varIdent {nlme}R Documentation

Constant Variance Function

Description

This function is a constructor for the varIdent class, representing a constant variance function structure. If no grouping factor is present in form, the variance function is constant and equal to one, and no coefficients required to represent it. When form includes a grouping factor with M > 1 levels, the variance function allows M different variances, one for each level of the factor. For identifiability reasons, the coefficients of the variance function represent the ratios between the variances and a reference variance (corresponding to a reference group level). Therefore, only M-1 coefficients are needed to represent the variance function. By default, if the elements in value are unnamed, the first group level is taken as the reference level.

Usage

varIdent(value, form, fixed)

Arguments

value

an optional numeric vector, or list of numeric values, with the variance function coefficients. If no grouping factor is present in form, this argument is ignored, as the resulting variance function contains no coefficients. If value has length one, its value is repeated for all coefficients in the variance function. If value has length greater than one, it must have length equal to the number of grouping levels minus one and names which identify its elements to the levels of the grouping factor. Only positive values are allowed for this argument. Default is numeric(0), which results in a vector of zeros of appropriate length being assigned to the coefficients when object is initialized (corresponding to constant variance equal to one).

form

an optional one-sided formula of the form ~ v, or ~ v | g, specifying a variance covariate v and, optionally, a grouping factor g for the coefficients. The variance covariate is ignored in this variance function. When a grouping factor is present in form, a different coefficient value is used for each of its levels less one reference level. Several grouping variables may be simultaneously specified, separated by the * operator, like in ~ v | g1 * g2 * g3. In this case, the levels of each grouping variable are pasted together and the resulting factor is used to group the observations. Defaults to ~ 1.

fixed

an optional numeric vector, or list of numeric values, specifying the values at which some or all of the coefficients in the variance function should be fixed. It must have names identifying which coefficients are to be fixed. Coefficients included in fixed are not allowed to vary during the optimization of an objective function. Defaults to NULL, corresponding to no fixed coefficients.

Value

a varIdent object representing a constant variance function structure, also inheriting from class varFunc.

Author(s)

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

References

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

See Also

varClasses, varWeights.varFunc, coef.varIdent

Examples

vf1 <- varIdent(c(Female = 0.5), form = ~ 1 | Sex)

[Package nlme version 3.1-166 Index]