[R-sig-ME] nlme & varIdent
Thierry Onkelinx
thierry.onkelinx at inbo.be
Mon Nov 14 10:04:14 CET 2016
Dear Paul,
Note that variance functions work on the residuals, not the random effect
variances. I can't comment further on this as your question is not very
clear to me. Can you provide a more detailed example. E.g. the formula and
who you want to variance or correlation functions to work.
Best regards,
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature and
Forest
team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance
Kliniekstraat 25
1070 Anderlecht
Belgium
To call in the statistician after the experiment is done may be no more
than asking him to perform a post-mortem examination: he may be able to say
what the experiment died of. ~ Sir Ronald Aylmer Fisher
The plural of anecdote is not data. ~ Roger Brinner
The combination of some data and an aching desire for an answer does not
ensure that a reasonable answer can be extracted from a given body of data.
~ John Tukey
2016-11-12 0:52 GMT+01:00 Louisell, Paul T PW <Paul.Louisell op pw.utc.com>:
> Hello,
>
> All the help I've read (including Pinheiro and Bates book, 'Mixed Effects
> Models in S and S-PLUS') regarding how to fit a linear mixed-effects model
> where variances change with a factor's levels indicates this is done
> through the 'weights' argument to 'lme', using something like
> 'weights=varIdent(form=~v|g)' where 'v' is a variance covariate and 'g' is
> the grouping factor whose strata have different random effect variances.
>
> My question: Suppose I have more than 1 variance covariate, say v1, ...,
> vk, and I want _each_ of these to have variances that change with the
> levels of g giving a total of k*nlevels(g) parameters (k*nlevels(g) - k
> allowing for identifiability). How is this handled in the nlme package? A
> simple example would be random slope and intercepts, _both_ of which have
> variances changing with the levels of g. I haven't found any examples of
> this online or in Pinheiro & Bates, and I haven't been able to figure this
> out using the various varFunc/pdMat classes. I'd use the 'lme4' package
> (instead of nlme), but I need the correlated residuals structure (e.g.,
> 'corAR1', 'corARMA') provided in nlme.
>
> Help/advice would be greatly appreciated.
>
> Thanks,
>
> Paul Louisell
> Statistical Specialist
> Paul.Louisell op pw.utc.com
> 860-565-8104
>
> Still, tomorrow's going to be another working day, and I'm trying to get
> some rest.
> That's all, I'm trying to get some rest.
> Paul Simon, "American Tune"
>
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