Three questions related to random regressions:
How are constructed the orthogonal polynomials in ASREML (or what is de family of polynomials that Arthur used for the program)?
If the polynomials are really orthogonal I think the variance matrix of the polynomial coefficients should be a diagonal, but checking in the .res file after fitting a DIAG matrix shows covariance terms different from 0. However, if I try to fit a US matrix, the program does not converge (and it is just jumping from one value to other). Should I just assume that they are zero?
If I include something like subject.spl(age) as part of my model (to use a random regression) how is the G matrix specified for that term?
e.g. y~spl(age) !r subject.spl(age) etc...
spl(age) 0 …?
Thanks a lot,
Palmerston North, New Zealand
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