[R] lme confusion

Ming Hsu hsu at charter.net
Tue Jan 18 01:30:00 CET 2005


Hi, this is my first time using the nlme package, and I ran into the
following puzzling problem.

I estimated a mixed effects model using lme, once using groupedData, once
explicitly stating the equations.  I had the following outputs.  All the
coefficients were similar, but they're always slightly different, making me
think that it's not due to numerical error.

Also, what is the "Corr" field in the Random Effects output?  Is it the
correlation between the various regressors?

Here are the outputs.

1. Linear mixed-effects model fit by REML
 Data: groupedData(dPx ~ EMX + EMY | Session, data = X.cen)
       AIC     BIC    logLik
  834.1692 862.532 -407.0846

Random effects:
 Formula: ~EMX + EMY | Session
 Structure: General positive-definite
            StdDev    Corr
(Intercept) 1.0205525 (Intr) EMX
EMX         0.2708627  1
EMY         0.2795289 -1     -1
Residual    5.5076376

Fixed effects: dPx ~ EMX + EMY
                 Value Std.Error  DF   t-value p-value
(Intercept)  1.3011219 0.6807083 121  1.911423  0.0583
EMX          0.7878296 0.2539316 121  3.102526  0.0024
EMY         -0.1566070 0.1534066 121 -1.020862  0.3094
 Correlation: 
    (Intr) EMX   
EMX  0.151       
EMY -0.573 -0.092

Standardized Within-Group Residuals:
        Min          Q1         Med          Q3         Max
-3.00618687 -0.23680151 -0.03431868  0.15386198  6.27114243

Number of Observations: 129
Number of Groups: 6

===============================

2. Linear mixed-effects model fit by REML
 Data: X.cen 
      AIC      BIC    logLik
  834.457 862.8199 -407.2285

Random effects:
 Formula: ~EMX + EMY | Session
 Structure: General positive-definite, Log-Cholesky parametrization
            StdDev    Corr
(Intercept) 1.0101137 (Intr) EMX
EMX         0.2108649  0.857
EMY         0.2995491 -0.944 -0.882
Residual    5.5104113

Fixed effects: dPx ~ EMX + EMY
                 Value Std.Error  DF   t-value p-value
(Intercept)  1.3062194 0.6823464 121  1.914305  0.0579
EMX          0.7612238 0.2440504 121  3.119125  0.0023
EMY         -0.1677985 0.1618076 121 -1.037025  0.3018
 Correlation: 
    (Intr) EMX   
EMX  0.059       
EMY -0.552 -0.002

Standardized Within-Group Residuals:
        Min          Q1         Med          Q3         Max
-3.00604994 -0.24210830 -0.01660797  0.14846499  6.27931955

Number of Observations: 129
Number of Groups: 6




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