Dear Irene, May be I misunderstand your problem, but are you not describing here a classical hierarchical model ? Do you know the book recently published, entitled 'Data Analysis Using Regression and Multilevel/Hierarchical Models', written by Gelman and Hill ? I think the section 12 can provide an answer to your question. Best regards François
----- Original Message ----- From: "Irene Mantzouni" <[EMAIL PROTECTED]> To: <[EMAIL PROTECTED]> Sent: Sunday, November 04, 2007 10:48 PM Subject: [R] hierarchical mixed model > > I would like to fit a 2-level mixed model: > > yit=a+a[i]+a[it] +(b+b[i]+b[it])*xit+eps[it] > > However, the variance of the second level components should depend on the > group, i.e. sigma for a[it] and b[it] should be [i] specific. > I do not know whether this is conceptually right in the mixed model > context... > In case it stands, how should the formula look like? > > Also, the data are unbalanced with different number of observations t > nested in each i group and I get the warning when trying to fit the model > in the traditional way. > How much should I worry about this? > > Thank you! > > ______________________________________________ > 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. > > ______________________________________________ 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.