Extracting model matrices used by lmer
On 13-02-26 10:52 AM, Asaf Weinstein wrote:
Thank you very much, Ben, for your useful answer from long ago. I still can't figure out a way to extract the Residual variance (sigma^2) estimate using getME()? Thanks again, Asaf
I think sigma(model)^2 should do it -- apparently works for stable as well as development lme4.
On 15 November 2012 23:04, Ben Bolker <bbolker at gmail.com> wrote:
Asaf Weinstein <asafw.at.wharton at ...> writes:
Hello again, Is there an easy way of obtaining the X and Z model matrices in *y = X*Beta + Z*u + eps* with the lmer function? I am trying to extract these because I want to obtain maximum likelihood estimates for the case where sigma sq (error variance) is known.
See ?getME As shown in the examples: (nmME <- eval(formals(getME)$name)) [1] "X" "Z" "Zt" "u" "Gp" "L" "Lambda" [8] "Lambdat" "A" "flist" "RX" "RZX" "beta" "theta" [15] "REML" "n_rtrms" "is_REML" so getME(model,"X") and getME(model,"Z") should do what you want.
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