lme() with known level-one variances
If I understand your request correctly, you want to use something like "weights=varIdent(...)" as an argument to lme(). varIdent and the other varFunc constructors have an argument "fixed" that allow you to specify values for some or all of the coefficients of the variance function. See ?varIdent. The actual error variance will be varFunc() * sigma^2, where sigma^2 is estimated.
That's the problem. As happens in meta-analysis as well, the problem is to estimate a model with a variance component fixed. Not fixed up to a scale parameter. Fixed. In meta-analysis the model is that within each trial a treatment effect parameter is constant, and as the trial is large the variance of the estimated treatment effect is very accurately known conditional on the true treatment effect for that trial. The unconditional variance is then the known conditional variance plus an unknown variance. It doesn't seem that lme() is designed for this, and last time I tried to do it I gave up and changed the model more or less as you suggest.
Thanks to you both for your helpful input. Thomas is correct that I want to treat them as fixed (no free parameters) rather than fixed up to a scale factor. Indeed I have not yet been able to keep lme() from estimating two variance components. If Thomas gave up, that's pretty much enough evidence for me that I need to look elsewhere. I do not think that for this particular problem, writing a routine to do the REML/ML estimation of the inter-study variance component would be too difficult. I will add this to the growing list of items I would like to contribute to this great project. Thanks again and best regards, J.R. Lockwood 412-683-2300 x4941 lockwood at rand.org http://www.rand.org/methodology/stat/members/lockwood/ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._