Hello, is there a way to compute multilevel (3-stage) regression using weights matrix (on different levels, just like in HLM) in R ? The nlme package doesn't seem to get the job done. Do you have any suggestions ? I _really_ don't want to use HLM to do this. Best, MikoÅaj Hnatiuk
2012/11/29 Greg Snow <538...@gmail.com> > The gls function in the nlme package is one approach. > > If you know the covariance matrix exactly (it is just numerical with > nothing that needs to be estimated) then you can also take the Cholesky > decomposition of the inverse of the covariance matrix (or other square root > method) and multiply the x matrix and y vector by this root, then do > ordinary least squares. > > Another possibility is generalized estimating equations (gee) which I think > are implemented in a few different packages. > > > On Wed, Nov 28, 2012 at 4:03 PM, Emese Vágó <vagoem...@hotmail.com> wrote: > > > > > > > > > Hi all, > > > > > > > > I would > > like to do a weighted linear regression, when the error of the dependent > > variable > > is correlated. So I have a weighting (covariance) matrix instead of a > > vector. As > > I understood the âweightsâ argument in the lm function should be a > > vector > > and > > not a matrix. Can anyone suggest me a function (package) which would do > the > > job? > > > > > > Thanks a > > lot! > > > > > > > > Emese > > > > > > [[alternative HTML version deleted]] > > > > > > ______________________________________________ > > R-help@r-project.org 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. > > > > > > > -- > Gregory (Greg) L. Snow Ph.D. > 538...@gmail.com > > [[alternative HTML version deleted]] > > > ______________________________________________ > R-help@r-project.org 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. > > [[alternative HTML version deleted]]
______________________________________________ R-help@r-project.org 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.
