Caroline Bazzoli
2012-Dec-17 11:11 UTC
[R] Specific structure of variance-covariance matrix in the lme function for a linear mixed effect models
Dear all, We are using lme function to estimate a mixed effect model. The data are obtained from the following experience: 15 subjects were required to press maximally ledges with four fingers and magnitudes of the 4 fingers are measured simultaneously for three different positions. Three repetitions of each measure are made. The data set is thus composed of 540 measures. We have fitted this data with the following model : F_idkj = mu + beta_d + alpha_k + interaction terms + random effect terms + error terms with i=subject (i=1,..,15), d=finger (d=1,...,4), k=position (k=1,...,3), j=repeated measure (j=1,..3) We have tested this model with different structure for the variance-covariance matrix of the error model using the options "weight" and "correlation" in the lme function. A specific case was to introduce dependence between fingers (correlation among the errors) which can be different by position. This step consisted to implement a block-diagonal matrix (one block corresponding to one position). To do that, we used the following command: //fitM<lme(F~finger*position,random=~1|Subject/position,data=DataALL,method="ML",correlation=corSymm(form=~1|Subject/position/Repet)) // //summary(fitM) // //Linear mixed-effects model fit by maximum likelihood // Data: DataALL // // AIC BIC logLik// // 4244.71 4334.833 -2101.355// // //Random effects:// // Formula: ~1 | Subject// // (Intercept)// //StdDev: 0.00138398// // // Formula: ~1 | position %in% Subject// // (Intercept) Residual// //StdDev: 5.549804 11.36901// // //Correlation Structure: General// // Formula: ~1 | Subject/position/Repet // // Parameter estimate(s):// // Correlation: // // 1 2 3 // //2 0.040 // //3 -0.261 -0.007 // //4 -0.356 -0.181 0.081// //Fixed effects: F ~ finger * position // // Value Std.Error DF t-value p-value// //(Intercept) 23.000000 2.244465 486 10.247432 0.0000// //fingerM -0.600000 2.374891 486 -0.252643 0.8007// //fingerR -1.622222 2.721607 486 -0.596053 0.5514// //fingerL 0.000000 2.822485 486 0.000000 1.0000// //positionFlexP3 0.000000 3.174153 28 0.000000 1.0000// //positionExtP1 -0.555556 3.174153 28 -0.175025 0.8623// //fingerM:positionFlexP3 -0.288889 3.358603 486 -0.086015 0.9315// //fingerR:positionFlexP3 1.622222 3.848934 486 0.421473 0.6736// //fingerL:positionFlexP3 0.000000 3.991596 486 0.000000 1.0000// //fingerM:positionExtP1 0.622222 3.358603 486 0.185262 0.8531// //fingerR:positionExtP1 1.977778 3.848934 486 0.513851 0.6076// //fingerL:positionExtP1 -0.533333 3.991596 486 -0.133614 0.8938// // Correlation: // // (Intr) fingerM fingerR fingerL stFlP3 stExP1 dM:FP3 dR:FP3// //fingerM -0.529 // //fingerR -0.606 0.551 // //fingerL -0.629 0.497 0.649 // //positionFlexP3 -0.707 0.374 0.429 0.445 // //positionExtP1 -0.707 0.374 0.429 0.445 0.500 // //fingerM:positionFlexP3 0.374 -0.707 -0.390 -0.352 -0.529 -0.265 // //fingerR:positionFlexP3 0.429 -0.390 -0.707 -0.459 -0.606 -0.303 0.551 // //fingerL:positionFlexP3 0.445 -0.352 -0.459 -0.707 -0.629 -0.314 0.497 0.649// //fingerM:positionExtP1 0.374 -0.707 -0.390 -0.352 -0.265 -0.529 0.500 0.276// //fingerR:positionExtP1 0.429 -0.390 -0.707 -0.459 -0.303 -0.606 0.276 0.500// //fingerL:positionExtP1 0.445 -0.352 -0.459 -0.707 -0.314 -0.629 0.249 0.325// // dL:FP3 dM:EP1 dR:EP1// //fingerM // //fingerR // //fingerL // //positionFlexP3 // //positionExtP1 // //fingerM:positionFlexP3 // //fingerR:positionFlexP3 // //fingerL:positionFlexP3 // //fingerM:positionExtP1 0.249 // //fingerR:positionExtP1 0.325 0.551 // //fingerL:positionExtP1 0.500 0.497 0.649// // //Standardized Within-Group Residuals:// // Min Q1 Med Q3 Max // //-2.61928606 -0.73819468 0.00057926 0.78983154 2.16414994 // // //Number of Observations: 540// //Number of Groups: // // Subject position %in% Subject // // 15 45 / Nevertheless, this output displays identical blocks. It means that the dependence between fingers is the same for each position. We would like to test a model with different blocks to model different position dependence. Any help with this is greatly appreciated. Thanks in advanced for yours attention! Caroline bazzoli -- Maitre de Conf?rences en Statistique Tour IRMA - Laboratoire Jean Kunztmann (LJK) - Equipe SAM 51 rue des Math?matiques BP 53 38041 Grenoble cedex 09 Tel : 04 76 51 45 47 http://www-ljk.imag.fr/membres/Caroline.Bazzoli/