[R] linear mixed effects models with breakpoints

Spencer Graves spencer.graves at pdf.com
Tue Oct 24 07:03:17 CEST 2006


      Are you familiar with how to include include the desired serial 
correlation structure in 'lme', ignoring the breakpoint question?  If 
no, please consult Pinheiro and Bates (2000) Mixed-Effects Models in S 
and S-Plus (Springer)?  If yes, it should be a relatively easy matter to 
add that to the 'lmeChgPt' function. 

      If you'd like further help from this listserve, please provide 
commented, minimal, self-contained, reproducible code, as suggested in 
the posting guide "www.R-project.org/posting-guide.html". 

      Hope this helps. 
      Spencer Graves

Ewan Wakefield wrote:
> Hi folks
>
> I have some data to which I've been fitting linear mixed effects
> models. I am currently using a lme model in the nlme package, with terms
> for random effects due to repeated measures on individuals and the
> corCAR1 serial correlation structure. However, there is some suggestion
> in the data (and from theory) that a breakpoint (change point) model may
> be more appropriate. Scott, Norman and Berger's lmeChgPt model seems to
> go some way to fitting the requirements for such a model but does not
> incorporate, as I understand it, a serial correlation structure.
>
> Is anyone aware of a model fitting procedure that incorporates the
> correlation structures of the lme models in a breakpoint model?
>
> Kind regards,
>
> Ewan Wakefield
>
>
>
> British Antarctic Survey,
> High Cross,
> Madingley Road,
> Cambridge CB3 OET
>
> Tel. +44 (0) 1223 221215
> E-mail: ewdw at bas.ac.uk
> Website: antarctica.ac.uk
>
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