[R] nlme question

[Deepayan Sarkar]

On 11/21/05, Wassell, James T., Ph.D. <jtw2 at cdc.gov> wrote:
> Deepayan,
>
> Yes, thanks for confirming my suspicions.  I know mixed models are
> "different" but, I did not think they were so different as to preclude
> estimating the var-cov matrix (via the Hessian in Maximum likelihood, as
> you point out).
>
> Thanks for prompting me to think about MCMC.  Your suggestion to
> consider MCMC makes me realize that using BUGS, I could directly sample
> from the posterior of the linear combination of parameters - to get its
> variance and eliminate the extra step using the var-cov matrix.   As you
> say, with results better than the asymptotic approximation. (Maybe I can
> do the same thing with mcmcsamp?, but I'm not familiar with this and
> will have to take a look at it.)

That should be easy. mcmcsamp produces "mcmc" objects, which are
essentially matrices, with each row containing one set of parameter
values. Getting a sample of a linear combination is one call to %*%
away.

Deepayan