Re: constraining correlation = 1

From: Arunas Verbyla <ari.verbyla_at_ADELAIDE.EDU.AU>
Date: Wed, 29 Nov 2006 08:24:36 +1030

Dear Lutz,

I am assuming the context for your problem is clear and that both variables are
continuous with the usual assumptions being resonable. It wold help to have
your ASReml code for the 2x2 case.

You need to fit a reduced rank model which is available in ASReml using a factor
analytic model, xfa is the ASReml variance model you need, with the so-called
specific variances fixed at zero. For your bivariate case this reduces to a 2x1
vector by its transpose which has potentially different variances and
correlation equal to 1 as you require. Your test this model within (or against)
the unstructured or US model.

The User's Guide has information on how to fit the xfa term, but if you have
trouble email me.

Best wishes,


Quoting "Lutz Ph. Breitling" <lutz.breitling_at_GMAIL.COM>:

> Dear All,
> I am trying to test the hypothesis that the additive genetic
> correlation in my bivariate trait animal model is different from 1.
> For the significance of its difference from 0, I can simply specify a
> starting value of 0.0 for the covariance term in the variance
> structure specification and use a qualifier like !GUFU to keep it
> fixed at 0.
> But I don't find a way to fix the correlation = 1. Constraining the
> two variances and their covariance to be equal (using a VCC line
> -depending on the exact model- like 13 14 15) won't converge in any
> case. Essentially, this is also asking too much, since for cor12=1, it
> is not really necessary to have var1=var2, right?
> Are there any options that I'm not aware of, or does my approach look
> simply wrong altogether? Any comments would be highly appreciated.
> Many thanks-
> Lutz
> --
> Lutz Ph. Breitling, Marie Curie EST Research Fellow
> Integrative & Comparative Biology (Irene Manton 8.93e)
> University of Leeds, LS2 9JT Leeds/UK

Professor Ari Verbyla
School of Agriculture, Food and Wine, The University of Adelaide
Statistical Bioinformatics - Agribusiness, CMIS, CSIRO
Phone: +61 8 8303 6760 or 8769
Fax:   +61 8 8303 6761 or 8763
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Received on Mon Nov 29 2006 - 08:24:36 EST

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