RE: Fixed elements within a block covariance matrix
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