[R] lme and gls : accessing values from correlation structure and variance functions

Spencer Graves spencer.graves at pdf.com
Sat Mar 11 19:19:12 CET 2006


	  You ask, "how to access the values in blue".  I can't see what you 
carefully highlighted in blue, because this listserve often removes 
formatting.

	  Have you consulted Pinheiro and Bates (2000) Mixed-Effects Models in 
S and S-Plus (Springer)?  I have learned a lot from that book, both 
about how to use the nlme package and about mixed-effects modeling more 
generally, and I would expect that you could find there answers to this 
question and many others you will want answered in the future.

	  Beyond that, I checked the documentation for "gls" and "lme" and 
found they produced objects of class "gls" and "lme", respectively.  I 
then entered 'methods(class="gls")' and 'methods(class="lme")' and got 
the following:

 > methods(class="lme")
  [1] ACF.lme*              anova.lme             augPred.lme*
  [4] BIC.lme*              coef.lme*             comparePred.lme*
  [7] fitted.lme*           fixef.lme*            formula.lme*
[10] getData.lme*          getGroups.lme*        getGroupsFormula.lme*
[13] getResponse.lme*      getVarCov.lme*        intervals.lme*
[16] logLik.lme*           pairs.lme*            plot.lme
[19] predict.lme*          print.anova.lme*      print.lme*
[22] qqnorm.lme*           ranef.lme*            residuals.lme*
[25] simulate.lme          summary.lme*          update.lme*
[28] VarCorr.lme*          Variogram.lme*        vcov.lme*

    Non-visible functions are asterisked
 > methods(class="gls")
  [1] ACF.gls*              anova.gls*            augPred.gls*
  [4] BIC.gls*              coef.gls*             comparePred.gls*
  [7] fitted.gls*           formula.gls*          getData.gls*
[10] getGroups.gls*        getGroupsFormula.gls* getResponse.gls*
[13] getVarCov.gls*        intervals.gls*        logLik.gls*
[16] plot.gls*             predict.gls*          print.gls*
[19] qqnorm.gls*           residuals.gls*        summary.gls*
[22] update.gls*           Variogram.gls*        vcov.gls*

    Non-visible functions are asterisked
 >
	  This suggests to me that you might like to read '?VarCorr.lme'.

	  hope this helps.
	  spencer graves

Pryseley Assam wrote:

> Dear R-users
>    
>   I am relatively new to R, i hope my many novice questions are welcome.
>    
>   I have problems accessing some objects (specifically the random effects, correlation structure and variance function) from an object of class gls and lme.
>    
>   I used the following models:
>    
>   
>   yah <- gls (outcome~ -1 + as.factor(Trial):as.factor(endpoint)+ as.factor(Trial):as.factor(endpoint):trt, data=datt[datt$Trial<4,],
>   correlation = corSymm(form=~1|as.factor(Trial)/as.factor(subject)), weights=varIdent(form=~1|endpoint))
>    
>    
>   bm <- lme (outcome~ -1 + as.factor(endpoint)+ as.factor(endpoint):trt, data=datt[datt$Trial<4,],
>   random=~-1 + as.factor(endpoint) + as.factor(endpoint):trt|as.factor(Trial),
>   correlation = corSymm(form=~1|as.factor(Trial)/as.factor(subject)), weights=varIdent(form=~1|endpoint))
>    
>   When i print the object "bm" i get the following output:
>   ----------------------------------------------------------------------------------------------------------
>   > bm 
> Linear mixed-effects model fit by REML
>   Data: datt[datt$Trial < 4, ] 
>   Log-restricted-likelihood: -52.23147
>   Fixed: outcome ~ -1 + as.factor(endpoint) + as.factor(endpoint):trt 
>     as.factor(endpoint)-1      as.factor(endpoint)1 as.factor(endpoint)-1:trt 
>                 -3.663087                 -1.772427                 -3.661823 
>  as.factor(endpoint)1:trt 
>                 -3.209671 
>    
>   Random effects:
>  Formula: ~-1 + as.factor(endpoint) + as.factor(endpoint):trt | as.factor(Trial)
>  Structure: General positive-definite, Log-Cholesky parametrization
>                           StdDev     Corr                  
> as.factor(endpoint)-1     2.05744327 as.()-1 as.()1 a.()-1:
> as.factor(endpoint)1      0.08400874 -0.976                
> as.factor(endpoint)-1:trt 1.90318009  0.975  -0.967        
> as.factor(endpoint)1:trt  3.25432832 -0.992   0.982 -0.972 
> Residual                  6.48819860   
>                       
>   Correlation Structure: General
>  Formula: ~1 | as.factor(Trial)/as.factor(subject) 
>  Parameter estimate(s):
>  Correlation: 
>   1    
> 2 0.812
>   
> Variance function:
>  Structure: Different standard deviations per stratum
>  Formula: ~1 | endpoint 
>  Parameter estimates:
>        1       -1 
> 1.000000 1.764878 
> Number of Observations: 18
> Number of Groups: 3 
> ----------------------------------------------------------------------------------------------------
>    
>   Can somebody tell me how to access the values in blue above? 
>    
>   Also, when i tried accessing these values i obtained the following
>    
>    bm$modelStruct
>   corStruct  parameters:
> [1] -1.394879
> varStruct  parameters:
> [1] 0.5680815
>    
>   What do these values represent.
>    
>   Thanks in advance.. 
>   Pryseley
>    
>    
>   sample data:
>    
>   RowNames Trial subject VISUAL0  TRT VISUAL24 VISUAL52 TREAT outcome endpoint trt 
> 4      1    1003      65   4       65       55     2       0        1   1 
> 8      1    1007      67   1       64       68     2      -3        1  -1  
> 12      2    1110      59   4       53       42     2      -6        1   1  
> 14      2    1111      64   1       72       65     2       8        1  -1  
> 16      2    1112      39   1       37       37     2      -2        1  -1   
> 18      2    1115      59   4       54       58     2      -5        1   1   
> 24      3    1806      46   4       27       24     2     -19        1   1   
> 26      3    1813      31   4       33       48     2       2        1   1   
> 28      3    1815      64   1       67       64     2       3        1  -1 
>   4      1    1003      65   4       65       55     2     -10       -1   1     
> 8      1    1007      67   1       64       68     2       1       -1  -1     
> 12      2    1110      59   4       53       42     2     -17       -1   1    
> 14      2    1111      64   1       72       65     2       1       -1  -1    
> 16      2    1112      39   1       37       37     2      -2       -1  -1   
> 18      2    1115      59   4       54       58     2      -1       -1   1   
> 24      3    1806      46   4       27       24     2     -22       -1   1    
> 26     3    1813      31   4       33       48     2      17       -1   1    
> 28      3    1815      64   1       67       64     2       0       -1  -1  
>    
> 
> 		
> ---------------------------------
> 
> 
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