On 11/16/05, Wassell, James T., Ph.D. <[EMAIL PROTECTED]> wrote:
> I am using the package nlme to fit a simple random effects (variance
> components model)
>
> with 3 parameters:  overall mean (fixed effect), between subject
> variance (random) and  within subject variance (random).

So to paraphrase, your model can be written as (with the index i
representing subject)

y_ij = \mu + b_i + e_ij

where

b_i ~ N(0, \tao^2)
e_ij ~ N(0, \sigma_2)
and all b_i's and e_ij's are mutually independent. The model has, as
you say, 3 parameters, \mu, \tao and \sigma.

> I have 16 subjects with 1-4 obs per subject.
>
> I need a 3x3 variance-covariance matrix that includes all 3 parameters
> in order to compute the variance of a specific linear combination.

Can you specify the 'linear combination' that you want to estimate in
terms of the model above?

Deepayan

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