Forms the unit-by-unit variance-covariance matrix for specified variance components in a
REML model (R.W. Payne).
||Fixed model terms; default
||How to treat the constant term (
||Limit on the number of factors or covariates in each fixed term; default 3|
||Seed for the random numbers used to generate a dummy y-variate; default 12345|
||Random model terms|
||Values for the variance components and residual variance|
||Saves the unit-by-unit variance-covariance matrices|
VBOOTSTRAP assesses the significance of for fixed terms in a
REML analysis, by using a parametric bootstrap. The bootstrap samples are generated from a multivariate Normal distribution with dimension equal to the number of units in the analysis, and this requires a unit-by-unit variance-covariance matrix.
If you want to take the variance-covariance matrix from a previous analysis, this can be done by using the
UVCOVARIANCE option of
VUVCOVARIANCE provides a solution for the situation where there is no suitable previous analysis, but you can make reasonable assumptions about the likely sizes of the variance components. Note, however, that it cannot handle covariance models.
RANDOM parameter specifies a formula structure, defining the random model. This may also contain the residual term, but that is not essential. If it is not present, the residual is added as the final model term. The
COMPONENTS parameter specifies the variance components for the random terms, including the residual variance (at the end, if
VUVCOVARIANCE needs to add this to the
RANDOM formula). The
UVCOVARIANCE parameter saves the unit-by-unit variance-covariance matrix.
FACTORIAL options define the fixed model in the usual way. (See
SEED option provides a seed for random numbers (default 12345). These are used to generate a dummy y-variate, that is used in a
REML analysis inside the procedure to calculate
UVCOVARIANCE obtains the unit-by-unit variance-covariance matrix by using the
COMPONENTS as initial values for the random terms in
VCOMPONENTS, and performing a
REML analysis with the number of iterations set to zero. The y-variate for the analysis contains Normally distributed random numbers, generated with the specified
Commands for: REML analysis of linear mixed models.
CAPTION 'VUVCOVARIANCE example',!t('Split plot design, see the',\ 'Guide to Genstat, Part 2, Section 4.2.1.'); STYLE=meta,plain SPLOAD [PRINT=*] '%gendir%/data/Oats.gsh' " Form unit-by-unit variance-covariance matrix, assuming variance components of 200 for blocks and 100 for whole-plots within blocks, and a residual variance of 150." VUVCOVARIANCE [FIXED=variety*nitrogen] !f(blocks/wplots/subplots);\ COMPONENTS=!(200,100,150); UVCOVARIANCE=uvcov PRINT [RLWIDTH=5] uvcov; FIELD=9