Displaying 20 results from an estimated 20000 matches similar to: "Significance levels of variance terms"
2006 Feb 16
1
testing the significance of the variance components using lme
Hi R-users,
I am using lme to fit a linear mixed model with the nlme package,
does anyone know if it is possible to obtain standard error estimates of the variance components estimators and an adequate method to test the significance of the variance component?
Thanks,
Berta.
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2017 Aug 17
0
nlme package, fixing variance.covariance matrix of residuals
Dear R team,
I would like to do a multivariate meta-analysis in R using the nlme package. In meta-analysis I fix the residuals to known sampling errors. As I do a multivariate analysis, I have a variance-covariance matrix of sampling errors. Unfortunately, via varFixed I can only fix a vector of sampling errors and no matrix.
In the R package metafor using the rma.mv function I can insert the
2007 Sep 18
0
Extracting variance-covariance matrix from nlme object
I want to extract the variance-covariance matrix of an nlme model of
a dataset. The object is to pass this to mvrnorm to create pseudo-
replicates of the original data. I note the nlme package has a
getVarCov method available for lme objects but not nlme objects. Is
the vcov function in the base stats package suitable? If so, why is
the additional getVarCov provided?
thank you
Rob
2007 Nov 12
1
Using lme (nlme) to find the conditional variance of the random effects
Using lmer in the lme4 package, you can compute the conditional
variance-covariance matrix of the random effects using the bVar slot:
bVar: A list of the diagonal inner blocks (upper triangles only) of the
positive-definite matrices on the diagonal of the inverse of ZtZ+Omega.
With the appropriate scale factor (and conversion to a symmetric matrix)
these are the conditional variance-covariance
2008 May 09
1
Which gls models to use?
Hi,
I need to correct for ar(1) behavior of my residuals of my model. I noticed
that there are multiple gls models in R. I am wondering if anyone
has experience in choosing between gls models. For example, how
should one decide whether to use lm.gls in MASS, or gls in nlme for
correcting ar(1)? Does anyone have a preference? Any advice is appreciated!
Thanks,
--
Tom
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2002 Mar 12
0
Case weights in nlme models
Greetings-
I am in the process of constructing a nonlinear model using nlme. The
model is attempting to fit a nested data structure from some
public-opinion data (the data are from individuals nested within
organizations).
The question I have is fairly simple (I hope). The data were collected in
two stages: a 15,000-subject randomly-sampled telephone interview (the
SCREEN), with 2,517 subjects
2006 Sep 23
1
variance-covariance structure of random effects in lme
Dear R users,
I have a question about the patterned variance-covariance structure for the random effects in linear mixed effect model.
I am reading section 4.2.2 of "Mixed-Effects Models in S and S-Plus" by Jose Pinheiro and Douglas Bates.
There is an example of defining a compound symmetry variance-covariance structure for the random effects in a
split-plot experiment on varieties of
2012 Oct 05
1
LMMs with some variance terms forced constant
Hello,
I have been asked to help perform a meta-analysis with individual- and aggregate-level data. I found a nice article on this, and the idea is easy to understand: use a mixed effects models, but for the studies where there is only aggregate level data, force the variance to be that which was observed. Unfortunately, I am struggling to see how to implement this in R. I am familiar with
2013 Jun 07
1
Function nlme::lme in Ubuntu (but not Win or OS X): "Non-positive definite approximate variance-covariance"
Dear all,
I am estimating a mixed-model in Ubuntu Raring (13.04ΒΈ amd64), with the
code:
fm0 <- lme(rt ~ run + group * stim * cond,
random=list(
subj=pdSymm(~ 1 + run),
subj=pdSymm(~ 0 + stim)),
data=mydat1)
When I check the approximate variance-covariance matrix, I get:
> fm0$apVar
[1] "Non-positive definite
2009 Aug 09
1
Linking in R package documentation
I have two straightforward questions about linking in the man pages for R packages:
First, is it possible to link from within parts of the documentation that are not the \seealso section? For example, I would like to have something like:
\arguments{
\item{correlation}{an optional \code{corStruct} object describing the within-group correlation structure; the available classes are given in
2004 Sep 01
1
lme: howto specify covariance structure between levels of grouping factors
Dear all,
I am studying the possibility of using the nlme package in R to analyse
field trials of agricultural crops. I have a problem with the syntax for the
modelling of variance covariance structures. I can model the within-group
covariance structure using the correlation argument and the covariance
structure between different random effects of the same grouping level using
2003 Dec 02
1
question regarding variance components
I am using a two-factor ANOVA model with random factor effects including
the interaction, i.e. the factors are crossed. I would like to be able to
generate all four variance components along with approximate confidence
intervals using the NLME package. However, I do not know how to specify
the random option because of two problems. First, I do not know how to
enter the interaction term into the
2004 Dec 29
3
gls model and matrix operations
Dear List:
I am estimating a gls model and am having to make some rather unconventional modifications to handle a particular problem I have identified. My aim is to fit a GLS with an AR1 structure, obtain the variance-covariance matrix (V), modify it as needed given my research problem, and then reestimate the GLS by brute force using matrix operations. All seems to be working almost perfectly,
2007 Sep 26
1
Accessing the fixed- and random-effects variance-covariance matrices of an nlme model
I would appreciate confirmation that the function vcov(model.nlme)
gives the var-cov matrix of the fixed effects in an nlme model.
Presumably the random-effects var-cov matrix is given by cov(ranef
(model.nlme)?
Rob Forsyth
2003 Apr 04
0
nlme and variance-covariance matrices.
--
Dear R users,
I have data on around 2000 birds from 3 generations for which I know
an individual's pedigree (i.e. the relationship it shares with other
individuals e.g brother, uncle, mother) and also a pedigree based on
foster-families, because half broods were removed from their nest of
origin and placed in a foster parent's nest.
From this I want to model two types of random
2020 Oct 28
0
nlme: New variance function structure varConstProp
Dear R developers,
recently I have written a wishlist bug report for nlme containing a patch that
adds the variance function structure
s2(v) = t1^2 + t2^2*v^2
where v denotes the variance covariate, s2(v) denotes the variance function
evaluated at v, and t, t1 and t2 are the variance function coefficients. The
covariate can also be the fitted response.
The idea that the residual variance
2009 Aug 17
0
weighting nlme in multivariate outcome
Dear R-nlme expert
We need two pieces of information about the fitting of a nlme model
which we cannot extract from the R help files and would be most grateful
if you could help us. We fit an energy allocation growth model with 4
parameters to individual growth curves using the nlme routine. We thus
have repeated age and size measurements of individuals and therefore
allow for random
2016 Jul 27
0
new package clubSandwich: Cluster-Robust (Sandwich) Variance Estimators with Small-Sample Corrections
Dear R users:
I'm happy to announce the first CRAN release of the clubSandwich package:
https://cran.r-project.org/web/packages/clubSandwich
clubSandwich provides several variants of the cluster-robust variance
estimator for ordinary and weighted least squares linear regression models,
including the bias-reduced linearization estimator of Bell and McCaffrey
(2002). The package includes
2016 Jul 27
0
new package clubSandwich: Cluster-Robust (Sandwich) Variance Estimators with Small-Sample Corrections
Dear R users:
I'm happy to announce the first CRAN release of the clubSandwich package:
https://cran.r-project.org/web/packages/clubSandwich
clubSandwich provides several variants of the cluster-robust variance
estimator for ordinary and weighted least squares linear regression models,
including the bias-reduced linearization estimator of Bell and McCaffrey
(2002). The package includes
2010 Apr 14
1
creating a new corClass for lme()
Hi,
I have been using the function lme() of the package nlme to model grouped
data that is auto-correlated in time and in space (the data was collected on
different days via a moving monitor). I am aware that I can use the
correlation classes corCAR1 and corExp (among other options) to model the
temporal and spatial components of the auto-correlation. However, as far as
I can tell, I can only