Clear Filters
Clear Filters

How to incorporate random effect which follows multivariate Gaussian distribution in Linear-Mixed-Effect model?

2 views (last 30 days)
I have a linear mixed effect model as follows:
y_ij=X_ij*b+Z_ij*B_i .
Here B_i~MGP(0,C). Now how can I incorporate this parameterization of covariance matrix into the model? As the model only allows log-Cholesky,full-Cholesky, diagonal etc. parameterization of the matrix C. Also Z here is B-spline basis matrix.
  2 Comments
Bernhard Suhm
Bernhard Suhm on 11 Feb 2018
Can you clarify what you are referring to with MGP(0,C)? The doc for LinearMixedModel mentions a couple other covariance matrix types than log/full Cholesky, but I assume above is not one of those.
Mithun Ghosh
Mithun Ghosh on 11 Feb 2018
Actually I have n-population so my random effect coefficient is following n-gaussian process which is multivariate gaussian process(MGP).Thus I want to parameterize covatiance matrix according to MGP where C is my multivarite covariance kernel.

Sign in to comment.

Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!