lme.groupedData {nlme}R Documentation

LME fit from groupedData Object

Description

The response variable and primary covariate in formula(fixed) are used to construct the fixed effects model formula. This formula and the groupedData object are passed as the fixed and data arguments to lme.formula, together with any other additional arguments in the function call. See the documentation on lme.formula for a description of that function.

Usage

## S3 method for class 'groupedData'
lme(fixed, data, random, correlation, weights, 
    subset, method, na.action, control, contrasts, keep.data = TRUE)

Arguments

fixed

a data frame inheriting from class "groupedData".

data

this argument is included for consistency with the generic function. It is ignored in this method function.

random

optionally, any of the following: (i) a one-sided formula of the form ~x1+...+xn | g1/.../gm, with x1+...+xn specifying the model for the random effects and g1/.../gm the grouping structure (m may be equal to 1, in which case no / is required). The random effects formula will be repeated for all levels of grouping, in the case of multiple levels of grouping; (ii) a list of one-sided formulas of the form ~x1+...+xn | g, with possibly different random effects models for each grouping level. The order of nesting will be assumed the same as the order of the elements in the list; (iii) a one-sided formula of the form ~x1+...+xn, or a pdMat object with a formula (i.e. a non-NULL value for formula(object)), or a list of such formulas or pdMat objects. In this case, the grouping structure formula will be derived from the data used to fit the linear mixed-effects model, which should inherit from class groupedData; (iv) a named list of formulas or pdMat objects as in (iii), with the grouping factors as names. The order of nesting will be assumed the same as the order of the order of the elements in the list; (v) an reStruct object. See the documentation on pdClasses for a description of the available pdMat classes. Defaults to a formula consisting of the right hand side of fixed.

correlation

an optional corStruct object describing the within-group correlation structure. See the documentation of corClasses for a description of the available corStruct classes. Defaults to NULL, corresponding to no within-group correlations.

weights

an optional varFunc object or one-sided formula describing the within-group heteroscedasticity structure. If given as a formula, it is used as the argument to varFixed, corresponding to fixed variance weights. See the documentation on varClasses for a description of the available varFunc classes. Defaults to NULL, corresponding to homoscedastic within-group errors.

subset

an optional expression indicating the subset of the rows of data that should be used in the fit. This can be a logical vector, or a numeric vector indicating which observation numbers are to be included, or a character vector of the row names to be included. All observations are included by default.

method

a character string. If "REML" the model is fit by maximizing the restricted log-likelihood. If "ML" the log-likelihood is maximized. Defaults to "REML".

na.action

a function that indicates what should happen when the data contain NAs. The default action (na.fail) causes lme to print an error message and terminate if there are any incomplete observations.

control

a list of control values for the estimation algorithm to replace the default values returned by the function lmeControl. Defaults to an empty list.

contrasts

an optional list. See the contrasts.arg of model.matrix.default.

keep.data

logical: should the data argument (if supplied and a data frame) be saved as part of the model object?

Value

an object of class lme representing the linear mixed-effects model fit. Generic functions such as print, plot and summary have methods to show the results of the fit. See lmeObject for the components of the fit. The functions resid, coef, fitted, fixed.effects, and random.effects can be used to extract some of its components.

Author(s)

José Pinheiro and Douglas Bates bates@stat.wisc.edu

References

The computational methods follow on the general framework of Lindstrom, M.J. and Bates, D.M. (1988). The model formulation is described in Laird, N.M. and Ware, J.H. (1982). The variance-covariance parametrizations are described in Pinheiro, J.C. and Bates., D.M. (1996). The different correlation structures available for the correlation argument are described in Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994), Littel, R.C., Milliken, G.A., Stroup, W.W., and Wolfinger, R.D. (1996), and Venables, W.N. and Ripley, B.D. (2002). The use of variance functions for linear and nonlinear mixed effects models is presented in detail in Davidian, M. and Giltinan, D.M. (1995).

Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series Analysis: Forecasting and Control", 3rd Edition, Holden-Day.

Davidian, M. and Giltinan, D.M. (1995) "Nonlinear Mixed Effects Models for Repeated Measurement Data", Chapman and Hall.

Laird, N.M. and Ware, J.H. (1982) "Random-Effects Models for Longitudinal Data", Biometrics, 38, 963-974.

Lindstrom, M.J. and Bates, D.M. (1988) "Newton-Raphson and EM Algorithms for Linear Mixed-Effects Models for Repeated-Measures Data", Journal of the American Statistical Association, 83, 1014-1022.

Littel, R.C., Milliken, G.A., Stroup, W.W., and Wolfinger, R.D. (1996) "SAS Systems for Mixed Models", SAS Institute.

Pinheiro, J.C. and Bates., D.M. (1996) "Unconstrained Parametrizations for Variance-Covariance Matrices", Statistics and Computing, 6, 289-296.

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.

Venables, W.N. and Ripley, B.D. (2002) "Modern Applied Statistics with S", 4th Edition, Springer-Verlag.

See Also

lme, groupedData, lmeObject

Examples

fm1 <- lme(Orthodont)
summary(fm1)

[Package nlme version 3.1-134 Index]