[R] lme cant get parameter estimated correctly
toby909
toby909 at gmail.com
Sun Apr 6 07:26:33 CEST 2008
I am caught in a mental trap. Why isn't the between groups variance estimated
(0.0038) to be around the value with which I generated the data (0.0002)?
Thanks Toby
set.seed(76589437887)
fph = 0.4
Sigh = sqrt(0.0002)
Sigi = sqrt(0.04)
ci = 1
fpi = matrix(,7200,3)
for (i in 1:90) {
fph = rnorm(1, fph, Sigh)
for (k in 1:80) {
fpi[ci,1:3] = matrix(c(i, k, rnorm(1, fph, Sigi)),1)
ci = ci+1
}
}
colnames(fpi) = c("hospid", "empid", "fpi1")
dta = as.data.frame(fpi)
lme = lme(fpi1 ~ 1, dta, ~1|hospid)
summary(lme)
lme = lme(fpi1 ~ 1, dta, ~1|hospid)
summary(lme)
Linear mixed-effects model fit by REML
Data: dta
AIC BIC logLik
-2555.416 -2534.771 1280.708
Random effects:
Formula: ~1 | hospid
(Intercept) Residual
StdDev: 0.06173257 0.1997302
Fixed effects: fpi1 ~ 1
Value Std.Error DF t-value p-value
(Intercept) 0.368082 0.006919828 7110 53.19236 0
Standardized Within-Group Residuals:
Min Q1 Med Q3 Max
-3.4870696 -0.6747173 -0.0048658 0.6838012 4.2633384
Number of Observations: 7200
Number of Groups: 90
0.0617^2
[1] 0.00380689
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