"Haifeng \(Kevin\) Xie" <[EMAIL PROTECTED]> writes:
> Given a LME model (following the notation of Pinheiro and Bates 2000) y_i
> = X_i*beta + Z_i*b_i + e_i, is it possible to extract the
> variance-covariance matrix for the estimated beta_i hat and b_i hat from the
> lme fitted object?
Not easily. The pieces that you need are in the condensed linear
model structure and you may be able to extract them in R code but I
have not written any code to do that.
I am revising the internal representation of lme objects using S4
classes. Saikat DebRoy and I have one representation in the lme4
package but will probably revise that. Some recent work on
computational methods
http://www.stat.wisc.edu/~bates/reports/MixedComp.pdf
has me convinced that even this representation should be reorganized
and simplified.
If you really want to delve into the old structures I can give you
some pointers (pun unintended) on where to look but beware that it's a
quagmire. (Oops - not supposed to use that word in e-mail originating
in the U.S.A. My regards to the NSA.)
--
Douglas Bates [EMAIL PROTECTED]
Statistics Department 608/262-2598
University of Wisconsin - Madison http://www.stat.wisc.edu/~bates/
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