[R] fixed effects
Spencer Graves
spencer.graves at pdf.com
Tue Mar 28 07:05:25 CEST 2006
Have you tried the following:
lme(y~1, random=~1|X, data=DF)
where DF = a data.frame with columns y and X.
The authoritative reference on library(nlme) is Pinheiro and Bates
(2000) Mixed-Effects Models in S and S-Plus (Springer). I've learned a
lot from Bates and from this book in particular.
hope this helps,
spencer graves
ivo welch wrote:
> dear R wizards:
>
> X is factor with 20,000*20=800,000 observations of 20,000 factors.
> I.e., each factor has 20 observations. y is 800,000 normally
> distributed data points. I want to see how much R^2 the X factors can
> provide. Easy, right?
>
>
>>lm ( y ~ X)
>
> and
>
>> aov( y ~ X)
>
> Error: cannot allocate vector of size 3125000 Kb
>
> is this computationally infeasible? (I am not an expert, but
> off-hand, I thought this can work as long as the X's are just factors
> = fitted means.)
>
>
>>help.search("fixed.effects");
>
>
> fixed.effects(nlme) Extract Fixed Effects
> fixed.effects.lmList(nlme) Extract lmList Fixed Effects
> lme(nlme) Linear Mixed-Effects Models
> lmeStruct(nlme) Linear Mixed-Effects Structure
> nlme(nlme) Nonlinear Mixed-Effects Models
> nlmeStruct(nlme) Nonlinear Mixed-Effects Structure
>
> Type 'help(FOO, package = PKG)' to inspect entry 'FOO(PKG) TITLE'.
>
> ok---I want to read the fixed.effects help. could the help system
> tell me how to inspect these entries?
>
>
>>help("fixed.effects")
>
> wrong
>
>>help.search("fixed.effects")
>
> two entries, as above. nothing new.
>
>>?fixed.effects
>
> wrong
>
> eventually, it dawned on me that nlme in parens was not a function
> argument, but the name of the package within which fixed.effects
> lives. Suggestion: maybe a different notation to name packages would
> be more intuitive in the help system. yes, I know it now, but other
> novices may not. even a colon instead of a () may be more intuitive
> in this context.
>
>
>>library(nlme); ?lme
>
> and then
>
>>lme(y ~ X)
>
> Error in getGroups.data.frame(dataMix, groups) :
> Invalid formula for groups
>
>
> now I have to beg for some help. ok, blatant free-riding. the lme
> docs tells me it does the Laird and Ware model, but I do not know this
> model. the only two examples given at the end of the lme help file
> seem to be similar to what I just specified. so, how do I execute a
> simple fixed-effects model? (later, I may want to add a variable Z
> that is a continuous random variable.) could someone please give me
> one quick example? help is, as always, highly appreciated.
>
> sincerely,
>
> /ivo welch
>
> ______________________________________________
> 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
More information about the R-help
mailing list