[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
[[alternative HTML version deleted]]
More information about the R-sig-mixed-models
mailing list