RE: Fixed elements within a block covariance matrix
From: Sam Liao - sliao@pharmaxresearch.com
Subject: RE: [NMusers] Fixed elements within a block covariance matrix
Date: 1/13/2004 8:42 PM
Hi Steve, Vicente:
I believe what you are saying may hold, but not always.
In the case where X11 and X33 are positively correlated, while X22 and
X33 are negatively correlated (X3 goes up while X2 goes down), X11 and
X22 may not be correlated. This is just my observation in some of the
models I had before.
Best regards,
Sam Liao, Ph.D.
PharMax Research
199 Pierce Street,
Suite 817,
Somerset, NJ 08873
phone: 201-9882043
efax: 1-720-2946783