information matrix in random effects model
I use the lme function from the nlme library (or alternatively from the Matrix library) to estimate a random effects model. Both functions return the covariance matrix of the estimated parameters. I have the following question: Is it possible to retrieve the information matrix of such a model (ie from the fitted object)? In particular, the information matrix can be computed as a sum of individual contributions: Sum_i H_i = H, where H_i are the contributions of each case to the Hessian matrix H. Are these individual contributions computed somewhere in either of the functions to estimate random effects models, and is it possible to extract them somehow from the fitted objects? ingmar
Ingmar Visser Department of Psychology Roetersstraat 15 (building A room 1009) 1018 WB Amsterdam tel.: +31-20-5256735