From: Andris Jankevics <andza_at_osi.lv>

Date: Mon 30 Oct 2006 - 09:01:16 GMT

R-help@stat.math.ethz.ch 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. Received on Mon Oct 30 20:14:42 2006

Date: Mon 30 Oct 2006 - 09:01:16 GMT

Also you can take a look on Partial Least Squares (PLS) regression. http://www.statsoft.com/textbook/stpls.html R-package: http://mevik.net/work/software/pls.html

Andris Jankevics

On Sestdiena, 28. Oktobris 2006 06:04, Ritwik Sinha wrote:

> You can use gee (

*> http://finzi.psych.upenn.edu/R/library/geepack/html/00Index.html) or maybe
**> the function gls in nlme.
**>
**> Ritwik.
**>
**> On 10/27/06, Ravi Varadhan <rvaradhan@jhmi.edu> wrote:
**> > Hi,
**> >
**> >
**> >
**> > Suppose I have a multivariate response Y (n x k) obtained at a set of
**> > predictors X (n x p). I would like to perform a linear regression taking
**> > into consideration the covariance structure of Y within each unit - this
**> > would be represented by a specified matrix V (k x k), assumed to be the
**> > same
**> > across units. How do I use "lm" to do this?
**> >
**> >
**> >
**> > One approach that I was thinking of is as follows:
**> >
**> >
**> >
**> > Flatten Y to a vector, say, Yvec (n*k x 1). Create Xvec (n*k, p*k) such
**> > that it is made up of block matrices Bij (k x k), where Bij is a diagonal
**> > matrix with X_ij as the diagonal (i = 1,.n, and j = 1,.,p). Now I can
**> > use "lm" in a univariate mode to regress Yvec against Xvec, with
**> > covariance matrix Vvec (n*k x n*k). Vvec is a block-diagonal matrix with
**> > blocks of V along the diagonal. This seems like a valid approach, but I
**> > still don't know how to specify the covariance structure to do weighted
**> > least squares.
**> >
**> >
**> >
**> > Any help is appreciated.
**> >
**> >
**> >
**> > Best,
**> >
**> > Ravi.
**> >
**> >
**> >
**> >
**> > -------------------------------------------------------------------------
**> >--- -------
**> >
**> > Ravi Varadhan, Ph.D.
**> >
**> > Assistant Professor, The Center on Aging and Health
**> >
**> > Division of Geriatric Medicine and Gerontology
**> >
**> > Johns Hopkins University
**> >
**> > Ph: (410) 502-2619
**> >
**> > Fax: (410) 614-9625
**> >
**> > Email: rvaradhan@jhmi.edu
**> >
**> > Webpage:
**> > http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html
**> >
**> >
**> >
**> >
**> > -------------------------------------------------------------------------
**> >--- --------
**> >
**> >
**> >
**> >
**> > [[alternative HTML version deleted]]
**> >
**> > ______________________________________________
**> > R-help@stat.math.ethz.ch 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.
*

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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. Received on Mon Oct 30 20:14:42 2006

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