[R] How to extract the within group correlation structure matrix in "lme"
Spencer Graves
spencer.graves at pdf.com
Tue Jun 28 23:07:03 CEST 2005
Have you tried "VarCorr(f)"?
spencer graves
liqiu jiang wrote:
> Dear R users,
> I fitted a repeated measure model without random effects by using lme. I will use the estimates from that model as an initial estimates to do multiple imputation for missing values of the response variable in the model. I am trying to extract the within group correlation matrix or covariance matrix.
>
> here is my code:
> f = lme(y ~x0+x1+trt+tim+x1:tim +tim:trt,random=~-1|subj, data=dat,corr =corAR1())
>
>>f$sigma
>
> [1] 2.330854
>
> b=summary(f)$modelStruct$corStruct
>
>>b
>
> Correlation structure of class corAR1 representing
> Phi
> 0.8518711
>
> I think 0.8518711 and f$sigma is what I need to reconstruct the variance-cavariance matrix. So, How can I extract 0.8518711 so that I can assign it to a variable? Also, I don't understand what the following parameters estimates mean?
>
> >summary(f)$modelStruct
> reStruct parameters:
> subj
> -20.15833
> corStruct parameters:
> [1] 2.525869
>
> I appreciate your time on this.
>
> Best wishes,
> Liqiu
>
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