Hello, all:
I have a dataset with 2 groups. I want to estimate 2 means and 2 standard deviations. I naively think I should be able to use lme to do that, e.g., lme(y~gp, random=y~1|gp, method='ML'). I think I should get the same answer as from lm(y~1, ...) within each level of group. I can get the same means, but I don't know how to extract the within-gp standard deviations, and the sum of logLik for the latter two does not equal the former.
TOY EXAMPLE: library(nlme) set.seed(1) lmePblm <- data.frame(y=c(rnorm(5, 1, 2), rnorm(5,3,5)), gp=factor(rep(1:2, each=5))) fit22 <- lme(y~gp, lmePblm, random=~1|gp, method='ML') fitGp1 <- lm(y~1, lmePblm[lmePblm$gp==1, ]) fitGp2 <- lm(y~1, lmePblm[lmePblm$gp==2, ]) (ll22 <- logLik(fit22)) (llGp1 <- logLik(fitGp1)) (llGp2 <- logLik(fitGp2)) # Why isn't (ll22 = llGp1+llGp2)? (ll22 - llGp1-llGp2) # And secondarily, how can I get the residual standard deviations # within each gp from fit22? Thanks, Spencer Graves ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.