Re: pol and fixing variance components

Hi Ian,

The pol structure was interacted with units, so I think Z should be a
diagonal nxn matrix and ZZ' full rank.

Cheers,

Jarrod
On 20 Oct 2009, at 15:05, I.M.S.White wrote:

> 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 |
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>>> ,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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