getV | R Documentation |
Determine the estimated variance-covariance matrix of observations y
.
getV(obj)
obj |
(VCA) object |
A linear mixed model can be written as y = Xb + Zg + e
, where y
is the column
vector of observations, X
and Z
are design matrices assigning fixed (b
),
respectively, random (g
) effects to observations, and e
is the column vector of
residual errors.
The variance-covariance matrix of y
is equal to Var(y) = ZGZ^{-T} + R
, where R
is the variance-covariance matrix of e
and G
is the variance-covariance matrix of g
.
Here, G
is assumed to be a diagonal matrix, i.e. all random effects g
are mutually independent
(uncorrelated).
(VCA) object with additional elements in the 'Matrices' element, including matrix V
.
Andre Schuetzenmeister andre.schuetzenmeister@roche.com
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