On 11/21/05, Wassell, James T., Ph.D. <[EMAIL PROTECTED]> wrote: > Deepayan, > > Yes, thanks for confirming my suspicions. I know mixed models are > "different" but, I did not think they were so different as to preclude > estimating the var-cov matrix (via the Hessian in Maximum likelihood, as > you point out). > > Thanks for prompting me to think about MCMC. Your suggestion to > consider MCMC makes me realize that using BUGS, I could directly sample > from the posterior of the linear combination of parameters - to get its > variance and eliminate the extra step using the var-cov matrix. As you > say, with results better than the asymptotic approximation. (Maybe I can > do the same thing with mcmcsamp?, but I'm not familiar with this and > will have to take a look at it.)
That should be easy. mcmcsamp produces "mcmc" objects, which are essentially matrices, with each row containing one set of parameter values. Getting a sample of a linear combination is one call to %*% away. Deepayan ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
