lme.lmList {nlme}R Documentation

LME fit from lmList Object


If the random effects names defined in random are a subset of the lmList object coefficient names, initial estimates for the covariance matrix of the random effects are obtained (overwriting any values given in random). formula(fixed) and the data argument in the calling sequence used to obtain fixed 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.


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



an object inheriting from class "lmList.", representing a list of lm fits with a common model.


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


an optional one-sided linear formula with no conditioning expression, or a pdMat object with a formula attribute. Multiple levels of grouping are not allowed with this method function. Defaults to a formula consisting of the right hand side of formula(fixed).


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.


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.


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.


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".


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.


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


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


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


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.


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


The computational methods follow the general framework of Lindstrom and Bates (1988). The model formulation is described in Laird and Ware (1982). The variance-covariance parametrizations are described in Pinheiro and Bates (1996). The different correlation structures available for the correlation argument are described in Box, Jenkins and Reinse (1994), Littel et al (1996), and Venables and Ripley, (2002). The use of variance functions for linear and nonlinear mixed effects models is presented in detail in Davidian and Giltinan (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.

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

See Also

lme, lmList, lmeObject


fm1 <- lmList(Orthodont)
fm2 <- lme(fm1)

[Package nlme version 3.1-131 Index]