Re: pol and fixing variance components

Jarrod,

With the random regression model you get the correct variances but
dont you also get covariances between the observations? Your Z matrix
is an nx1 column and ZZ' is nxn of rank 1.

Quoting Jarrod Hadfield <j.hadfield_at_ED.AC.UK>:

> Hi Brian,
>
> Thanks - this is a much simpler way of fitting the model and the
> intercept now agrees with the other methods. I thought the model I
> fitted would be equivalent, but apparently not.
>
> Cheers,
>
> Jarrod
>
>
>
> On 20 Oct 2009, at 12:24, brian.cullis_at_INDUSTRY.NSW.GOV.AU wrote:
>
>>
>> Dear jarrod
>> we do this all the time in the two stage analysis of variety trials
>> where we have weights in the analysis, see the paper by Smith
>> Cullis and Thompson (2005) J Ag Sci Camb
>>
>> Anyway the syntax would be
>>
>> asreml
>> (y~1,random=~units,weight=wt,family=asreml.gaussian(dispersion=1),...)
>> where wt contains the vector of 1/sqrt(sd_i)
>>
>> I think this should do the trick@
>> let me know how you get on
>>
>> warm regards
>>
>> Brian Cullis|Research Leader, Biometrics &
>> Senior Principal Research Scientist |
>> Industry & Investment NSW | Wagga Wagga Agricultural Institute |
>> Pine Gully Road | Wagga Wagga NSW 2650 |
>> PMB | Wagga Wagga NSW 2650
>> T: 02 6938 1855 | M: 0439 448 591 | F: 02 6938 1809 | E:
>> brian.cullis_at_industry.nsw.gov ,au
>> W: www.industry.nsw.gov.au |
>>
>> Visiting Professorial Fellow
>> School of Mathematics and Applied Statistics
>> Faculty of Informatics
>> University of Wollongong
>>
>> Professor,
>> Faculty of Agriculture, Food & Natural Resources
>> The University of Sydney
>>
>> Adjunct Professor
>> School of Computing and Mathematics
>> Charles Sturt University
>>
>>
>>
>>
>>
>>
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>
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