[R] Fwd: How to sample from a linear mixed model

From: Douglas Bates <dmbates_at_gmail.com>
Date: Mon 20 Jun 2005 - 10:56:17 EST

I forgot to cc: R-help on this reply.

On 6/19/05, Søren Højsgaard <Soren.Hojsgaard@agrsci.dk> wrote:
> I would like to draw a sample from a linear mixed model y=Xb+Zu+e which has been fitted with lme(), i.e. a model y ~ N(Xb, C), where C=Z cov(u) Z' + cov(e).
> I've tried to figure out how to extract C from an lme object, because that would solve my problem when also using the predict() function, but without any luck.
> Can anyone help on that?

C is not stored in an lme object. In fact it is never created. (Consider the dimensions of this matrix. It could be huge.)

The easiest way to simulate data from a linear mixed model is to simulate u and e then form Xb+Zu+e



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