RE: Fixed elements within a block covariance matrix

From: Serge Guzy Date: January 13, 2004 technical Source: cognigencorp.com
From: Serge Guzy - GUZY@xoma.com Subject: RE: [NMusers] Fixed elements within a block covariance matrix Date: 1/13/2004 12:15 PM You can try using simulation if it is possible. I think that as long as the matrix is positive definite it will work. Sometimes indirect correlation like you suggest (X11 is correlated with X33, and X22 is correlated with X33 ) can exist while there is no direct correlation expressed through the correlation coefficient between X11 and X22 Serge Guzy President POP-PHARM Head of Pharmacometrics and Preclinical Statistics; Xoma Corporation Tel: (w) 510 204 74 76;(Business)510 527 2220