For clarity, nlme produces only SDs while lme4 produces both the variance and sd.
 
Harold

	-----Original Message----- 
	From: Spencer Graves [mailto:spencer.graves@pdf.com] 
	Sent: Mon 4/5/2004 6:54 PM 
	To: Harold Doran 
	Cc: Steve Roberts; r-help@stat.math.ethz.ch 
	Subject: Re: [R] 2 lme questions
	
	

	      The "print" method and the "summary" command display the STANDARD
	DEVIATIONS (not the variances) on the screen (or in a sink file). 
	However, when I do attributes(lme(...)) and
	attributes(summary(lme(...))), I don't see anything I can use. 
	Fortunately, the "interval" function produces a list, from which the
	variance estimates can be extracted.  Consider the following example:
	
	DF <- data.frame(group=c(1,1,2,2), y=c(1, 2, 11, 12))
	library(nlme)
	fit <- lme(y~1, random=~1|group, DF)
	
	Linear mixed-effects model fit by REML
	  Data: DF
	  Log-restricted-likelihood: -6.559401
	  Fixed: y ~ 1
	(Intercept)
	        6.5
	
	Random effects:
	 Formula: ~1 | group
	        (Intercept)  Residual
	StdDev:    7.053597 0.7070954
	
	Number of Observations: 4
	Number of Groups: 2
	 > lme.int <- intervals(fit)
	 > lme.int$reStruct^2
	Error in lme.int$reStruct^2 : non-numeric argument to binary operator
	
	 > lme.int$reStruct$group^2
	                  lower     est.    upper
	sd((Intercept)) 3.06859 49.75323 806.6845
	 > lme.int$sigma^2
	    lower      est.     upper
	0.0704255 0.4999839 3.5496217
	attr(,"label")
	[1] "Within-group standard error:"
	
	      There may be a better way;  if there is, I hope someone will
	enlighten us all.  If not, at least this works in R 1.8.1
	
	      hope this helps.  spencer graves
	
	
	Harold Doran wrote:
	
	>There are two way to accomplish this in nlme. First try using the summary() command, which will produce all variance components and estimates for the fixed effects. Also, try the following to extract the point estimates and approximate CIs for the variance comonents.
	>
	> 
	>
	>>intervals(model.lme, which="var")
	>>   
	>>
	>
	>Harold
	>
	>-----Original Message-----
	>From: r-help-bounces@stat.math.ethz.ch
	>[mailto:r-help-bounces@stat.math.ethz.ch]On Behalf Of Steve Roberts
	>Sent: Monday, April 05, 2004 3:32 PM
	>To: r-help@stat.math.ethz.ch
	>Cc: Steve Roberts
	>Subject: [R] 2 lme questions
	>
	>
	>Greetings,
	>
	>1) Is there a nice way of extracting the variance estimates from an lme fit? They don't seem to be part of the lme object.
	>
	>2) In a series of simulations, I am finding that with ML fitting one of my random effect variances is sometimes being estimated as essentially zero with massive CI instead of the finite value it should have, whilst using REML I get the expected value. I guess it is a numerical/optimisation problem but don't know enough about the lme fitting algorithm to know which tollerance/scale parameter to mess about with. Any suggestions where to start?
	>
	>Thanks,
	>
	>Steve.
	>
	>       [[alternative HTML version deleted]]
	>
	>______________________________________________
	>R-help@stat.math.ethz.ch mailing list
	>https://www.stat.math.ethz.ch/mailman/listinfo/r-help
	>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
	>
	>______________________________________________
	>R-help@stat.math.ethz.ch mailing list
	>https://www.stat.math.ethz.ch/mailman/listinfo/r-help
	>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
	> 
	>
	
	


	[[alternative HTML version deleted]]


