RE: Fixed elements within a block covariance matrix

From: Vgcasabo Date: January 14, 2004 technical Source: cognigencorp.com
From: vgcasabo - vicente.casabo@uv.es Subject: RE: [NMusers] Fixed elements within a block covariance matrix Date: 1/14/2004 4:01 AM Hi all Por fin. I understand. Is possible that if cov1 and cov2 are two physiological variables not known or hidden, and the following dependence exists: Eta1=a1*cov1+e1 Eta2=a2*cov2+e2 Eta3=a3*cov1+a4*cov2+e3 e1, e2 and e3 are independent errors Thus, when dependence of parameters and cov1 and cov2 are not modeled, eta1 and eta3 are correlated, eta2 and et3 are correlated but eta1 and eta2 are not. Vicente G. Casabo