[R] repeated measures and covariance structures

[Christian Hennig]

Hello Chris,

as far as I know from the Pinheiro and Bates book "Mixed-Effects Models in S
and S-PLUS", the autoregressive parameter has to be specified only as
initial value for the estimation. That is, the parameter will be estimated,
but the result may depend on the prespecified value. You do not need to
specify it. Then, 0 is used as initial value and this may work well (as in
the example in Pinheiro and Bates, p. 241 f.).

Christian

PS: Have you been at a workshop on model selection near Munich in Nov. 2002?
I suspect that I know who you are but I am not sure.

On Tue, 14 Sep 2004, Chris Solomon wrote:

> Hello-
> 
> I'm trying to do some repeated measures ANOVAs. In the past, using SAS,
> I have used the framework outlined in Littell et al.'s "SAS System for
> Mixed Models", using the REPEATED statement in PROC MIXED to model
> variation across time within an experimental unit. SAS allows you to
> specify different within-unit covariance structures (e.g., compound
> symmetric, AR(1), etc.) to determine the best model.
> 
> I'm having trouble figuring out how to do a similar analysis in R. While
> 'lme' will let you choose the class of correlation structure to use, it
> seems to require that you specify this structure rather than using the
> data to estimate the covariance matrix. For example, it seems that to
> specify 'corAR1' as the correlation structure, you have to pick a value
> for rho, the autoregressive parameter.
> 
> So, my question: is there a way to tell 'lme' what sort of covariance
> structure you'd like to model, and then let the function estimate the
> covariances? Or, alternatively, is there a better way to go about this
> sort of repeated measures analysis in R? I've exhausted my available R
> resources and done a pretty good search of the help archives without
> finding a clear answer.
> 
> Thanks much!
> Chris
> 
> 
> 
> *******
> Chris Solomon
> Center for Limnology
> Univ. of Wisconsin
> Phone: (608) 263-2465
> 
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***********************************************************************
Christian Hennig
Fachbereich Mathematik-SPST/ZMS, Universitaet Hamburg
hennig at math.uni-hamburg.de, http://www.math.uni-hamburg.de/home/hennig/
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