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wombat:famodel [2018/08/30] kmeyer |
wombat:famodel [2018/08/30] (current) kmeyer |
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| with ${\bf D}$ the the diagonal matrix of specific variances. | with ${\bf D}$ the the diagonal matrix of specific variances. | ||
| - | WOMBAT allows for the first part, i.e. has an option which allows <latex> Var({\bf r}) </latex> to be estimated as <latex>{ \bf F F}'</latex> with reduced rank <latex>m</latex>. In addition, WOMBAT incorporates an option for diagonal covariance matrices. \\ Hence a factor-analytic model is readily fitted by simply fitting the corresponding random effect __twice__: | + | WOMBAT allows for the first part, i.e. has an option which allows $Var({\bf r})$ to be estimated as ${ \bf F F}'$ with reduced rank $m$. In addition, WOMBAT incorporates an option for diagonal covariance matrices. \\ Hence a factor-analytic model is readily fitted by simply fitting the corresponding random effect __twice__: |
| * In the first instance with reduced rank covariance matrix, representing the **common** factors \\ (''animal'' in the example), and | * In the first instance with reduced rank covariance matrix, representing the **common** factors \\ (''animal'' in the example), and | ||
| * in the second instance with diagonal covariance matrix, representing the **specific** effects \\ (''bnimal'' in the example). | * in the second instance with diagonal covariance matrix, representing the **specific** effects \\ (''bnimal'' in the example). | ||