[R] empirical (sandwich) SE estimate in lme ()?
Frank E Harrell Jr
f.harrell at vanderbilt.edu
Fri Jan 14 20:45:12 CET 2005
A.J. Rossini wrote:
> Right, but you still can sandwich them if you want.
>
> (I recently did that in Proc MIXED, but Michael, I'm not sure how to
> do it using lme).
>
> best,
> -tony
The sandwich estimator can help if the model is misspecified but at a
cost of worse precision in estimating variances.
Frank
>
>
> On Fri, 14 Jan 2005 11:16:10 -0800, Berton Gunter
> <gunter.berton at gene.com> wrote:
>
>>???
>>correlated within group errors are explicitly modeled by corStruct classes.
>>See ?lme and Chapter 5.3 in Bates and Pinheiro.
>>
>>-- Bert Gunter
>>Genentech Non-Clinical Statistics
>>South San Francisco, CA
>>
>>"The business of the statistician is to catalyze the scientific learning
>>process." - George E. P. Box
>>
>>
>>
>>>-----Original Message-----
>>>From: r-help-bounces at stat.math.ethz.ch
>>>[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Na Li
>>>Sent: Friday, January 14, 2005 8:42 AM
>>>To: r-help at stat.math.ethz.ch
>>>Subject: [R] empirical (sandwich) SE estimate in lme ()?
>>>
>>>
>>>Is it possible to get the empirical (sandwich) S.E. estimates for the
>>>fixed effects in lme () (thus allowing possibly correlated
>>>errors within
>>>the group)? In SAS you can get it by the 'empirical' option
>>>to PROC MIXED.
>>>
>>>Cheers,
>>>
>>>Michael
>>>
>>>--
>>>Na (Michael) Li, Ph.D.
>>>Division of Biostatistics A443 Mayo Building, MMC 303
>>>School of Public Health 420 Delaware St SE
>>>University of Minnesota Minneapolis, MN 55455
>>>Phone: (612) 626-4765 Email: nali at umn.edu
>>>
>>>Fax: (612) 626-0660 http://www.biostat.umn.edu/~nali
>>>
>>>______________________________________________
>>>R-help at stat.math.ethz.ch mailing list
>>>https://stat.ethz.ch/mailman/listinfo/r-help
>>>PLEASE do read the posting guide!
>>>http://www.R-project.org/posting-guide.html
>>>
>>
>>______________________________________________
>>R-help at stat.math.ethz.ch mailing list
>>https://stat.ethz.ch/mailman/listinfo/r-help
>>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>>
>
>
>
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
More information about the R-help
mailing list