[R-sig-ME] Split-plot Design

[Andrew Robinson]

Hi Ribeiro,

try section 1.6 of Pinheiro and Bates, as a starting point, and/or
section 10.2 of Venables and Ripley.

Andrew


On Sun, Mar 23, 2008 at 06:15:21PM -0300, marcioestat at pop.com.br wrote:
> 
> 
> 
> Hey
> listers,
> 
> ?
> 
> 
> 
> ?
> 
> It’s good to know that I still
> have a lot of search to do…
> 
> ?
> 
> According to the two procedures AOV
> and LME, I got two different results and I didn’t understand at all
> the results of LME… There is a coefficient estimate of each level
> and I just pretend to test if the effects of the factors and interaction
> are significant or not…So I would like to learn more about this
> function, because it's adequate for split-plot design...
> test.anova=
> aov(mes ~ nitro*thatch + Error(block/nitro), data=test)
> 
> ?
> 
> summary(test.anova)
> 
> ?
> 
> test.lme
> <- lme(mes ~ nitro*thatch,random= ~ 1|block/nitro, data=test)
> 
> ?
> 
> summary(test.lme)
> 
> ?
> 
> Does anybody has any document or
> reference that explain this results in details of the lme…
> I’ve looked for, but I didn’t find any good
> explication… I notice that there is a lot of information about the
> lmer, but I am going step by step…
> 
> ?
> 
> 
> 
> ?
> 
> Thanks,
> 
> ?
> 
> 
> 
> ?
> 
> Ribeiro
> 
> ?
> 
> 
> ?
> > Thanks for your response John. I just have one quick comment
> about 
> > the Kenward-Roger degrees of freedom calculation. It has
> been some 
> > time since I looked at that paper but my impression
> at the time was 
> > that the equations would not easily translate
> into the formulation 
> > used in lmer. The approach used in lmer is
> like that of Henderson's 
> > mixed model equations (with many
> modifications). That is, it is based 
> > on a penalized least
> squares problem, not a generalized least squares 
> > problem. My
> recollection is that Kenward and Roger wrote their 
> > equations in
> terms of the generalized least squares problem. 
> > 
> > You
> are not the first person to suggest that incorporating the 
> >
> Kenward-Roger calculation would enhance lmer. The reason I haven't 
> > done so is that I believe it is far from trivial to do so and I
> have 
> > many, many other enhancements I would prefer to spend my
> time on. 
> > However, this is open source software and any
> enterprising person who 
> > wants to implement it is more than
> welcome to do so. It may be 
> > sufficiently involved to be a
> thesis topic - I don't know because I 
> > haven't studied it
> carefully enough. 
> > 
> > Any person considering doing that
> should read or reread Bill Venables' 
> > "Exegeses on Linear
> Models" before embarking on it. As he points out 
> > in his
> discussion of modifications made in S-PLUS to emulate some 
> >
> calculations in SAS, the "brute force" approach of taking a set
> of 
> > equations and implementing them literally is rarely a good
> approach. 
> > So I am not talking about a "pidgin R"
> implementation here where a 
> > linear least squares calculation is
> written 
> > 
> > XpX <- t(X) %*% X 
> > XpXinv <-
> solve(XpX) 
> > Xpy <- t(X) %*% y 
> > betahat <- XpXinv
> %*% Xpy 
> > 
> > An mer object includes slots L, RZX and RX
> that define the Cholesky 
> > decomposition of the crossproduct
> matrix that is more-or-less like 
> > that in the Henderson mixed
> model equations. The L slot itself has a 
> > Perm slot that gives
> the fill-reducing permutation P for the random 
> > effects. That
> may not be relevant - I'm not sure. The original model 
> > matrices
> are available as the X and Zt (transpose of Z) slots. The 
> >
> (transpose of the) derived model matrix for the orthogonal random 
> > effects is available as A. The terms attribute of the model matrix
> X 
> > and the assign attribute of the model frame (in the slot
> named 
> > "frame") should be used to associate terms with
> columns of the model 
> > matrix. 
> > 
> > It's
> possible that the calculation would be straightforward. As i 
> >
> said, I don't know. My gut feeling is that it is not, which is why I 
> > haven't embarked on it. 
> > 
> >
> _______________________________________________ 
> >
> R-sig-mixed-models at r-project.org mailing list 
> >
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models 
> > 
> 
> 
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> 

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-- 
Andrew Robinson  
Department of Mathematics and Statistics            Tel: +61-3-8344-6410
University of Melbourne, VIC 3010 Australia         Fax: +61-3-8344-4599
http://www.ms.unimelb.edu.au/~andrewpr
http://blogs.mbs.edu/fishing-in-the-bay/