NNMUSERS : Non-positive semi-definite message

From: John Lukas <johnl@compulink.gr> Subject: NNMUSERS : Non-positive semi-definite message Date: Wed, 22 Aug 2001 10:52:58 -0700 At 12:13 PM 8/21/01 +1200, Nick Holford wrote: .......... (responding to Dr. Kowalski).... >The importance of knowing something about covariance when doing >simulations needs to be continuously emphasized. While using a covariance >of 1 may not be as harmful as a covariance of 0 it still seem that we >would be better off with a middle position which uses some covariance >between 0 and 1. >Do you have any specific comments on the method I suggested? > >$OMEGA 1 ; CL >$OMEGA 1 ; V >$OMEGA .09 FIXED ; COV > > CL=THETA(1)*EXP(ETA(1)) > V=THETA(2)*EXP(ETA(3)*ETA(1)) > Dear Nick, I think this combination CL=THETA(1)*EXP(ETA(1)) V=THETA(2)*EXP(SQRT(ETA(3)*ETA(2)/ETA(1))) may be more true to the units -eg if you use an additive structure. Of course somechecks for zero ETA(1) must be added. Cheers, John