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Covariance matrix in gls models

To: s-news <s-news@lists.biostat.wustl.edu>
Subject: Covariance matrix in gls models
From: Dimitris Rizopoulos <jimsailgr@yahoo.gr>
Date: Mon, 24 Mar 2003 09:03:31 +0000 (GMT)
Dear S+ users,

I have a data set consisting of 3 measurements per individual.

Is it plausible to fit a gls model where cov(1,2) and cov(2,3) elements
of the covariance matrix are free to vary in the optimization
procedure, while the cov(1,3) is fixed to zero?

S-PLUS 6.0.2 Release 1, Windows 98.

Thanks in advance for your suggestions,
Dimitris

=====
Dimitris C. Rizopoulos 
ERASMUS Graduate Student
International Study Program in Statistics
Katholieke Universiteit Leuven
Belgium
http://www.kuleuven.ac.be/ucs/isps/

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