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how to fix the level-1 variances in lme()?

2 messages · Mike Cheung, Brian Ripley

#
Dear all,

Edmond Ng (http://multilevel.ioe.ac.uk/softrev/reviewsplus.pdf) provides 
an example to fit the mixed effects meta-analysis in Splus 6.2. The 
syntax is:
lme(fixed=d~wks, data=meta, random=~1|study, weights=varFixed(~Vofd), 
control=lmeControl(sigma=1))
where d is the effect size, study is the study number, Vofd is the 
variance of the effect size and meta is the data frame.

"sigma=1" is required to constrain the level 1 variance in applying 
mixed-effects models in meta-analysis.

In Splus 6.1, I found that the help manual of nlme includes "sigma" as 
an optional argument in lmeControl() to fix the within-group standard 
error during the optimization.

However, both Pinheiro and Bates (2000, p.476) and the help manual of 
the nlme package in R for Version 3.1-65 
(http://cran.r-project.org/doc/packages/nlme.pdf, p.172) do not include 
"sigma" as an argument for lmeControl().

I would like to know how I could fix the level-1 variances as known 
values in lme().

Thanks in advance!

Best,
Mike
#
On Thu, 29 Sep 2005, Mike Cheung wrote:

            
Use S-PLUS and nlme >= 3.3 (as I recall).

R's and S-PLUS's nlme are not the same (they diverged from a common base 
around 1998).  It is a while (2 years?) since I needed this capability, 
but at the time it was not possible in R's lme.

Since you have access to S-PLUS, why not use it?