shirley zhang
2007-Jun-28 01:55 UTC
[R] unequal variance assumption for lme (mixed effect model)
Dear Douglas and R-help, Does lme assume normal distribution AND equal variance among groups like anova() does? If it does, is there any method like unequal variance T-test (Welch T) in lme when each group has unequal variance in my data? Thanks, Shirley
Simon Blomberg
2007-Jun-28 02:44 UTC
[R] unequal variance assumption for lme (mixed effect model)
The default settings for lme do assume equal variances within groups. You can change that by using the various varClasses. see ?varClasses. A simple example would be to allow unequal variances across groups. So if your call to lme was: lme(...,random=~1|group,...) then to allow each group to have its own variance, use: lme(...,random=~1|group, weights=varIdent(form=~1|group),...) You really really should read Pinheiro & Bates (2000). It's all there. HTH, Simon. , On Wed, 2007-06-27 at 21:55 -0400, shirley zhang wrote:> Dear Douglas and R-help, > > Does lme assume normal distribution AND equal variance among groups > like anova() does? If it does, is there any method like unequal > variance T-test (Welch T) in lme when each group has unequal variance > in my data? > > Thanks, > Shirley > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.-- Simon Blomberg, BSc (Hons), PhD, MAppStat. Lecturer and Consultant Statistician Faculty of Biological and Chemical Sciences The University of Queensland St. Lucia Queensland 4072 Australia Room 320, Goddard Building (8) T: +61 7 3365 2506 email: S.Blomberg1_at_uq.edu.au The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data. - John Tukey.