RE: Fixed elements within a block covariance matrix
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