[R] nlme formula from model specification

2010-09-02 Thread Mikkel Meyer Andersen
Dear R-community,

I'm analysing some noise using the nlme-package. I'm writing in order
to get my usage of lme verified.

In practise, a number of samples have been processed by a machine
measuring the same signal at four different channels. I want to model
the noise. I have taken the noise (the signal is from position 1 to
3500, and after that there is only noise).

My data looks like this:
channel.matrix:
  pos channel0 channel1 channel2 channel3 samplenumber
   1 350183   1211
   2 3502370   141
   3 350391   1331
   4 3504373   141
   5 350565451
   6 350670   1601
...
 495 399552991
 496 3996246   101
 497 399732771
 498 399824391
 499 3999316   111
 500 400003671
2301 350114392
2302 3502334   132
2303 350341852
2304 350431   1022
2305 350523582
2306 350605822
...

The model is
channel0 ~ alpha_i + eps_{i, j} + channel1 + channel2 + channel3
where i is sample number, j is position, and:
  alpha_i: fixed effect for each samplenumber
  eps_{i, j}:  random effect, here with correlation
structure as AR(1)
  channel1, ..., channel3: fixed effect for each channel not depending on
   samplenumber nor position

(And then afterwards I would model channel1 ~ ... + channel2 + channel3 etc.)

I then use this function call:
channel.matrix.grouped - groupedData(channel0 ~ pos | samplenumber,
  data = channel.matrix)

fit - lme(channel0 ~ pos + samplenumber + channel1 + channel2 + channel3,
  random = ~ pos | samplenumber,
  correlation = corAR1(value = 0.5, form = ~ pos | samplenumber),
  data = channel.matrix.grouped)

Is that the right way to express the model in (n)lme-notation?

Cheers, Mikkel.

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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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Re: [R] nlme formula from model specification

2010-09-02 Thread ONKELINX, Thierry
Dear Mikkel,

You need to do some reading on terminology.

In your model the fixed effects are channel 1, 2 and 3. samplenumber is
a random effect and the error term is an error term

The model you described has the notation below. You do not need to
create the grouped data structure.

lme(channel0 ~ pos + samplenumber + channel1 + channel2 + channel3,
   random = ~ 1 | samplenumber,
   correlation = corAR1(value = 0.5, form = ~ pos | samplenumber),
   data = channel.matrix) 

HTH,

Thierry

PS There is a dedicated mailing list for mixed models:
R-sig-mixed-models



ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek
team Biometrie  Kwaliteitszorg
Gaverstraat 4
9500 Geraardsbergen
Belgium

Research Institute for Nature and Forest
team Biometrics  Quality Assurance
Gaverstraat 4
9500 Geraardsbergen
Belgium

tel. + 32 54/436 185
thierry.onkel...@inbo.be
www.inbo.be

To call in the statistician after the experiment is done may be no more
than asking him to perform a post-mortem examination: he may be able to
say what the experiment died of.
~ Sir Ronald Aylmer Fisher

The plural of anecdote is not data.
~ Roger Brinner

The combination of some data and an aching desire for an answer does not
ensure that a reasonable answer can be extracted from a given body of
data.
~ John Tukey
  

 -Oorspronkelijk bericht-
 Van: r-help-boun...@r-project.org 
 [mailto:r-help-boun...@r-project.org] Namens Mikkel Meyer Andersen
 Verzonden: donderdag 2 september 2010 13:30
 Aan: r-help@r-project.org
 Onderwerp: [R] nlme formula from model specification
 
 Dear R-community,
 
 I'm analysing some noise using the nlme-package. I'm writing 
 in order to get my usage of lme verified.
 
 In practise, a number of samples have been processed by a 
 machine measuring the same signal at four different channels. 
 I want to model the noise. I have taken the noise (the signal 
 is from position 1 to 3500, and after that there is only noise).
 
 My data looks like this:
 channel.matrix:
   pos channel0 channel1 channel2 channel3 samplenumber
1 350183   1211
2 3502370   141
3 350391   1331
4 3504373   141
5 350565451
6 350670   1601
 ...
  495 399552991
  496 3996246   101
  497 399732771
  498 399824391
  499 3999316   111
  500 400003671
 2301 350114392
 2302 3502334   132
 2303 350341852
 2304 350431   1022
 2305 350523582
 2306 350605822
 ...
 
 The model is
 channel0 ~ alpha_i + eps_{i, j} + channel1 + channel2 + 
 channel3 where i is sample number, j is position, and:
   alpha_i: fixed effect for each samplenumber
   eps_{i, j}:  random effect, here with correlation
 structure as AR(1)
   channel1, ..., channel3: fixed effect for each channel not 
 depending on
samplenumber nor position
 
 (And then afterwards I would model channel1 ~ ... + channel2 
 + channel3 etc.)
 
 I then use this function call:
 channel.matrix.grouped - groupedData(channel0 ~ pos | samplenumber,
   data = channel.matrix)
 
 fit - lme(channel0 ~ pos + samplenumber + channel1 + 
 channel2 + channel3,
   random = ~ pos | samplenumber,
   correlation = corAR1(value = 0.5, form = ~ pos | samplenumber),
   data = channel.matrix.grouped)
 
 Is that the right way to express the model in (n)lme-notation?
 
 Cheers, Mikkel.
 
 __
 R-help@r-project.org mailing list
 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.
 

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Re: [R] nlme formula from model specification

2010-09-02 Thread Mikkel Meyer Andersen
Dear Thierry,

Thanks for the quick answer. I'm moving this to r-sig-mixed-models
(but also posting on r-help to notify).

I reserved Mixed-effects models in S and S-PLUS by Pinheiro and
Bates, New York : Springer, 2000. Do you know any other good
references?

Cheers, Mikkel.

2010/9/2 ONKELINX, Thierry thierry.onkel...@inbo.be:
 Dear Mikkel,

 You need to do some reading on terminology.

 In your model the fixed effects are channel 1, 2 and 3. samplenumber is
 a random effect and the error term is an error term

 The model you described has the notation below. You do not need to
 create the grouped data structure.

 lme(channel0 ~ pos + samplenumber + channel1 + channel2 + channel3,
   random = ~ 1 | samplenumber,
   correlation = corAR1(value = 0.5, form = ~ pos | samplenumber),
   data = channel.matrix)

 HTH,

 Thierry

 PS There is a dedicated mailing list for mixed models:
 R-sig-mixed-models

 
 
 ir. Thierry Onkelinx
 Instituut voor natuur- en bosonderzoek
 team Biometrie  Kwaliteitszorg
 Gaverstraat 4
 9500 Geraardsbergen
 Belgium

 Research Institute for Nature and Forest
 team Biometrics  Quality Assurance
 Gaverstraat 4
 9500 Geraardsbergen
 Belgium

 tel. + 32 54/436 185
 thierry.onkel...@inbo.be
 www.inbo.be

 To call in the statistician after the experiment is done may be no more
 than asking him to perform a post-mortem examination: he may be able to
 say what the experiment died of.
 ~ Sir Ronald Aylmer Fisher

 The plural of anecdote is not data.
 ~ Roger Brinner

 The combination of some data and an aching desire for an answer does not
 ensure that a reasonable answer can be extracted from a given body of
 data.
 ~ John Tukey


 -Oorspronkelijk bericht-
 Van: r-help-boun...@r-project.org
 [mailto:r-help-boun...@r-project.org] Namens Mikkel Meyer Andersen
 Verzonden: donderdag 2 september 2010 13:30
 Aan: r-help@r-project.org
 Onderwerp: [R] nlme formula from model specification

 Dear R-community,

 I'm analysing some noise using the nlme-package. I'm writing
 in order to get my usage of lme verified.

 In practise, a number of samples have been processed by a
 machine measuring the same signal at four different channels.
 I want to model the noise. I have taken the noise (the signal
 is from position 1 to 3500, and after that there is only noise).

 My data looks like this:
 channel.matrix:
       pos channel0 channel1 channel2 channel3 samplenumber
    1 3501        8        3       12        1            1
    2 3502        3        7        0       14            1
    3 3503        9        1       13        3            1
    4 3504        3        7        3       14            1
    5 3505        6        5        4        5            1
    6 3506        7        0       16        0            1
 ...
  495 3995        5        2        9        9            1
  496 3996        2        4        6       10            1
  497 3997        3        2        7        7            1
  498 3998        2        4        3        9            1
  499 3999        3        1        6       11            1
  500 4000        0        3        6        7            1
 2301 3501        1        4        3        9            2
 2302 3502        3        3        4       13            2
 2303 3503        4        1        8        5            2
 2304 3504        3        1       10        2            2
 2305 3505        2        3        5        8            2
 2306 3506        0        5        8        2            2
 ...

 The model is
 channel0 ~ alpha_i + eps_{i, j} + channel1 + channel2 +
 channel3 where i is sample number, j is position, and:
   alpha_i:                 fixed effect for each samplenumber
   eps_{i, j}:              random effect, here with correlation
 structure as AR(1)
   channel1, ..., channel3: fixed effect for each channel not
 depending on
                            samplenumber nor position

 (And then afterwards I would model channel1 ~ ... + channel2
 + channel3 etc.)

 I then use this function call:
 channel.matrix.grouped - groupedData(channel0 ~ pos | samplenumber,
   data = channel.matrix)

 fit - lme(channel0 ~ pos + samplenumber + channel1 +
 channel2 + channel3,
   random = ~ pos | samplenumber,
   correlation = corAR1(value = 0.5, form = ~ pos | samplenumber),
   data = channel.matrix.grouped)

 Is that the right way to express the model in (n)lme-notation?

 Cheers, Mikkel.

 __
 R-help@r-project.org mailing list
 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.


 Druk dit bericht a.u.b. niet onnodig af.
 Please do not print this message unnecessarily.

 Dit bericht en eventuele bijlagen geven enkel de visie van de schrijver weer
 en binden het INBO onder geen enkel beding, zolang