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

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Tue 21 Jun 2005 - 02:07:43 EST

          Have you considered "simulate.lme"?

          Also, have you read Pinheiro and Bates (2000) Mixed-Effects Models in S and S-Plus (Springer). It is excellent.

          spencer graves

Søren Højsgaard wrote:

> Thanks. I wonder if there is a general way of extracting var(u) and var(e), which would be needed to simulate u and e. Clearly, one can get the estimated parameters, but is there a clever way of 'setting up' the matrices??
> Best
> Søren
>
> 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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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Jun 21 02:20:42 2005

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