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cross classified random effect model
2 messages · Kasongo, Webster, Freedom Gumedze
1 day later
Dear R mixed modellers I am trying to fit a gls or mixed model to meta analysis data, specifically summary survival curve data. The response variable consists of survival proportions for each trial at different time points (with associated standard errors). Since the variances are known I fit the following model using gls:
y1=prop/100 varest=(se/100)^2 library(nlme) mod <- gls(y1~1,weights=varFixed(~varest)) summary(mod)
Generalized least squares fit by REML
Model: y1 ~ 1
Data: NULL
AIC BIC logLik
118.5856 124.336 -57.29279
Variance function:
Structure: fixed weights
Formula: ~varest
Coefficients:
Value Std.Error t-value p-value
(Intercept) 0.3839122 0.02509093 15.30083 0
Standardized residuals:
Min Q1 Med Q3 Max
-2.5493065 -0.5069545 -0.0253402 0.5264015 3.4182227
Residual standard error: 6.050427
Degrees of freedom: 132 total; 131 residual
The problems with above model are (i) It assumes the errors are uncorrelated, the covariance matrix for the errors V is diagonal with variances for each proportion on the diagonals. How can I allows the errors to be correlated? (ii) The proportions from the same trial are independent. Pinheiro and Bates (in their book) suggest that one can account for both heteroscedasticity in the errors and correlation between trial measurements. However, the heteroscedasticity of the errors assume independence. I tried the following model but is it correct? study=as.factor(trial) mod2 <- gls(y1~1,correlation=corSymm(form=~1|study),weights=varFixed(~varest)) I would also welcome advice on fitting this model as a linear mixed model but assuming the errors known but correlated. kind regards, Freeedom ### UNIVERSITY OF CAPE TOWN This e-mail is subject to the UCT ICT policies and e-mail disclaimer published on our website at http://www.uct.ac.za/about/policies/emaildisclaimer/ or obtainable from +27 21 650 9111. This e-mail is intended only for the person(s) to whom it is addressed. If the e-mail has reached you in error, please notify the author. If you are not the intended recipient of the e-mail you may not use, disclose, copy, redirect or print the content. If this e-mail is not related to the business of UCT it is sent by the sender in the sender's individual capacity. ###