how to fix the level-1 variances in lme()?
On Thu, 29 Sep 2005, Mike Cheung wrote:
Dear all, Edmond Ng (http://multilevel.ioe.ac.uk/softrev/reviewsplus.pdf) provides an example to fit the mixed effects meta-analysis in Splus 6.2. The syntax is: lme(fixed=d~wks, data=meta, random=~1|study, weights=varFixed(~Vofd), control=lmeControl(sigma=1)) where d is the effect size, study is the study number, Vofd is the variance of the effect size and meta is the data frame. "sigma=1" is required to constrain the level 1 variance in applying mixed-effects models in meta-analysis. In Splus 6.1, I found that the help manual of nlme includes "sigma" as an optional argument in lmeControl() to fix the within-group standard error during the optimization. However, both Pinheiro and Bates (2000, p.476) and the help manual of the nlme package in R for Version 3.1-65 (http://cran.r-project.org/doc/packages/nlme.pdf, p.172) do not include "sigma" as an argument for lmeControl(). I would like to know how I could fix the level-1 variances as known values in lme().
Use S-PLUS and nlme >= 3.3 (as I recall). R's and S-PLUS's nlme are not the same (they diverged from a common base around 1998). It is a while (2 years?) since I needed this capability, but at the time it was not possible in R's lme. Since you have access to S-PLUS, why not use it?
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595