[R] lme: Confusion about Variances

h.brunschwig@utoronto.ca h.brunschwig at utoronto.ca
Fri Dec 31 17:20:33 CET 2004


Dear R users!

I used lme to fit a mixed model with random intercept and spatial Gaussian
correlation i.e. I fitted a model of the following form:

Y = X*beta + error

and

error = U + W(t) + Z

where U is the random intercept (normally distributed), W(t) the stationary
Gaussian process and Z also a normally distributed (the residual) rv. Each of
these three random variables have a variance which I am not sure to which output
in lme they belong to.
VarCorr gives the intercept and residual variance which I assume belong to U and
Z respectively. The output of lme gives another estimate called "range" which I
assume belongs to the parameter estimate needed for the Gaussian correlation.

Are my assumptions correct? And where can I get the variance for the W(t) from?

Thanks for any answers...and happy new year...

Hadassa




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