# (Re: [R] lme in R-2.0.0: Problem with lmeControl) and parameter specification

Pavel Khomski pkhomski at wiwi.uni-bielefeld.de
Wed Dec 1 17:49:40 CET 2004

```Hello!

concerning the lme(...) function i wanted to put four other questions.

1.    in the specification of initial values in the pdMat-constructor i
probably define a standard deviation (sigma_b) and not a variance
(sigma_b^2). For instance
in the Rail  example in
Pinheiro/Bates on p.81 if i specify a random parameter as
random=pdIdent(value=lambda<-diag(1000,1),form=~1),   (in S-plus),
then the call to the lme(...)
with just 0 iterations produces:

>
fm1Rail.lme<-lme(travel~1,data=Rail,random=pdIdent(value=lambda<-diag(1000,1),form=~1),control=list(msMaxIter=0,msVerbose=TRUE,niterEM=0))
Iteration:  0 ,  1  function calls, F=  66.37359
Parameters:
 -3.453878
Warning messages:
ITERATION LIMIT REACHED WITHOUT OTHER CONVERGENCE in: ms( ~  -
logLik(lmeSt,
lmePars), start = list(lmePars = c(coef(lmeSt))),  ....

if i now print out an estimated std.dev.  for sigma_b   i get:

> (fm1Rail.lme\$sigma)*exp(unlist(fm1Rail.lme\$modelStruct))
reStruct.Rail
107.6767

> lambda
[,1]
[1,] 1000

so that the estimated variance would be 107.6767 ^2 = 11594.27 what is
much grater then 1000.  But hier we know that with  iterations the
value of variance will reduce  ( and at the convergence the StdDev is
24.80547  )

so i think that lambda=1000 is specified equal to sigma_b as initial value.

2.    What is the meaning for 0-Iteration?

3.    are the parameters    fixed=beta   and   random=sigma    being
calculated (just on time) only after all iterations have run, or they
also be updated
at every iteration with new value of teta ?   if the latter, how
can i get them for each run ?

4.    Is it in principle possible to hold a variance components
parameter, say   sigma_b,   as in Rail-example,   fixed (on specified
value) through all the
iteration steps (without changing it) and  only optimize  for
teta=log(sigma_b/sigma_epsilon)  with fixed known value of sigma_b ?
how can it be done  ?

Thank you for replay

```