When estimating a multilevel model using proc mixed, is there a way to fix some of the covariances in the G matrix to 0 while freely estimating the other components? Here is the matrix I want to estimate:
cov cov var
0 0 0 var
0 0 0 0 var
0 0 0 0 0 var
Assuming that you have an unstructured matrix, and you can make reasonable assumptions regarding the variances and covariances to be estimated, then the PARMS statement should be what you need:
PARMS (var1) (cov12) (var2) (cov13) (cov23) (var3) (0) (0) (0) (var4) (0) (0) (0) (0) (var5) (0) (0) (0) (0) (0) (var6)/hold=7,8,9,11,12,13,14,16,17,18,19,20;
Insert appropriate values for var1-var6 and the covariances. OR set the variances to 1 and covariances to 0, and let the optimizer work.
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