RE: increasing ETA estimates with adding full block

From: Ken.Kowalski@pfizer.com Subject: RE: [NMusers] increasing ETA estimates with adding full block Date: 8/19/2003 10:01 AM Reinier, We really shouldn't think of estimating off-diagonal elements of omega as reducing variability in the diagonal elements of omega like we do when including fixed effects. It is hard to know with the limited information you provided whether a full block omega is warranted. How one partitions the variability in omega and sigma to descibe the total variability in the data may or may not be important based on the intended use of the model. My own approach to estimation of omega is to fit the fullest omega that can be supported by the data (i.e., avoiding over-parameterization or ill-conditioning) even if some of the off-diagnonal elements correspond to correlations near zero. In your case a 100 point drop in OFV would suggest that one or more off-diagonal elements correspond to correlations that are different from zero. If you plan to use your model for simulating individual responses those off-diagonal elements may be important. Ignoring those correlations by fitting a diagonal omega may result in unrealistic combinations of the individual parameters when you conduct simulations using the diagonal omega model fit. Regards, Ken _______________________________________________________