[R] question about returning Random Effects' covariance matrix estimate using lme fitting
Chaofeng Kou
Chaofeng.Kou at postgrad.manchester.ac.uk
Thu Mar 1 15:19:02 CET 2007
Dear all
I am fitting and analyzing linear mixed-effects models using the
R command 'lme'. The following is the results:
dental.fit <- lme(fixed = distance~age, random = ~age + cluster
= ~subject, data = dental)
> summary(dental.fit)
Variance/Covariance Components Estimates:
Standard Deviation(s) of Random Effect(s)
(Intercept) age
2.134464 0.1541247
Correlation of Random Effects
(Intercept)
age -0.6024329
Cluster Residual Variance: 1.716232
Fixed Effects Estimates:
Value Approx. Std.Error z ratio(C)
(Intercept) 16.3406250 0.98005731 16.6731321
age 0.7843750 0.08275189 9.4786353
sex 1.0321023 1.53545472 0.6721802
age:sex -0.3048295 0.12964730 -2.3512218
Conditional Correlations of Fixed Effects Estimates
(Intercept) age sex
age -0.8801554
sex -0.6382847 0.5617897
age:sex 0.5617897 -0.6382847 -0.8801554
I have known that using command 'dental.fit$varFix' I can obtain
the conditional covariance matrix of the fixed effects.
My question is how I can return the covariance matrix estimate of
the random effects. I tried many commands such as 'dental.fit$varRan',
'dental.fit$var.Ran', but they didn't work.
Thanks very much!
Chaofeng
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