R help - Dec 2004 - lme: Confusion about Variances

Dear R users!

I used lme to fit a mixed model with random intercept and spatial Gaussian
correlation i.e. I fitted a model of the following form:

Y = X*beta + error

and

error = U + W(t) + Z

where U is the random intercept (normally distributed), W(t) the stationary
Gaussian process and Z also a normally distributed (the residual) rv. Each of
these three random variables have a variance which I am not sure to which output
in lme they belong to.
VarCorr gives the intercept and residual variance which I assume belong to U and
Z respectively. The output of lme gives another estimate called
"range" which I
assume belongs to the parameter estimate needed for the Gaussian correlation.

Are my assumptions correct? And where can I get the variance for the W(t) from?

Thanks for any answers...and happy new year...

Hadassa

I'm unable to parse your question in the time I have right now, 
but have you worked the examples with ?lme in library(nlme), extending 
them with "intervals" and "VarCorr"?  If you do that, I
suspect you
should find the answer to your question.  Also, have you consulted 
Pinheiro and Bates (2000) Mixed-Effects Models in S and S-Plus 
(Springer)?  This book made the difference between failure and success 
in my attempts to understand and use lme. 

     fm1 <- lme(distance ~ age, data = Orthodont) # random is ~ age
     fm2 <- lme(distance ~ age + Sex, data = Orthodont, random = ~ 1)
     summary(fm1)
     summary(fm2)
intervals(fm1)
intervals(fm2)
anova(fm1, fm2)
VarCorr(fm1)
VarCorr(fm2)

      hope this helps. 
      spencer graves

h.brunschwig at utoronto.ca wrote:
>Dear R users!
>
>I used lme to fit a mixed model with random intercept and spatial Gaussian
>correlation i.e. I fitted a model of the following form:
>
>Y = X*beta + error
>
>and
>
>error = U + W(t) + Z
>
>where U is the random intercept (normally distributed), W(t) the stationary
>Gaussian process and Z also a normally distributed (the residual) rv. Each
of
>these three random variables have a variance which I am not sure to which
output
>in lme they belong to.
>VarCorr gives the intercept and residual variance which I assume belong to U
and
>Z respectively. The output of lme gives another estimate called
"range" which I
>assume belongs to the parameter estimate needed for the Gaussian
correlation.
>
>Are my assumptions correct? And where can I get the variance for the W(t)
from?
>
>Thanks for any answers...and happy new year...
>
>Hadassa
>
>______________________________________________
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>PLEASE do read the posting guide!
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>  
>
-- 
Spencer Graves, PhD, Senior Development Engineer
O:  (408)938-4420;  mobile:  (408)655-4567