Re: full covariance matrix

From: Lewis B. Sheiner Date: January 12, 1999 technical Source: cognigencorp.com
From: Lewis Sheiner <lewis@c255.ucsf.edu> Subject: Re: full covariance matrix Date: Mon, 11 Jan 1999 22:19:24 -0800 Rik, In general, you "should" use a full cov matrix, as any other choice is a modeling choice that says you know that certain random effects are uncorrelated. You would have to have a scientific basis for making such an assertion. Off diagonal terms can be thought of as correlations, when transformed to by normalizing to the the cv's of the corresponding diagonal elements - that is cov(a,b)/sd(a)/sd(b) ... the fact that they are CV's doesn't change this ... LBS.
Jan 11, 1999 Rik Schoemaker full covariance matrix
Jan 12, 1999 Lewis B. Sheiner Re: full covariance matrix