How to incorporate random effect which follows multivariate Gaussian distribution in Linear-Mixed-Effect model?
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I have a linear mixed effect model as follows:
y_ij=X_ij*b+Z_ij*B_i .
Here B_i~MGP(0,C). Now how can I incorporate this parameterization of covariance matrix into the model? As the model only allows log-Cholesky,full-Cholesky, diagonal etc. parameterization of the matrix C. Also Z here is B-spline basis matrix.
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Bernhard Suhm
on 11 Feb 2018
Can you clarify what you are referring to with MGP(0,C)? The doc for LinearMixedModel mentions a couple other covariance matrix types than log/full Cholesky, but I assume above is not one of those.
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