Hello,

I have a ordinary linear mixed model (with one random effect per observation) as follows:

model

{

for (i in 1:25){

Y[i] ~ dnorm(m[i],tauerr)

m[i]<-inprod(beta[],X[i,])+inprod(alpha[],Z[i,])}

for (k in 1:25){alpha[k] ~ dnorm(0, taualpha)}

for (l in 1:3){beta[l] ~ dnorm(0,1.0E-6)}

tauerr ~ dgamma(1.0E-3,1.0E-3)

sigma2.err <- 1/tauerr

taualpha ~ dgamma(1.0E-3,1.0E-3)

sigma2.alpha <- 1/taualpha

}

I now want to draw the alphas from MVN ~([0, ...,0], taualpha*Cov) where Cov is a known matrix (i.e. some of the alphas are correlated). How to do this?

Patrik Waldmann

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