G matrix [General Sta­tis­tics]

posted by d_labes  – Berlin, Germany, 2011-05-03 10:26 (5523 d 19:06 ago) – Posting: # 6978
Views: 13,734

Dear J. Detlor!

❝ d_labes this is an excellent reply IMHO.


Thanks for the flowers.

❝ The only addition I would make would be to point out that the SUBJ= option in the RANDOM statement is absent from the second set of code.

❝ ...

❝ If we ignore this option in the RANDOM statement we are assuming the data is from 1 subject only, and thus the G matrix is not in a block-diagonal format.


Really?

I got the G matrix for the second code set (armcd renamed to sequence) for the above mentioned Example 9.3.3 in Chow/Liu - a 2-sequence-3-period replicate study as:
                                Estimated G Matrix

 Row  Effect             sequence  subject    Col1      Col2     Col3    ...

   1  subject(sequence)  RTT        1       75.6238
   2  subject(sequence)  RTT        3                 75.6238
   3  subject(sequence)  RTT        4                           75.6238
...
                                        ...  Col10     Col11     Col12   ...
  10  subject(sequence)  TRR        2       75.6238
  11  subject(sequence)  TRR        5                 75.6238
  12  subject(sequence)  TRR        6                           75.6238
...


For me this looks block diagonal at its best :cool:.

Regards,

Detlew

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