[R-sig-ME] compound symmetry correlation structure in nlme
David Atkins
datkins at u.washington.edu
Thu Jun 16 23:35:35 CEST 2011
Rian--
I believe you would want to compare an lme() fit with random intercept
to a gls() fit with compound symmetry (and hence, no random terms at all).
Sort of think Pinheiro and Bates make this comparison in their book, but
I don't have it handy.
Hope that helps.
cheers, Dave
hello all,
I am analyzing some data with repeated measures on individuals, and want
to test different correlation structures.
In Zuur et al (2007) they state "the inclusion of a random intercept in
a GLM is imposing the compound symmetrical correlation structure, just
as it did in the linear mixed model" (Chapter 13, p.323), which I
understand as meaning that if a random intercept is included in a model,
then the compound symmetry correlation structure is implied.
When I run the following two models (which are identical, except that in
the second one I explicitly specify the correlation structure), I get
the same estimates for the random and fixed effects, but the AIC and BIC
values differ, because the second model has one more parameter (for the
correlation structure).
global.ri.lme <- lme(Log.minH ~ site + f.year + cohort + emerg + emergSQ
+ pri + priSQ
+ start.t + startSQ + sea + tidem + tided, data = SUSCforage, random
= ~1|scoterID,
method = "REML")
global.ri.cs1.lme <- lme(Log.minH ~ site + f.year + cohort + emerg +
emergSQ + pri + priSQ
+ start.t + startSQ + sea + tidem + tided, data = SUSCforage, random
= ~1|scoterID,
correlation = corCompSymm(form = ~1|scoterID), method = "REML")
So, if I want to obtain an accurate AIC value, which should I use?
thank you,
Rian
--
Dave Atkins, PhD
Research Associate Professor
Department of Psychiatry and Behavioral Science
University of Washington
datkins at u.washington.edu
Center for the Study of Health and Risk Behaviors (CSHRB)
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