lme varFix under ML fit does not match coefficients standard error
Hello all, This is probably known, but it?s news to me: the standard errors printed for the lme model fit run under method=?ML? are in fact those computed under method=?REML?. Is this the expected behavior? And if so, are there any reasons for this choice? Reproducible example below. Thanks, Florin library(nlme) fit.reml = lme(log(conc) ~ Time, random=~1|Subject, data=Glucose, na.action=na.omit, method="REML") (se.reml = summary(fit.reml)$tTable[,2]) ## (Intercept) Time ## 0.019457141 0.005829144 (se.reml = sqrt(diag(summary(fit.reml)$varFix))) ## (Intercept) Time ## 0.019457141 0.005829144 fit.ml = lme(log(conc) ~ Time, random=~1|Subject, data=Glucose, na.action=na.omit, method="ML") (se.ml = summary(fit.ml)$tTable[,2]) # they match the REML SE?s ## (Intercept) Time ## 0.019457141 0.005829144 (se.ml = sqrt(diag(summary(fit.ml)$varFix))) # they do not match the tTable SE?s ## (Intercept) Time ## 0.019405324 0.005813621