I can ask my question using and example from Chapter 1 of Pinheiro Bates.
# 1.4 An Analysis of Covariance Model
OrthoFem - Orthodont[ Orthodont$Sex == Female, ]
fm1OrthF -
+ lme( distance ~ age, data = OrthoFem, random = ~ 1 | Subject )
summary( fm1OrthF )
Linear mixed-effects model
Murray,
you'll find it in
VarCorr(fm1OrthF)
Cheers
Andrew
On Mon, Jun 05, 2006 at 04:29:48PM +1200, Murray Jorgensen wrote:
I can ask my question using and example from Chapter 1 of Pinheiro Bates.
# 1.4 An Analysis of Covariance Model
OrthoFem - Orthodont[ Orthodont$Sex ==
On 2/21/06, Christoph Buser [EMAIL PROTECTED] wrote:
Hi Rick
There may be a better way, but the following should work:
attributes(vc.fit)$sc
That works but a more direct way would be
attr(vc.fit, sc)
By the way, that value is the estimated standard deviation not the
estimated variance.
Hi Rick
There may be a better way, but the following should work:
attributes(vc.fit)$sc
Regards,
Christoph Buser
--
Christoph Buser [EMAIL PROTECTED]
Seminar fuer Statistik, LEO C13
ETH (Federal Inst. Technology) 8092 Zurich
Consider the output for the inroductory Rail example in Mixed Effects
Models in S and S-PLUS by Pinheiro and Bates:
summary(fm1Rail.lme)
Linear mixed-effects model fit by REML
Data: Rail
AIC BIC logLik
128.177 130.6766 -61.0885
Random effects:
Formula: ~1 | Rail
It seems that what I need to get the within group component is
as.numeric(VarCorr(fm1Rail.lme)[2,2])
thanks to Bert Gunter and Peter Alspach.
Murray Jorgensen
--
Dr Murray Jorgensen http://www.stats.waikato.ac.nz/Staff/maj.html
Department of Statistics, University of Waikato, Hamilton,
v - VarCorr(fm1Rail.lme)
str(v) # get an idea of how v is structured. This suggests:
as.numeric(v[1, 2])
[1] 24.80547
There may be easier and better ways
HTH,
Simon.
At 11:02 AM 3/11/2005, you wrote:
Consider the output for the inroductory Rail example in Mixed Effects
Models in S and
Woops! I should have written:
as.numeric(VarCorr(fm1Rail.lme)[1,2])
for the within component.
--
Dr Murray Jorgensen http://www.stats.waikato.ac.nz/Staff/maj.html
Department of Statistics, University of Waikato, Hamilton, New Zealand
Email: [EMAIL PROTECTED]
Mike,
use ---
VarCorr(lme.object)
or for a user friendly output use varcomp from the 'ape' package--
require(ape)
varcomp(lme.object)
varcomp also allows scaling of components to unity (*100 gives %)
and also allows for cumulative sum of components.
Note. varcomp doesn't work for lmer
Dear List,
Is there a way to extract variance components from lmeObjects or
summary.lme objects without using intervals()? For my purposes I don't
need the confidence intervals which I'm obtaining using parametric
bootstrap.
Thanks,
Mike
[[alternative HTML version deleted]]
?VarCorr
At 12:02 PM 27/10/2005, you wrote:
Dear List,
Is there a way to extract variance components from lmeObjects or
summary.lme objects without using intervals()? For my purposes I don't
need the confidence intervals which I'm obtaining using parametric
bootstrap.
Thanks,
Mike
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