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gls with a particular correlation matrix

To: s-news@wubios.wustl.edu
Subject: gls with a particular correlation matrix
From: Stephanie MAHEVAS <Stephanie.Mahevas@ifremer.fr>
Date: Thu, 15 Nov 2001 18:16:22 +0100
Organization: ifremer
Dear all

I would like to fit a linear model on a response variable Y =
(Y_1,..,Y_n) against a particular continuous variable. The values of the
response variable are the estimated coefficients of a factor
(Y_1=Beta_1,..Y_n=Beta_n) obtained with a previous GLM. Given the
contrasts (treatment), these estimations of Beta_i are correlated. To
take account of these correlations, I decide to use the function gls
with a correlation matrix. Does it has any sense?
I have extracted from the covariance matrix of the first GLM, the
covariance between the Beta_i and I try to find (without success!) a way
to introduce this matrix in the correlation structure of the gls
function.
Can anybody help me?
Any solutions  will be appreciated  and sorry for the  bad english.
thank you very much.
(S+2000)
-- 
......................................................................
Stephanie MAHEVAS (Stephanie.Mahevas@ifremer.fr)
 IFREMER/MAERHA   Tel: 02 40 37 41 81 Fax: 02 40 37 40 75     
 (Mathématiques Appliquées à l'Evaluation
  des Ressources  Halieutiques et Aquacoles) 
  rue de l'île d'Yeu  
  BP 21105  44311 NANTES Cedex 03  
  http://www.ifremer.fr/maerha
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