Have you looked at Pinhiero and Bates (2000) Mixed-Effects Models for S
and S-Plus (Springer)? They describe the use of simulation to evaluate
the sampling distribution when a parameter is at a boundary. For the
cases they consider, they find that a mixture of chi-squares with
different numbers of degrees of freedom (being number of parameters
estimated with and without the parameter potentially at the boundary)
works quite well. I don't have the book here so can't give you a page
citation, but it's in a methodology chapter (3?), and they have
beautiful plot to illustrate the results.
hope this helps.
spencer graves
Dr. Peter Schlattmann wrote:
Dear all,
I would like to simulate data from a nlme model using fixed effects and the
variances of the random effects distribution.
I scanned the help files and the mailing lists with no succes. Thanks for
your help!
Peter
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