[R] Robust Standard Errors for lme object

[Doran, Harold]

Lucy:

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
better help.

Harold


 

> -----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
> 
> Hi
> 
> 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
> 
> Lucy
> 
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