[R] simulating future observations from heteroscedastic fits

[Spencer Graves]

On 8/31/23 1:27 AM, Spencer Graves wrote:
> Hello, All:
> 
> 
>        I want to simulate future observations from fits to 
> heteroscedastic data. A simple example is as follows:
> 
> 
> (DF3_2 <- data.frame(y=c(1:3, 10*(1:3)),
>                       gp=factor(rep(1:2, e=3))))
> 
> 
> # I want to fit 4 models
> # and simulate future observations from all 4:
> 
> 
> fit11 <- lm(y~1, DF3_2)
> fit21 <- lm(y~gp, DF3_2)
> 
> library(nlme)
> (fit12 <- lme(y~1, data=DF3_2, random=~1|gp))
> (fit22 <- lme(y~gp, data=DF3_2, random=~1|gp))
> library(lme4)
> (fit12r <- lmer(y~1+(1|gp), data=DF3_2, REML=FALSE))
> (fit22r <- lmer(y~gp+(1|gp), data=DF3_2, REML=FALSE))
> 
> # I can simulate what I want for fit11 and fit21
> # as follows:
> 
> simPred <- function(object, nSims=2){
>    pred <- predict(object, DF3_2[6,], se.fit=TRUE,
>                    interval='prediction')
>    with(pred, fit[1, 'fit'] +
>           se.fit*rt(nSims, df))
> }
> simPred(fit11)
> simPred(fit21)
> 
> 
> # How can I do the same with either fit12 and fit22
> # or fit12r and fit22r?
> 

I think I found it:


simPred4 <- function(object, nSims=2){
# class(object) = lmeeMod
   sim <- simulate(object, nsim=nSims,
           newdata=DF3_2[6,])
   sim
}

simPred4(fit12r)
simPred4(fit22r)

> 
>        Thanks,
>        Spencer Graves
> 
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