lme: how to extract the variance components?
"Jean Wu" <darmy16@hotmail.com> writes:
Dear all,
Here is the question:
For example, using the "petrol" data offered with R.
pet3.lme<-lme(Y~SG+VP+V10+EP,random=~1|No,data=petrol)
pet3.lme$sigma gives the residual StdDev.
But I can't figure out how to extract the "(intercept) StdDev",
although it is in the print out if I do "summary(pet3.lme)".
In S-plus3.4 , $var.ran is the estimate of the variance of the random
effects between clusters. what is the equivalent thing to do in R?
It's been a while, but I have some old code saying
lme.obj <- lme(log(Height)~ns(sqrt(Age),knots=c(0.25,.5,1,5),
Boundary.knots=c(0,10)), random=~sqrt(Age)|ID,
correlation=corExp(form=~sqrt(Age),nugget=F))
Age.new <- seq(0,10,0.01)
C.mat <- lme.obj$sigma^2*as.matrix(lme.obj$modelStruct$reStruct$ID)
SD <- sqrt(sapply(Age.new,
function(a){x<-c(1,sqrt(a)); t(x) %*% C.mat %*% x})
+lme.obj$sigma^2)
so I would expect that you want
pet3.lme$sigma^2 * as.matrix(pet3.lme$modelStruct$reStruct$No)
O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk) FAX: (+45) 35327907 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._