[R] Robust Standard Errors for lme object
HDoran at air.org
Tue Aug 7 15:55:36 CEST 2007
Why are you interested in robust standard errors from lme? Typically,
robust standard errors are sought when there is model misspecification
due to ignoring some covariance among units with a group.
But, a mixed model is designed to directly account for covariances among
units within a group such that the standard errors more adequately
represent the true sampling variance of the parameters.
So, the lme standard errors are robust in a sense that they are
presumably correct if you have your model correctly specified.
It would do better service to explain your issue a little more to get
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Lucy Radford
> Sent: Tuesday, August 07, 2007 8:17 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] Robust Standard Errors for lme object
> I have fitted a linear mixed model using the lme function but
> now wish to calculate robust standard errors for my model. I
> have been able to find several functions which calculate
> robust s.e for lm objects but have not been able to find a
> function which calcualtes robust s.e for lme objects. Would
> anyone know of a function that will allow me to do this.
> Many Thanks
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.
More information about the R-help