[R] lme between-group and within-group covariance

MUHC-Research villandl at dms.umontreal.ca
Fri Apr 3 15:56:26 CEST 2009


I will try to make this more precise. In the lme() function, the
"correlation" argument allows the user to specify a within-group correlation
structure, i.e. the structure of the Lambda matrix using the mixed model
notation in Pineiro and Bates. What I want to do is specify a distinct
structure for the Psi matrix (same notation), that is, a correlation
structure for the random effects.

If lme() doesn't allow for this, is there any other function that I could
use?



MUHC-Research wrote:
> 
> Dear R users,
> 
> I would be interested in using the lme() function to fit a linear mixed
> model to a longitudinal dataset. I know this function allows for the
> specification of a within-group covariance structure. However, does it
> allow for the explicit specification of a between-group covariance
> structure?
> 
> Being able to specify both separately would be very important in the
> context of my project since, as might be expected, they have different
> implications/interpretations.
> 
> For instance, the mixed procedure in SAS allows users to specify the two
> structures separately by adding a value for the type argument after the
> RANDOM statement and the REPEATED statement.
> 
> My question is thus if we can do the same with lme().
> 
> I thank you most sincerely for your help.     
> 

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