[R] setting value arg of pdSymm() in nlme

From: William Valdar <valdar_at_well.ox.ac.uk>
Date: Tue 17 May 2005 - 21:40:37 EST


Dear All,

I wish to model random effects that have known between-group covariance structure using the lme() function from library nlme. However, I have yet to get even a simple example to work. No doubt this is because I am confusing my syntax, but I would appreciate any guidance as to how. I have studied Pinheiro & Bates carefully (though it's always possible I've missed something), the few posts mentioning pdSymm (some of which suggest lme is suboptimal here anyway) and ?pdSymm (which has only a trivial example, see later) but have not yet found a successful example of syntax for this particular problem.

I am using the pdSymm class to specify a positive definite matrix corresponding to the covariance structure of a random batch effect, and passing this to lme() through the random= argument. To do this, I must set the value= argument of pdSymm.

Consider the following simple and self-contained example:

library(nlme)

# make response and batch data

batch.names <- c("A", "B", "C")
data.df <- data.frame(

         response = rnorm(100),
         batch = factor(sample(batch.names, 100, replace=T))
         )

# make covariance matrix for batch

batch.mat <- matrix(c(1,.5,.2, .5, 1, .3, .2, .3, 1), ncol=3) colnames(batch.mat) <- batch.names
rownames(batch.mat) <- batch.names

# fit batch as a simple random intercept
lme(response ~ 1, data=data.df, random=~1|batch)

# ...works fine

# do the same using pdSymm notation

lme(response ~ 1, data=data.df,

         random=list( batch=pdSymm(form=~1) )
         )

# ...works fine also

# specify cov structure using value arg
lme(response ~ 1, data=data.df,

         random=list( batch=pdSymm(
                 value=batch.mat,
                 form=~1,
                 nam=batch.names)
                 )
         )

# throws error below

---snip---
Error in "Names<-.pdMat"(`*tmp*`, value = "(Intercept)") :

         Length of names should be 3

> traceback()

7: stop(paste("Length of names should be", length(dn)))
6: "Names<-.pdMat"(`*tmp*`, value = "(Intercept)")
5: "Names<-"(`*tmp*`, value = "(Intercept)")
4: "Names<-.reStruct"(`*tmp*`, value = list(batch = "(Intercept)"))
3: "Names<-"(`*tmp*`, value = list(batch = "(Intercept)"))
2: lme.formula(response ~ 1, data = data.df, random = list(batch = 
pdSymm(value = batch.mat,
        form = ~1, nam = batch.names)))

1: lme(response ~ 1, data = data.df, random = list(batch = pdSymm(value = batch.mat,

        form = ~1, nam = batch.names)))
---snip---

The length of batch.names is 3, so I find this error enigmatic. Note that I had to specify all three of value, form and nam otherwise I got missing args errors. Also note that doing

  pdSymm(value=batch.mat, form=~1, nam=batch.names)

on the command line, like the similar invocation described on ?pdSymm, works fine also. It's just lme() that doesn't like it.

Can anybody show me what I should be doing instead? Some successful code will greatly clarify the issue. (My version details are below). Also, I notice the pdMat scheme is absent from lme() in lme4. Is this functionality deprecated in lme4 and excluded from lmer?

Many thanks,

William

Version details: running R 2.1.0 on windows XP, using nlme 3.1-57.

=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=

Dr William Valdar               ++44 (0)1865 287 717
Wellcome Trust Centre           valdar@well.ox.ac.uk
for Human Genetics, Oxford      www.well.ox.ac.uk/~valdar

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