Generalized least squared model with known covariance matrix

Ba Pham (
Thu, 15 Jan 1998 21:46:49 -0500

I try to fit a GLS model in which the responses are correlated with a
knonw covariance matrix, hence I need to sandwich the covariance
matrix into the normal equation. Wonder how that can be done with the
existing procedures in Splus version 3.3 for Windows.
Thank you.
Ba' Pham
Dept of Medicine - U of Ottawa
501 Smyth Rd, Ottawa Ontario Canada K1H 8L6
Phone: (613) 737 8472. Fax: (613) 737 8141