[R] lme: Variances
h.brunschwig@utoronto.ca
h.brunschwig at utoronto.ca
Sat Jan 1 20:23:53 CET 2005
Hi R users!
I will try to state my question again. I have longitudinal data and fitted the
following model with lme:
Y = X*beta + U + W(t) + Z
where
U ~ N(0, nu*I) I is the identity matrix, so this is the random intercept
W(t)~ N(0, sigma*H) and H is a matrix which incorporates a Gaussian serial
correlation (covariance) in the offdiagonal elements
Z ~ N(0, tau*J) the (measurement) error
So lme must have estimated three variance parameters plus the parameter for the
Gaussian correlations. From the output I get, I dont know which is which. The
output was:
> nepal.lme<-lme(ht~sex+died+alive+mage+lit+bf+age+I(age^2),
data=nepal,random=~1|id,correlation=corGaus(corstruct,form=~age|id)
,na.action=na.exclude)
> summary(nepal.lme)
Linear mixed-effects model fit by REML
Data: nepal
AIC BIC logLik
3363.547 3420.7 -1669.774
Random effects:
Formula: ~1 | id
(Intercept) Residual
StdDev: 4.240752 1.240242
Correlation Structure: Gaussian spatial correlation
Formula: ~age | id
Parameter estimate(s):
range
4.662006
Fixed effects: ht ~ sex + died + alive + mage + lit + bf + age + I(age^2)
Value Std.Error DF t-value p-value
(Intercept) 51.07075 2.0274503 674 25.18964 0.0000
sex -0.54780 0.6210172 191 -0.88210 0.3788
died -0.01686 0.3915936 191 -0.04306 0.9657
alive -0.46979 0.2388267 191 -1.96706 0.0506
mage 0.34289 0.0859849 191 3.98785 0.0001
lit 2.62584 1.5123958 191 1.73621 0.0841
bf 0.31873 0.0870432 674 3.66173 0.0003
age 0.86269 0.0198487 674 43.46318 0.0000
I(age^2) -0.00334 0.0002347 674 -14.24842 0.0000
Correlation:
(Intr) sex died alive mage lit bf age
sex -0.419
died -0.063 -0.095
alive 0.475 0.041 -0.484
mage -0.814 -0.035 0.188 -0.780
lit -0.072 -0.099 0.092 0.003 0.059
bf -0.098 0.000 0.002 -0.001 0.008 0.008
age -0.168 0.016 0.003 -0.008 -0.018 -0.008 0.250
I(age^2) 0.146 -0.010 -0.010 0.009 -0.007 0.005 -0.156 -0.917
Standardized Within-Group Residuals:
Min Q1 Med Q3 Max
-4.22819684 -0.45649041 -0.02996715 0.43379089 2.70363057
Thanks for any help.
Hadassa
More information about the R-help
mailing list