[R-sig-ME] Covariance Matrix of fixed effects in lmer()
Matthias Suter
matthias.suter at art.admin.ch
Thu Jul 19 11:43:23 CEST 2012
Is there a straight forward way, to get the scaled covariance matrix from a
lmer()?
E.g.
lmerout <- lmer(y ~ x1 + x2 + x3 + (1 | Groupingfactor), data)
summary(lmerout) gives the "Correlation of Fixed Effects"; I would like to
have direct access to the covariance matrix.
As analogy in lm():
lmout <- lm(y ~ x1 + x2 + x3, data)
Here, the scaled covariance matrix is:
summary(lmout)$sigma^2 * summary(lmout)$cov.uns
Thanks for any helpful answer,
Matthias
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