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Select Variance-covariance Model Options

Use this to set options when selecting the best variance-covariance model for a set of environments.


This specifies which items of output are to be produced by the analysis.

Model Description of the model fitted by the analysis
Summary A summary of the variance-covariance models fitted
Best model Displays the best model
Effects Estimates of regression coefficients
Deviance The residual deviance
Variance parameters Estimates of variance parameters
Covariance model estimated covariance models in matrix format
Variance-covariance matrix Variance-covariance matrix for the variance parameters

Select best model using

This option specifies whether to assess the different covariance structures by using the Schwarz information criterion (SIC), which is also known as the Bayesian Information Criterion (BIC), or by using the Akaike information criterion (AIC).

Include unit error

When selected, you can supply a variate for the unit error to represent uncertainty on trait means (derived from individual unit or plot error) to be included in a QTL analysis. If a unit error data structure has been stored in the QTL data space then the name of that structure will be automatically entered into the input field.

Action buttons

OK Store the settings and close the dialog.
Cancel Close the dialog without further changes.
Defaults Reset options to the default settings.

Action Icons

Clear Clear all fields and list boxes.
Help Open the Help topic for this dialog.

See also

Updated on April 24, 2019

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