[R] how to obtain EM-estimates of cov(b) and var(e) from lme

[Han Lai]

Hi,

I have a simple random-coefficients model for m subjects:

    y = b0 + b1 x + r0 + r1  x + e

where b0 and b1 are fixed parameters, r0 and r1 are random,
e ~ N(0,s2 I) and R' = [r0, r1] ~ N(0,T).

I try to obtain the EM-estimates of s2 and the elements of T by

    lme(y~x,data=mydata,random= list(group=~x),
          control=lmeControl(maxIter = 0, niterEM=100,msVerbose = TRUE))

Does this statement do the job?

Thank you very much.

Cheers!
Han-Lin Lai, Ph.D
Han-Lin.Lai at noaa.gov
508-495-2312



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