pan (version 1.9)

pan.bd: Imputation of multivariate panel or cluster data

Description

Implementation of pan() that restricts the covariance matrix for the random effects to be block-diagonal. This function is identical to pan() in every way except that psi is now characterized by a set of r matrices of dimension q x q.

Usage

pan.bd(y, subj, pred, xcol, zcol, prior, seed, iter=1, start)

Value

A list with the same components as that from pan(), with two minor differences: the dimension of "psi" is now (q x q x r x "iter"), and the dimension of "last$psi" is now (q x q x r).

Arguments

y

See description for pan().

subj

See description for pan().

pred

See description for pan().

xcol

See description for pan().

zcol

See description for pan().

prior

Same as for pan() except that the hyperparameters for psi have new dimensions. The hyperparameter c is now a vector of length r, where c[j] contains the prior degrees of freedom for the jth block portion of psi (j=1,...,r). The hyperparameter Dinv is now an array of dimension c(q,q,r), where Dinv[,,j] contains the prior scale matrix for the jth block portion of psi (j=1,...,r).

seed

See description for pan().

iter

See description for pan().

start

See description for pan().