-----Oorspronkelijk bericht-----
Van: Mikkel Meyer Andersen [mailto:mikl at mikl.dk]
Verzonden: donderdag 2 september 2010 14:21
Aan: ONKELINX, Thierry
CC: r-help at r-project.org; r-sig-mixed-models at r-project.org
Onderwerp: Re: [R] nlme formula from model specification
Dear Thierry,
Thanks for the quick answer. I'm moving this to
r-sig-mixed-models (but also posting on r-help to notify).
I reserved "Mixed-effects models in S and S-PLUS" by Pinheiro
and Bates, New York : Springer, 2000. Do you know any other
good references?
Cheers, Mikkel.
2010/9/2 ONKELINX, Thierry <Thierry.ONKELINX at inbo.be>:
Dear Mikkel,
You need to do some reading on terminology.
In your model the fixed effects are channel 1, 2 and 3.
is a random effect and the error term is an error term
The model you described has the notation below. You do not need to
create the grouped data structure.
lme(channel0 ~ pos + samplenumber + channel1 + channel2 + channel3,
? random = ~ 1 | samplenumber,
? correlation = corAR1(value = 0.5, form = ~ pos | samplenumber),
? data = channel.matrix)
HTH,
Thierry
PS There is a dedicated mailing list for mixed models:
R-sig-mixed-models
----------------------------------------------------------------------
--
----
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek team Biometrie &
Gaverstraat 4 9500 Geraardsbergen Belgium
Research Institute for Nature and Forest team Biometrics & Quality
Assurance Gaverstraat 4 9500 Geraardsbergen Belgium
tel. + 32 54/436 185
Thierry.Onkelinx at inbo.be
www.inbo.be
To call in the statistician after the experiment is done may be no
more than asking him to perform a post-mortem examination:
able to say what the experiment died of.
~ Sir Ronald Aylmer Fisher
The plural of anecdote is not data.
~ Roger Brinner
The combination of some data and an aching desire for an
not ensure that a reasonable answer can be extracted from a
-----Oorspronkelijk bericht-----
Van: r-help-bounces at r-project.org
[mailto:r-help-bounces at r-project.org] Namens Mikkel Meyer Andersen
Verzonden: donderdag 2 september 2010 13:30
Aan: r-help at r-project.org
Onderwerp: [R] nlme formula from model specification
Dear R-community,
I'm analysing some noise using the nlme-package. I'm
to get my usage of lme verified.
In practise, a number of samples have been processed by a machine
measuring the same signal at four different channels.
I want to model the noise. I have taken the noise (the
position 1 to 3500, and after that there is only noise).
My data looks like this:
channel.matrix:
? ? ? pos channel0 channel1 channel2 channel3 samplenumber
? ?1 3501 ? ? ? ?8 ? ? ? ?3 ? ? ? 12 ? ? ? ?1 ? ? ? ? ? ?1
? ?2 3502 ? ? ? ?3 ? ? ? ?7 ? ? ? ?0 ? ? ? 14 ? ? ? ? ? ?1
? ?3 3503 ? ? ? ?9 ? ? ? ?1 ? ? ? 13 ? ? ? ?3 ? ? ? ? ? ?1
? ?4 3504 ? ? ? ?3 ? ? ? ?7 ? ? ? ?3 ? ? ? 14 ? ? ? ? ? ?1
? ?5 3505 ? ? ? ?6 ? ? ? ?5 ? ? ? ?4 ? ? ? ?5 ? ? ? ? ? ?1
? ?6 3506 ? ? ? ?7 ? ? ? ?0 ? ? ? 16 ? ? ? ?0 ? ? ? ? ? ?1 ...
?495 3995 ? ? ? ?5 ? ? ? ?2 ? ? ? ?9 ? ? ? ?9 ? ? ? ? ? ?1
?496 3996 ? ? ? ?2 ? ? ? ?4 ? ? ? ?6 ? ? ? 10 ? ? ? ? ? ?1
?497 3997 ? ? ? ?3 ? ? ? ?2 ? ? ? ?7 ? ? ? ?7 ? ? ? ? ? ?1
?498 3998 ? ? ? ?2 ? ? ? ?4 ? ? ? ?3 ? ? ? ?9 ? ? ? ? ? ?1
?499 3999 ? ? ? ?3 ? ? ? ?1 ? ? ? ?6 ? ? ? 11 ? ? ? ? ? ?1
?500 4000 ? ? ? ?0 ? ? ? ?3 ? ? ? ?6 ? ? ? ?7 ? ? ? ? ? ?1
2301 3501 ? ? ? ?1 ? ? ? ?4 ? ? ? ?3 ? ? ? ?9 ? ? ? ? ? ?2
2302 3502 ? ? ? ?3 ? ? ? ?3 ? ? ? ?4 ? ? ? 13 ? ? ? ? ? ?2
2303 3503 ? ? ? ?4 ? ? ? ?1 ? ? ? ?8 ? ? ? ?5 ? ? ? ? ? ?2
2304 3504 ? ? ? ?3 ? ? ? ?1 ? ? ? 10 ? ? ? ?2 ? ? ? ? ? ?2
2305 3505 ? ? ? ?2 ? ? ? ?3 ? ? ? ?5 ? ? ? ?8 ? ? ? ? ? ?2
2306 3506 ? ? ? ?0 ? ? ? ?5 ? ? ? ?8 ? ? ? ?2 ? ? ? ? ? ?2 ...
The model is
channel0 ~ alpha_i + eps_{i, j} + channel1 + channel2 +
channel3 where i is sample number, j is position, and:
? alpha_i: ? ? ? ? ? ? ? ? fixed effect for each samplenumber
? eps_{i, j}: ? ? ? ? ? ? ?random effect, here with correlation
structure as AR(1)
? channel1, ..., channel3: fixed effect for each channel not
depending on
? ? ? ? ? ? ? ? ? ? ? ? ? ?samplenumber nor position
(And then afterwards I would model channel1 ~ ... + channel2
+ channel3 etc.)
I then use this function call:
channel.matrix.grouped <- groupedData(channel0 ~ pos |
? data = channel.matrix)
fit <- lme(channel0 ~ pos + samplenumber + channel1 +
channel2 + channel3,
? random = ~ pos | samplenumber,
? correlation = corAR1(value = 0.5, form = ~ pos | samplenumber),
? data = channel.matrix.grouped)
Is that the right way to express the model in (n)lme-notation?
Cheers, Mikkel.