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發(fā)表于 2009-12-25 22:05:06
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本帖最后由 牧童 于 2009-12-25 22:28 編輯
Whilst the part of the coeffcient matrix C arising from the covariances among random effects is sparser than in the corresponding MME for (1), it has to be borne in mind that Z *and W* can be considerably denser than matrices Z and W, although there is a ‘trade-off’ as the covariance matrices among random effects proportional to identity matrices generate fewer links between random effects levels. Hence computational savings in manipulating the MME arise mainly from the reduction in the number of equations when mA< kA or mR< kR.
根據(jù)大家的回復(fù),我整理一下
同時,系數(shù)矩陣C中與隨機效應(yīng)間的協(xié)方差對應(yīng)的那一部分,要比公式(1)的MME中相應(yīng)的這一部分稀疏,必需牢記矩陣Z*和W*比矩陣Z和W要稠密得多,雖然,由于隨機效應(yīng)間的協(xié)方差矩陣與單位矩陣成比例并且隨機效應(yīng)水平間的聯(lián)系更少,但是仍然存在(信息的)交換。所以,在計算MME時節(jié)約的計算量主要原因是mA<KA或mR<kR時方程個數(shù)的減少。
不知道上端翻譯還有什么錯誤?或者更好懂的譯文?請大家繼續(xù)指正~~~~~~~~~~~~~ |
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