Re: full covariance matrix
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.