[R] Fixed variance structure for lme

[Viechtbauer Wolfgang (STAT)]

If the sampling variances are known up to a proportionality constant, then you can use:

weights = varFixed(~ vi)

where vi is the vector of the 50 sampling variances (corresponding to the 50 values of the dependent variable). You may have to create the vi vector by repeating the 5 sampling variances ten times each (so you get that vector of 50 values).

Note again that this variance function structure does not give you a model with known sampling variances, but a model where the sampling variances are known up to a proportionality constant. The actual sampling variances will be:

vi*sigma^2

where sigma^2 is the residual variance (which will be estimated based on the data at hand).

Best,

--
Wolfgang Viechtbauer                        http://www.wvbauer.com/
Department of Methodology and Statistics    Tel: +31 (43) 388-2277
School for Public Health and Primary Care   Office Location:
Maastricht University, P.O. Box 616         Room B2.01 (second floor)
6200 MD Maastricht, The Netherlands         Debyeplein 1 (Randwyck)


----Original Message----
From: r-help-bounces at r-project.org
[mailto:r-help-bounces at r-project.org] On Behalf Of joanne ellis Sent:
Tuesday, October 05, 2010 01:51 To: r-help at r-project.org
Subject: [R] Fixed variance structure for lme

> I have a data set with 50 different x values and 5 values for the
> sampling variance; each of the 5 sampling variances  corresponds to
> 10 particular x values. I am trying to fit a mixed effect linear
> model and I'm not sure about the syntax for specifying the fixed
> variance structure. In Pinheiro's book my situation appears to be
> similar to the example used for varIdent, where there is a fixed
> value for variance for females, and a a different fixed variance for
> males. The following syntax is used: varIdent(form~1|sex,
> fixed=c(Female=.5)) or something to that effect. So for the 'fixed'
> part of the argument, I need to specify that certain x'values have
> variance a, certain ones have variance b, and so on.
> I assume that the formula argument in my case is written ~1|x which
> tells the function that the variance is fixed and depends on the
> x-values.  Any ideas for how to specify  different fixed variances
> for certain x-values?
>
> Thanks
> Joanne Ellis
> --
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