Re: [R] lme: extract variance estimate

From: Douglas Bates <bates_at_stat.wisc.edu>
Date: Fri 09 Jul 2004 - 11:18:13 EST

I'm actually replying to Stephen's message but I had already deleted it before I read Spencer's message. (I'm on a slow connection and I am simultaneously downloading a big file so I am trying to optimize bandwidth, sometimes with unfortunate results.)

In the previous message the author showed the slots u@scale (a numeric scalar), u@reSumry (a list of corrmatrix objects), and u@useScale (logical). The quantity that you are looking for is calculated as

  unlist(lapply(u@reSumry, function(x, scal) scal*x@stdDev,

          scal = ifelse(u@useScale, u@scale, 1.)))

plus-or-minus a parenthesis or two.

The reSumry contains the relative variance-covariance matrices in the form of correlations and standard deviations. Some models, such as lme models, use a scale parameter. Others, such as binomial generalized linear mixed models, do not. That is why the estimate of the scale parameter is stored separately along with a flag indicating whether scaling should be used.



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https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Jul 09 11:36:55 2004

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