[R] Robust or Sandwich estimates in lmer2

[Sundar Dorai-Raj]

Abdus Sattar said the following on 9/19/2007 7:03 AM:
> Dear R-Users:
> 
> I am trying to find the robust (or sandwich) estimates of the standard error of fixed effects parameter estimates using the package "lmer2". In model-1, I used "robust=TRUE" on the other, in model-2, I used "robust=FALSE". Both models giving me the same estimates. So my question is, does the robust option works in lmer2 to get the robust estimates of the standard error? If anybody could offer me a suggestion I would greatly appreciate it. Thank you.  
> 
> Model-1:
> 
>> p.mle<-lmer2(ddimer~race+steroid+psi+sofa+apache + (apache|subject), method="ML", data=final, robust=TRUE, cluster="id", weights=final$w)
>> beta=fixef(p.mle)
>> Vcov=vcov(p.mle, useScale=FALSE)
>> se=sqrt(diag(Vcov))
>> beta
>  (Intercept)         race      steroid          psi         sofa       apache 
>  5.826489820 -0.001920670 -0.242040171  0.005293996  0.075468340  0.009245152 
>> se
> [1] 0.108325229 0.058921371 0.055975547 0.001285687 0.018119089 0.002559902
> 
> Model-2:
> 
>> p.mle<-lmer2(ddimer~race+steroid+psi+sofa+apache + (apache|subject), method="ML", data=final, robust=FALSE, cluster="id", weights=final$w)
>> beta=fixef(p.mle)
>> Vcov=vcov(p.mle, useScale=FALSE)
>> se=sqrt(diag(Vcov))
>> beta
>  (Intercept)         race      steroid          psi         sofa       apache 
>  5.826489820 -0.001920670 -0.242040171  0.005293996  0.075468340  0.009245152 
>> se
> [1] 0.108325229 0.058921371 0.055975547 0.001285687 0.018119089 0.002559902
> 
> 
> Best Regards, 
> 
> Sattar
> 
> 

The help page to ?lmer2 in the lme4 package makes no mention of 
"cluster" or "robust" arguments. To me, that would mean these arguments 
are ignored.

HTH,

--sundar