[R] specifying random effects covariance structure in nlme

Peter Dalgaard pd@|gd @end|ng |rom gm@||@com
Sat Jun 16 15:18:36 CEST 2018


I haven't played with this for a decade or so, but I believe you can do something with pdBlocked(). Possibly ask over on R-sig-ME as this quickly gets beyond the R-help level.

(Also, you are aware that it is not about what you want to estimate, but whether you believe the correlations are nonzero?)

-pd

> On 16 Jun 2018, at 13:00 , Chris Stride <c.b.stride using sheffield.ac.uk> wrote:
> 
> Hi
> 
> I'm trying to fit a mixed effects exponential decay model, in which I have random effects for the initial value (init), the asymptote (asymp), and the rate (rate).
> 
> The catch is that I'd also like to estimate the correlation between init and asymp, but not between init and rate, or asymp and rate.
> 
> Now using  random = pdDiag(init + asymp + rate ~ 1) has none of the random effects correlated
> 
> And using  random = pdSymm(init + asymp + rate ~ 1) has all three of the random effects correlated
> 
> How do I specify just the correlation I want?
> 
> cheers
> 
> Chris
> 
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-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
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