[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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