gen_RE_cov_matrix: generate a parameterized covariance matrix from the provided 3 blocks
Description
generate a parameterized covariance matrix from the provided 3 blocks
Usage
gen_RE_cov_matrix(Sigma.w, Sigma.z, Sigma.wz)
Value
2M x 2M matrix for generating correlated pairs of random effects
Arguments
- Sigma.w
level 3 covariance matrix
- Sigma.z
level 2 covariance matrix
- Sigma.wz
covariance between level 2 and level 3