Can you do this using gls() with control = glsControl( sigma = yourValue ) ? --Matt -----Original Message----- From: Thomas Lumley [mailto:tlumley at u.washington.edu] Sent: Friday, August 30, 2002 9:12 AM To: Setzer.Woodrow at epamail.epa.gov Cc: J.R. Lockwood; r-help at stat.math.ethz.ch Subject: Re: [R] lme() with known level-one variances
On Fri, 30 Aug 2002 Setzer.Woodrow at epamail.epa.gov wrote:
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. -thomas -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-. -.- 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 _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._. _._ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- 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 _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._