Hi, All:
Is there a way to get random effects for ARMA parameters?
Consider the following example from the 'corARMA' help page:
fm1Ovar.lme <- lme(follicles ~ sin(2*pi*Time) + cos(2*pi*Time),
data = Ovary, random = pdDiag(~sin(2*pi*Time)))
fm5Ovar.lme <- update(fm1Ovar.lme,
corr = corARMA(p = 1, q = 1))
fm5Ovar.lme
Linear mixed-effects model fit by REML
Data: Ovary
Log-restricted-likelihood: -771.9471
Fixed: follicles ~ sin(2 * pi * Time) + cos(2 * pi * Time)
(Intercept) sin(2 * pi * Time) cos(2 * pi * Time)
12.1248728 -2.9198264 -0.8487095
Random effects:
Formula: ~sin(2 * pi * Time) | Mare
Structure: Diagonal
(Intercept) sin(2 * pi * Time) Residual
StdDev: 2.614435 1.004898 3.733423
Correlation Structure: ARMA(1,1)
Formula: ~1 | Mare
Parameter estimate(s):
Phi1 Theta1
0.7868896 -0.2793591
Number of Observations: 308
Number of Groups: 11
> coef(fm5Ovar.lme)
(Intercept) sin(2 * pi * Time) cos(2 * pi * Time)
4 8.681454 -2.719864 -0.8487095
<snip>
Evidently, this model estimates only one set of ARMA parameters.
Is there a way I can get a different set for each Mare in this example?
Thanks,
Spencer Graves
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