Hi, I'm having a problem using LME and hopefully I can get some help. Here
is what I'm doing:
I have a model like this:
yi = alpha + theta * xi + beta * zi + error, errors are normally distributed
mean 0, var sigma^2
xi and zi are generated from normal distributions within a specified range.
True values of alpha, theta, beta and sigma^2 are chosen with a specific
mean and variane tau^2.
I have a function which generates the yi from the other variables, then a
function that does a linear regression using lm to create the estimates.
I then want to use this data to do a meta-anaylsis with the above repeated
between 10-20 times. Within this, I want to use lme to create estimates for
the average true value, sample mean and average standard error for alpha,
theta, beta and the respective tau^2 values for each of these. For the lme
part, I'm using this
a<-summary(lme(alp~1,random=~1|alp, weights=varFixed(~staalp^2)))
This is the one for alpha. This isn't producing the type of results I would
expect, can anyone see where I'm going wrong?
Thanks.