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Re: st: GLLAMM versus XTMEPOISSON
From
"JVerkuilen (Gmail)" <[email protected]>
To
[email protected]
Subject
Re: st: GLLAMM versus XTMEPOISSON
Date
Tue, 12 Feb 2013 12:54:51 -0500
On Tue, Feb 12, 2013 at 12:03 PM, Stas Kolenikov <[email protected]> wrote:
> Ana,
>
> these are the parameters of the Cholesky decomposition of the
> variance-covariance matrix. The lns are the natural logs of the
> diagonal elements, and atr is the (hyperbolic?) arctan of the
> correlation.
Stas, I think you might be mixing up two different paramaterizations
for the covariance matrix. The Cholesky is one (essentially
decomposing the covariance matrix C = TT', where T is a lower
triangular matrix), and the logarithmic is another, where the
variances and covariances are expressed as exponential terms with
estimation on the logs and correlations are Fisher Z (inverse
hyperbolic tangent), but otherwise spot on advice.
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