[R] nlme package: changing reference for varIdent parameter estimates in summary.gls

[Kornak, John]

Dear R experts,

I am running gls models with heterogeneous group variances using the glm function in the nlme package with varIdent weights. I am interested in controlling the baseline level for the group variance function standard deviation estimates by applying the relevel function to the group variable. When I use relevel, the baseline level in the coefficient table changes as expected, but the baseline level does not change for the variance function table; for example, see the fitted models gls1 vs. gls2 in the contrived example below. Does anyone have a suggestion as to how I can change the baseline level for the variance function output please? In addition to the example below, I have tried specifying the value argument as per the varIdent help page, e.g. variIdent(c(no=0.5), form = ~1|group) and have google searched / checked help pages for solutions without success.

I am running R version 3.1.0 on an iMac OSX v. 10.9.5

Thank you in advance

John Kornak

> library(nlme)
> group <- factor(c(rep("no",20),rep("yes",20)))
> set.seed(2)
> outcome <- c(rnorm(20,0,2),rnorm(20,5,4))
> dataTest <- data.frame(outcome,group)

# Original model fit before releveling
> gls1 <- gls(outcome ~ group, weights=varIdent(form = ~1|group), data=dataTest)
> summary(gls1)

— snip —

Variance function:
 Structure: Different standard deviations per stratum
 Formula: ~1 | group
 Parameter estimates:
     no     yes
1.00000 2.23034

Coefficients:
               Value Std.Error  t-value p-value
(Intercept) 0.390922 0.4734001 0.825775  0.4141
groupyes    4.607951 1.1571140 3.982279  0.0003

 —snip —

Residual standard error: 2.11711
Degrees of freedom: 40 total; 38 residual


# relevel the group so that “yes” is the reference
> dataTest$group <- relevel(dataTest$group,"yes")
> gls2 <- gls(outcome ~ group, weights=varIdent(form = ~1|group), data=dataTest)
> summary(gls2)

— snip —

Variance function:
 Structure: Different standard deviations per stratum
 Formula: ~1 | group
 Parameter estimates:
     no     yes
1.00000 2.23034                 ### “no" is still the reference group here for the variance function

Coefficients:
                Value Std.Error   t-value p-value
(Intercept)  4.998873  1.055843  4.734484   0e+00
groupno     -4.607951  1.157114 -3.982279   3e-04  # “yes” has become the reference for the coefficients

 — snip —

Residual standard error: 2.11711
Degrees of freedom: 40 total; 38 residual
>

---------------------------------------------------
John Kornak, PhD
Associate Professor in Residence
Department of Epidemiology and Biostatistics
University of California, San Francisco
Mission Hall: Global Health & Clinical Sciences Building
550 16th St, 2nd floor, Box #0560
San Francisco, CA 94158-2549
Tel: 415-514-8028
Fax: 415-514-8150
Email: john.kornak at ucsf.edu<mailto:john.kornak at ucsf.edu>




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