[ADMB Users] SE Estimates including process error in ADMB

Chris Gast cmgast at gmail.com
Mon Nov 15 16:14:24 PST 2010


Thanks for your reply, Dave.  I see from page 29 of the ADMB-RE manual how
the VCV matrix for the random effects is computed, and I believe this will
be helpful when I compute Var(e_i), and, for example, Var(N3) =
Var(N1*(mu_s+e_1)*(mu_s+e_2)), when I need Cov(e_1,e_2) and/or Cov(e_i,
\sigma_\mu).

But I don't see any mention in the manual of how variability for parameters
other than hyperparameters and random effects is estimated.  (Perhaps I am
looking in the wrong location?)

Thanks,

Chris





-----------------------------
Chris Gast
cmgast at gmail.com


On Mon, Nov 15, 2010 at 1:52 PM, dave fournier <davef at otter-rsch.com> wrote:

> The calculation for random effects is explained in the ADMB-RE manual,
> although
> the presentation is a bit unclear at least to me and I wrote the code.
> Take a look at it and see if it helps.
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> Users at admb-project.org
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