-----Original Message----- From: Wassell, James T., Ph.D. Sent: Thursday, November 17, 2005 9:40 AM To: 'Deepayan Sarkar' Subject: RE: nlme question
Deepayan, Thanks for your interest. It's difficult in email but I need the variance of Kappa = mu + 1.645*tau + 1.645* sigma Just using the standard variance calculation Var(K) = Var(mu) + (1.645)^2 * Var(tau) + 1.645^2 * var(sigma) + [three covariance terms with constant multipliers]. So, I can get var(mu) [or actually the standard error] from the summary function -- and var(tau) and var(sigma) using the VarCorr function, but I still need the covariance terms. I am trying to duplicate methods in a paper by Nicas & Neuhaus, "Variability in Respiratory Protection and the Assigned Protection Factor" J. Occ & Environ Health, Feb. 2004. p 99-109. (see eqn. 12). The authors used Proc Mixed, but I can't figure out how to get covariance terms with SAS either. Thanks again. Terry Wassell -----Original Message----- From: Deepayan Sarkar [mailto:[EMAIL PROTECTED] Sent: Thursday, November 17, 2005 2:52 AM To: Wassell, James T., Ph.D. Cc: r-help@stat.math.ethz.ch Subject: Re: nlme question On 11/16/05, Wassell, James T., Ph.D. <[EMAIL PROTECTED]> wrote: > I am using the package nlme to fit a simple random effects (variance > components model) > > with 3 parameters: overall mean (fixed effect), between subject > variance (random) and within subject variance (random). So to paraphrase, your model can be written as (with the index i representing subject) y_ij = \mu + b_i + e_ij where b_i ~ N(0, \tao^2) e_ij ~ N(0, \sigma_2) and all b_i's and e_ij's are mutually independent. The model has, as you say, 3 parameters, \mu, \tao and \sigma. > I have 16 subjects with 1-4 obs per subject. > > I need a 3x3 variance-covariance matrix that includes all 3 parameters > in order to compute the variance of a specific linear combination. Can you specify the 'linear combination' that you want to estimate in terms of the model above? Deepayan ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html