[R] logLIk(lme(...))?
Spencer Graves
@pencer@gr@ve@ @end|ng |rom e||ect|vede|en@e@org
Tue Aug 29 18:15:27 CEST 2023
Hello, all:
I have a dataset with 2 groups. I want to estimate 2 means and 2
standard deviations. I naively think I should be able to use lme to do
that, e.g., lme(y~gp, random=y~1|gp, method='ML'). I think I should get
the same answer as from lm(y~1, ...) within each level of group. I can
get the same means, but I don't know how to extract the within-gp
standard deviations, and the sum of logLik for the latter two does not
equal the former.
TOY EXAMPLE:
library(nlme)
set.seed(1)
lmePblm <- data.frame(y=c(rnorm(5, 1, 2), rnorm(5,3,5)),
gp=factor(rep(1:2, each=5)))
fit22 <- lme(y~gp, lmePblm, random=~1|gp, method='ML')
fitGp1 <- lm(y~1, lmePblm[lmePblm$gp==1, ])
fitGp2 <- lm(y~1, lmePblm[lmePblm$gp==2, ])
(ll22 <- logLik(fit22))
(llGp1 <- logLik(fitGp1))
(llGp2 <- logLik(fitGp2))
# Why isn't (ll22 = llGp1+llGp2)?
(ll22 - llGp1-llGp2)
# And secondarily, how can I get the residual standard deviations
# within each gp from fit22?
Thanks,
Spencer Graves
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