
