I suggest that you post instead on the r-sig-mixed-models list which specializes in just this sort of query, and where you are therefore likely to receive a quicker more authoritative response.
Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Thu, Nov 10, 2016 at 1:24 PM, Louisell, Paul T PW <paul.louis...@pw.utc.com> wrote: > Hello, > > All the help I've read (including Pinheiro and Bates book, 'Mixed Effects > Models in S and S-PLUS') regarding how to fit a linear mixed-effects model > where variances change with a factor's levels indicates this is done through > the 'weights' argument to 'lme', using something like > 'weights=varIdent(form=~v|g)' where 'v' is a variance covariate and 'g' is > the grouping factor whose strata have different random effect variances. > > My question: Suppose I have more than 1 variance covariate, say v1, ..., vk, > and I want _each_ of these to have variances that change with the levels of g > giving a total of k*nlevels(g) parameters (k*nlevels(g) - k allowing for > identifiability). How is this handled in the nlme package? A simple example > would be random slope and intercepts, _both_ of which have variances changing > with the levels of g. I haven't found any examples of this online or in > Pinheiro & Bates, and I haven't been able to figure this out using the > various varFunc/pdMat classes. > > Help/advice would be greatly appreciated. > > Thanks, > > Paul Louisell > Statistical Specialist > paul.louis...@pw.utc.com > 860-565-8104 > > Still, tomorrow's going to be another working day, and I'm trying to get some > rest. > That's all, I'm trying to get some rest. > Paul Simon, "American Tune" > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
