lme fitted correlation of random effects: where is it?
The print method for lme *prints out* the fitted correlation matrix for the random effects. Is there any way to get these values as an object in R? I have examined the components of the lme object (called "junk" in the example below) and the components of summary(junk) without finding these numbers. (How I did this: I dumped the entire lme object to a text file and then used egrep to search the text file for one of the long strings of digits that are in the printout. The string was not in the file. It appears that the print method computes the fitted correlation matrix on the fly?? Or where does it get it?) Below is the printout of the correlation matrix. One could print it to a file and then use perl to get the numbers back, but that seems a bit circuitous. What am I overlooking? Of course, this correlation matrix is not the sample correlation matrix of the random effects, as is confirmed below. Thanks for any ideas. Jake Wegelin
junk
Linear mixed-effects model fit by REML
Data: blockmat
Log-restricted-likelihood: -426.3231
Fixed: RESP ~ -1 + intS + tS + intC + tC + intA + tA
intS tS intC tC intA tA
-0.049391372 0.034116310 -0.003453588 0.200868693 0.019390920 -0.233687228
Random effects:
Formula: ~(-1 + intS + tS) + (-1 + intC + tC) + (-1 + intA + tA) | ID
Structure: General positive-definite, Log-Cholesky parametrization
StdDev Corr
intS 0.2891005 intS tS intC tC intA
tS 0.5652176 0.026
intC 0.3550297 0.661 0.144
tC 0.5335840 -0.078 0.563 -0.008
intA 0.4261338 -0.560 0.109 0.034 0.189
tA 0.6932241 -0.092 0.423 0.058 0.096 -0.141
Residual 0.5847087
Number of Observations: 360
Number of Groups: 40
cor(junk$coefficients$random$ID)
intS tS intC tC intA tA intS 1.00000000 0.00969535 0.726342257 -0.113025813 -0.63004526 -0.08474931 tS 0.00969535 1.00000000 0.189830146 0.697937620 0.13437668 0.51908803 intC 0.72634226 0.18983015 1.000000000 0.005010784 -0.01763164 0.07153269 tC -0.11302581 0.69793762 0.005010784 1.000000000 0.25276614 0.14386815 intA -0.63004526 0.13437668 -0.017631636 0.252766142 1.00000000 -0.16658238 tA -0.08474931 0.51908803 0.071532693 0.143868146 -0.16658238 1.00000000
version
_ platform i386-pc-mingw32 arch i386 os mingw32 system i386, mingw32 status major 1 minor 9.1 year 2004 month 06 day 21 language R