Re: [R] unequal variance assumption for lme (mixed effect model)

From: Simon Blomberg <s.blomberg1_at_uq.edu.au>
Date: Thu, 28 Jun 2007 12:44:29 +1000

The default settings for lme do assume equal variances within groups. You can change that by using the various varClasses. see ?varClasses. A simple example would be to allow unequal variances across groups. So if your call to lme was:

lme(...,random=~1|group,...)

then to allow each group to have its own variance, use:

lme(...,random=~1|group, weights=varIdent(form=~1|group),...)

You really really should read Pinheiro & Bates (2000). It's all there.

HTH, Simon.

, On Wed, 2007-06-27 at 21:55 -0400, shirley zhang wrote:
> Dear Douglas and R-help,
>
> Does lme assume normal distribution AND equal variance among groups
> like anova() does? If it does, is there any method like unequal
> variance T-test (Welch T) in lme when each group has unequal variance
> in my data?
>
> Thanks,
> Shirley
>
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-- 
Simon Blomberg, BSc (Hons), PhD, MAppStat. 
Lecturer and Consultant Statistician 
Faculty of Biological and Chemical Sciences 
The University of Queensland 
St. Lucia Queensland 4072 
Australia

Room 320, Goddard Building (8)
T: +61 7 3365 2506 
email: S.Blomberg1_at_uq.edu.au 

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.

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Received on Thu 28 Jun 2007 - 03:04:19 GMT

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