[R-sig-ME] lme varFix under ML fit does not match coefficients standard error

Vaida, Florin |v@|d@ @end|ng |rom he@|th@uc@d@edu
Sun Feb 18 20:34:58 CET 2024


Hello all,

This is probably known, but it’s news to me: the standard errors printed for the lme model fit run under method=”ML” are in fact those computed under method=”REML”.
Is this the expected behavior?  And if so, are there any reasons for this choice?
Reproducible example below.

Thanks,
Florin

library(nlme)
fit.reml =  lme(log(conc) ~ Time, random=~1|Subject, data=Glucose, na.action=na.omit, method="REML")
(se.reml = summary(fit.reml)$tTable[,2])
## (Intercept)        Time
## 0.019457141 0.005829144
(se.reml = sqrt(diag(summary(fit.reml)$varFix)))
## (Intercept)        Time
## 0.019457141 0.005829144
fit.ml =  lme(log(conc) ~ Time, random=~1|Subject, data=Glucose, na.action=na.omit, method="ML")
(se.ml = summary(fit.ml)$tTable[,2]) # they match the REML SE’s
## (Intercept)        Time
## 0.019457141 0.005829144
(se.ml = sqrt(diag(summary(fit.ml)$varFix))) # they do not match the tTable SE’s
## (Intercept)        Time
## 0.019405324 0.005813621

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