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2010 Oct 04
1
Ridge regression and mixed models
...###
version$version.string
# [1] "R version 2.11.1 (2010-05-31)"
library(nlme)
# DATA generation:
dim <- 200
n <- 50
XX <- matrix(rnorm(dim*n, 0, 0.1), ncol=dim, nrow=n)
beta <- matrix(c(rep(1, 40), rep(2,20), rep(0,140)), ncol=1)
Y <- XX %*% beta + rnorm(n)
# MODEL fit:
dummyId <- factor(rep(1,n))
Z.block <- list(dummyId=pdIdent(~-1+XX))
data.fr <- data.frame(Y,XX)
fit <- lme(Y~1,
data=data.fr,
random=Z.block)
# ERROR:
Warning message:
In lme.formula(Y ~ 1, data = data.fr, random = Z.block) :
Fewer observations than random effects in all le...