[R-sig-ME] Independent curves with common variance parameter

Nicholas Lewin-Koh nikko at hailmail.net
Fri Aug 10 20:10:17 CEST 2007

There is hopefully a simple answer to this that I am not seeing. I would
like to fit the models:
y_ij = f(x_ij,B_i) + g{f(x_ij,B_i), v_i}e_ij       (1)
y_ij = f(x_ij,B_i) + g{f(x_ij,B_i), v_pooled}e_ij  (2)

where v=(sigma,d), and I would like to test for a common variance
If I am understanding correctly
than the following code will get me model (2) with a pooled variance

bb2<-nlme(bb,weights=varPower(), random=list(A~1,B~1,xmid~1,scal~1))

And then to get model (1) I would have to define a gnlsList structure
and fit each curve. How would I go about fitting a model with
v={sigma_pooled, dij} ? is this possible in the nlme framework?
Any suggestions appreciated, and I can provide the data I am
using if requested, it is published.


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