Still can't make it work [🇷 for BE/BA]

posted by PharmCat  – Russia, 2020-08-07 15:42 (780 d 09:10 ago) – Posting: # 21833
Views: 11,703

Hi ElMaestro!

» I tried to lump 6 subjects together at a time, and now I am getting an estimate of beta but it appears wrong, in the sense it is not corresponding to what I get for the full model.
If you calculate β with initial V - it will be wrong. It will be estimate for current V, then you calk REML end opimize θ... And then again... recalk β, ets... You can get initial β as β = inv(qr(X).R)*qr(X).Q'*y

But if you have wrong β at final iteration - it is bad case.

You can find same equation in LINDSTROM&BATES - 1.2 (where X not a design matix, but vector of Xi, IMHO)

If you provide me data from 6 subjects I can make calculations in Julia.

Magical linear algebra in julia:
using LinearAlgebra

X1 = [1 1 0 0 1; 1 0 0 0 1]
X2 = [1 1 0 0 1; 1 1 1 0 0]
Xv = Vector{Any}(undef, 2)
Xv[1] = X1
Xv[2] = X2
Xv'*Xv == X1'*X1 + X2'*X2 == vcat(X1, X2)'*vcat(X1, X2)
#true

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