Description Usage Arguments Value References Examples
Consider a linear mixed model with normal random effects,
Y_{ij} = X_{ij}^Tβ + v_i + ε_{ij}
where i=1,…,n,\quad j=1,…,m, or it can be equivalently expressed using matrix notation,
Y = Xβ + Zv + ε
where Y\in \mathrm{R}^{nm} is a known vector of observations, X \in \mathrm{R}^{nm\times p} and Z \in \mathrm{R}^{nm\times n} design matrices for β and v respectively, β \in \mathrm{R}^p and v\in \mathrm{R}^n unknown vectors of fixed effects and random effects where v_i \sim N(0,λ_i), and ε \in \mathrm{R}^{nm} an unknown vector random errors independent of random effects. Note that Z does not need to be provided by a user since it is automatically created accordingly to the problem specification.
1 | SolveHMME(X, Y, Mu, Lambda)
|
X |
an (nm\times p) design matrix for β. |
Y |
a length-nm vector of observations. |
Mu |
a length-nm vector of initial values for μ_i = E(Y_i). |
Lambda |
a length-n vector of initial values for λ, variance of v_i \sim N(0,λ_i) |
a named list containing
a length-p vector of BLUE \hat{beta}.
a length-n vector of BLUP \hat{v}.
a length-(mn+n) vector of leverages.
henderson_estimation_1959HMMEsolver
\insertRefrobinson_that_1991HMMEsolver
\insertRefmclean_unified_1991HMMEsolver
\insertRefkim_fast_2017HMMEsolver
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