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Re: st: xtmixed: cov structure for within REs


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtmixed: cov structure for within REs
Date   Tue, 10 Feb 2009 13:22:15 -0500

Scott,

The  the general linear mixed model is defined

by 

Y=XB+ZU+ e

E(Y)=XB

V=Cov(Y) = ZGZ' +  R  
where

the G matrix is the covariance matrix for the random effects and the R matrix is that for the repeated effects.
  
The random effects are specified after the || and the within subjects (repeated effects) are specified by cov(   )
in the xtmixed command.
  

Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University


Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2008.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Raphael Fraser <raphael.fraser@gmail.com>
Date: Tuesday, February 10, 2009 1:06 pm
Subject: Re: st: xtmixed: cov structure for within REs
To: statalist@hsphsun2.harvard.edu


> Perhaps if you provide the SAS code we could translate into Stata.
> 
> On Mon, Feb 9, 2009 at 2:32 PM, SR Millis <srmillis@yahoo.com> wrote:
> > In xtmixed, is it possible to model the covariance structure for the 
> within-individual random errors (R matrix), ie, an xtmixed equivalent 
> of the "repeated" statement in SAS?
> >
> > Of course, using "random" and "repeated" statements in SAS likely 
> over-specifies the model--and non-convergence often occurs.
> >
> > Thanks,
> > Scott
> >
> >
> >
> > *
> > *   For searches and help try:
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> >
> 
> 
> 
> -- 
> Raphael A. Fraser, MSc
> Lecturer in Biostatistics
> Tropical Medicine Research Institute
> Faculty of Medical Sciences
> University of the West Indies
> Mona Campus
> Kingston, JAMAICA
> 
> Tel:  (876) 927-2471; 977-6151
> Mobile: (876) 410-4699
> Fax: (876) 927-2984
> e-mail: raphael.fraser@uwimona.edu.jm
> *
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*
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