Help file for the command mlcovmat ----------------------------------Syntax ------
mlcovpat , t0() t1() t01() sigma2() dim()
The mlcovpat command computes an estimated covariance matrix given the parameters tau0 (t0), tau1 (t1), tau01(t01), sigma2 and the number of time points (dim). This is based on Page 173 of Multilevel Analysis: An introduction to basic and advanced multilevel modeling by Tom Snijders and Roel Bosker. The following example replicates their results.
mlcovmat , t0( .233) t1(0.017) t01(-0.052) sigma2( 0.048 ) dim(4)
Author ------ Michael N. Mitchell (Based on a program by Susan Ettner) Statistical Computing and Consulting UCLA Academic Technology Services mnmatucla.edu
Statistical Methods and Data Analytics
