From: Tobias Guennel <tguennel_at_vcu.edu>

Date: Tue 20 Jun 2006 - 06:06:37 EST

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 Received on Tue Jun 20 06:12:17 2006

Date: Tue 20 Jun 2006 - 06:06:37 EST

I have trouble implementing a nested variance-covariance matrix in the lme function.

The variance-covariance structure is a block diagonal matrix of the form,

V1 0 0 V= 0 V2 0 0 0 V3 where V1...V3 are of the structure: v11 v12 V1= and so on. v21 v22

V1...V3 are assumed to have a compound symmetric variance-covariance structure and therefore the submatrices are of the form:

Lambda Delta1 Delta1 ... Delta1 Delta1 Lambda Delta1 ... Delta1v11=v22= .......

Delta1 ..... Lambda Delta2 Delta2 Delta2 ... Delta2 Delta2 Delta2 Delta2 ... Delta2v12=v21= .......

Delta2 ..... Delta2

The elements of these submatrices depend only upon the three covariance parameters: the compound symmetry parameter delta; the variance of random effect sigma^2g; and the residual variance sigma^2. I have formulas for the submatrices Lambda,Delta1 and Delta2 which I can't really paste in here.

The SAS code dealing with this model is the following:

proc mixed data=rnadeg.pnau;

title 'CV structure for PNAU';

class probepos probeno end probe pixelid newprobeid;
model logPM=end logpgc / ddfm=satterth;

random probeno newprobeid / subject=probe type=cs;
lsmeans end / diff cl; run;

Any ideas are appreciated a lot since I am kind of stuck at this point.

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 Received on Tue Jun 20 06:12:17 2006

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