Finding covariance in a lmer mixed effects model
The way you have specified the model implies that the covariance is 0. If you actually want to estimate the covariance, you need to use: fm1 <- lmer(fpg ~ 1 + time + (time|ID), fpg_lme) Best, -- Wolfgang Viechtbauer http://www.wvbauer.com/ Department of Methodology and Statistics Tel: +31 (0)43 388-2277 School for Public Health and Primary Care Office Location: Maastricht University, P.O. Box 616 Room B2.01 (second floor) 6200 MD Maastricht, The Netherlands Debyeplein 1 (Randwyck) ----Original Message---- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Kurt Smith Sent: Thursday, November 12, 2009 05:56 To: r-help at r-project.org Subject: [R] Finding covariance in a lmer mixed effects model
I am having difficulty finding the covariance for the random effects in a mixed effects model. I fit this model: fm1 <- lmer(fpg ~ 1 + time + (1|ID) + (0+time|ID),fpg_lme) and want to find the covariance between the time and intercept random effects. I tried using VarCorr (see below) but it does not give the covariance or correlation between the random effects. Am I doing something wrong? Thanks, Kurt
summary(fm1)
Linear mixed model fit by REML
Formula: fpg ~ 1 + time + (1 | ID) + (0 + time | ID)
Data: fpg_lme
AIC BIC logLik deviance REMLdev
1499289 1499339 -749639 1499259 1499279
Random effects:
Groups Name Variance Std.Dev.
ID (Intercept) 1.0396e+03 32.2435465
ID time 1.2199e-05 0.0034926
Residual 1.1241e+02 10.6025764
Number of obs: 174042, groups: ID, 55526
Fixed effects:
Estimate Std. Error t value
(Intercept) 1.108e+02 1.421e-01 779.9
time 2.106e-03 6.678e-05 31.5
Correlation of Fixed Effects:
(Intr)
time -0.163
VarCorr(fm1)
$ID
(Intercept)
(Intercept) 1039.646
attr(,"stddev")
(Intercept)
32.24355
attr(,"correlation")
(Intercept)
(Intercept) 1
$ID
time
time 1.219857e-05
attr(,"stddev")
time
0.003492645
attr(,"correlation")
time
time 1
attr(,"sc")
sigmaREML
10.60258
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