Message-ID: <2ad0cc110903231218i6224878fk6c5f47751ab0cd85@mail.gmail.com>
Date: 2009-03-23T19:18:41Z
From: Kingsford Jones
Subject: Extracting SD of random effects from lme object
In-Reply-To: <9c15a6240903231026s42eefbcei5ac47be1c25a249d@mail.gmail.com>
On Mon, Mar 23, 2009 at 11:26 AM, Ben Domingue <ben.domingue at gmail.com> wrote:
> Hello,
> How do I get the standard deviations for the random effects out of the
> lme object? ?I feel like there's probably a simple way of doing this,
> but I can't see it. ?Using the first example from the documentation:
>
>> fm1 <- lme(distance ~ age, data = Orthodont) # random is ~ age
>> fm1
> Linear mixed-effects model fit by REML
> ?Data: Orthodont
> ?Log-restricted-likelihood: -221.3183
> ?Fixed: distance ~ age
> (Intercept) ? ? ? ? age
> ?16.7611111 ? 0.6601852
>
> Random effects:
> ?Formula: ~age | Subject
> ?Structure: General positive-definite
> ? ? ? ? ? ?StdDev ? ?Corr
> (Intercept) 2.3270339 (Intr)
> age ? ? ? ? 0.2264276 -0.609
> Residual ? ?1.3100399
>
> Number of Observations: 108
> Number of Groups: 27
>
> I want to extract the column vector (2.3270339, 0.2264276,
> 1.3100399)'. ?Any thoughts?
To get the covariance matrix of the random effects:
> getVarCov(fm1)
Random effects variance covariance matrix
(Intercept) age
(Intercept) 5.41510 -0.321060
age -0.32106 0.051269
Standard Deviations: 2.327 0.22643
One way to extract the standard deviations shown by the print method above is:
> diag(sqrt(getVarCov(fm1)))
(Intercept) age
2.3270339 0.2264276
Warning message:
In sqrt(getVarCov(fm1)) : NaNs produced
And to get the estimate of the error standard deviation:
> fm1$sigma
[1] 1.31004
hth,
Kingsford Jones
> Thanks,
> Ben
>
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