[R-sig-ME] location-scale models in nlme
Simon Harmel
@|m@h@rme| @end|ng |rom gm@||@com
Sun Jan 14 17:40:54 CET 2024
Dear Ben and List Members,
I'm following up on this (
https://stat.ethz.ch/pipermail/r-sig-mixed-models/2023q4/030552.html)
thread. There, Ben noted that my MODEL (below) qualifies as a
"location-scale" model.
Q: Usually for the scale part of a location-scale model, the linear model
uses a log link to guarantee that the estimate of scale is positive:
log(scale_i) = a_0 + b_1*x_i1+ ... + b_n*x_ip (for p predictors of scale)
But in the MODEL that I sketched below, how such a guarantee is made?
Thanks, Simon
MODEL <- nlme::lme(y ~ X1_categorical + X2_numeric ...,
random = ~1| subject,
data = data,
correlation = corSymm(~1|subject),
weights = varComb(varIdent(form = ~ 1 | X1_categorical ),
varPower(form = ~ X2_numeric )))
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