Dear list members, I look for a way (or alternative) to specify initial values when estimating linear mixed models in R, and to avoid iterative estimation. This is a way to control specific parameter values (eg. variance parameter values) such that the result (F-value) is based on them. This result can then be used for power analyses that uses the non-central F-distribution, as is done with SAS using the -PARMS- and -noiter- statements, indicated in the following SAS example: after using/constructing a data set, with actual scores changed into predicted scores (no error) proc mixed data = dataSet; class treat group; model y = treat*time ; random intercept / subject=group(treat); PARMS (2.1) (1.2) / NOITER; contrast 'slopes' treat*time 1 -1 0,treat*time 1 0 -1; ods output contrasts=c; run; data dataSet; set c; alpha=0.05; ncparm=numdf*fvalue; fc=finv(1-alpha,numdf,dendf,0); power=1-probf(fc,numdf,dendf,ncparm); run; proc print;run; cheers, Wilfried Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm