[R] Fwd: How to sample from a linear mixed model

[Spencer Graves]

	  Have you considered "simulate.lme"?

	  Also, have you read Pinheiro and Bates (2000) Mixed-Effects Models in 
S and S-Plus (Springer).  It is excellent.

	  spencer graves

Søren Højsgaard wrote:

> Thanks. I wonder if there is a general way of extracting var(u) and var(e), which would be needed to simulate u and e. Clearly, one can get the estimated parameters, but is there a clever way of 'setting up' the matrices??
> Best
> Søren
> 
> On 6/19/05, Søren Højsgaard <Soren.Hojsgaard at agrsci.dk> wrote:
> 
>>I would like to draw a sample from a linear mixed model y=Xb+Zu+e which has been fitted with lme(), i.e. a model y ~ N(Xb, C), where C=Z cov(u) Z' + cov(e).
>>I've tried to figure out how to extract C from an lme object, because that would solve my problem when also using the predict() function, but without any luck.
>>Can anyone help on that?
> 
> 
> C is not stored in an lme object.  In fact it is never created.
> (Consider the dimensions of this matrix.  It could be huge.)
> 
> The easiest way to simulate data from a linear mixed model is to
> simulate u and e then form Xb+Zu+e
> 
> ______________________________________________
> 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