[R] variance component analysis for nested model

[Prof Brian Ripley]

On 26 Oct 2003, Russell Senior wrote:

> 
> Given a set of data:
> 
> > names(data)
> [1] "city"     "house"     "visit"    "value"
> 
> I am looking for a way to compute the variance components of the
> nested model (ie, visit 1 at house 2 at city 3 isn't related to visit
> 1 and house 2 at city 4), but different houses in the same city may be
> related, and different visits to the same house are probably related.
> I want to be able to compute how much of the total variance of "value"
> is explained by each of these.  How can I do that in R?

With lme or (if balanced) aov with an Error term.

There are lots of examples about, e.g. in the MASS and nlme scripts from 
the associated books.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595