[R] nlme::lme sigma parameter standard deviation or variance?

Spencer Graves @pencer@gr@ve@ @end|ng |rom e||ect|vede|en@e@org
Sat Dec 18 14:20:38 CET 2021


	  Modifying the first example in help('lme', pac='nlme'):


library(nlme)


fm1 <- lme(distance ~ age, data = Orthodont) # random is ~ age


fm1$sigma


fm1.2 <- lme(2*distance ~ age, data = Orthodont) # random is ~ age


fm1.2$sigma


	  Conclusion:  Standard deviation, as indicated in help('lmeObject').


	  Hope this helps.
	  Spencer Graves
	

On 12/18/21 4:00 AM, Eric Berger wrote:
> You can run a test. Multiply all your data by a scalar, say 2.
> If this changes the result lme_mod$sigma by a factor of 2, then it is
> a std deviation.
> If it changes the result by a factor of 4, then it is a variance.
> 
> HTH,
> Eric
> 
> On Sat, Dec 18, 2021 at 11:26 AM Courtney Van Den elzen
> <Courtney.VanDenelzen using colorado.edu> wrote:
>>
>> Hi R-help,
>>
>> I am a researcher fitting linear mixed models using the package nlme. I am
>> wondering whether the sigma value that is outputted as part of the model
>> object is standard deviation or variance? for example, I might fit a model
>>
>> lme_mod <- nlme::lme(response ~ predictor1 + predictor2, random =
>> (~1|grouping1))
>>
>> I am wondering whether lme_mod$sigma is actually a standard deviation or if
>> it's a variance.
>>
>> Thanks so much,
>> Courtney
>>
>>          [[alternative HTML version deleted]]
>>
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> 
> ______________________________________________
> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.



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