[R] Random slope with npmlreg

Shige Song shigesong at gmail.com
Thu Jul 22 07:00:12 CEST 2010


Dear All,

I am trying to estimate a mixed effect model with random slope with
npmlreg. To make my question clear, I use the sample data set that was
used in the vignettes (as part of the package "nlme").

-----------------------------------------------------------------------------------------------------------------------------------------
> vc2 <- allvc(height ~ age, random=~age|Subject, data=Oxboys, random.distribution="np", k=3)
1 ..2 ..3 ..4 ..5 ..6 ..7 ..8 ..9 ..10 ..
EM algorithm met convergence criteria at iteration #  10
Disparity trend plotted.
EM Trajectories plotted.

> summary(vc2)

Call:  allvc(formula = height ~ age, random = ~age | Subject, data =
Oxboys,      k = 3, random.distribution = "np")

Coefficients:
            Estimate Std. Error    t value
age         7.919030  0.4065465  19.478782
MASS1     138.588240  0.2827517 490.141113
MASS2     149.249701  0.1921859 776.590184
MASS3     158.909797  0.2627202 604.863195
MASS1:age  -2.350977  0.5966915  -3.940021
MASS2:age  -1.701525  0.5034540  -3.379703

Mixture proportions:
    MASS1      MASS2      MASS3
0.2313332  0.5007243  0.2679425

Component distribution - MLE of sigma:	   3.586
Random effect distribution - standard deviation:	   7.161265

-2 log L:	    1315     Convergence at iteration  10
-----------------------------------------------------------------------------------------------------------------------------------------

My question is: how to interpret the the random slope coefficients
"age", "MASS1:age", and "MASS2:age"? Does it mean that the effect of
age is 7.919030 in the third component, -2.350977 in the first
component, and -1.701525 in the second, or something else?

Many thanks.

Best,
Shige



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