| VarCorr {nlme} | R Documentation |
Extract variance and correlation components
Description
This function calculates the estimated variances, standard
deviations, and correlations between the random-effects terms in a
linear mixed-effects model, of class "lme", or a nonlinear
mixed-effects model, of class "nlme". The within-group error
variance and standard deviation are also calculated.
Usage
VarCorr(x, sigma = 1, ...)
## S3 method for class 'lme'
VarCorr(x, sigma = x$sigma, rdig = 3, ...)
## S3 method for class 'pdMat'
VarCorr(x, sigma = 1, rdig = 3, ...)
## S3 method for class 'pdBlocked'
VarCorr(x, sigma = 1, rdig = 3, ...)
Arguments
x |
a fitted model object, usually an object inheriting from
class |
sigma |
an optional numeric value used as a multiplier for the
standard deviations. The default is |
rdig |
an optional integer value specifying the number of digits
used to represent correlation estimates. Default is |
... |
further optional arguments passed to other methods (none for the methods documented here). |
Value
a matrix with the estimated variances, standard deviations, and
correlations for the random effects. The first two columns, named
Variance and StdDev, give, respectively, the variance
and the standard deviations. If there are correlation components in
the random effects model, the third column, named Corr,
and the remaining unnamed columns give the estimated correlations
among random effects within the same level of grouping. The
within-group error variance and standard deviation are included as
the last row in the matrix.
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, esp. pp. 100, 461.
See Also
Examples
fm1 <- lme(distance ~ age, data = Orthodont, random = ~age)
VarCorr(fm1)