[R] Extracting Variance components

From: Murray Jorgensen <maj_at_waikato.ac.nz>
Date: Mon 05 Jun 2006 - 14:29:48 EST


I can ask my question using and example from Chapter 1 of Pinheiro & Bates.

> # 1.4 An Analysis of Covariance Model
>
> OrthoFem <- Orthodont[ Orthodont$Sex == "Female", ]
> fm1OrthF <-
+ lme( distance ~ age, data = OrthoFem, random = ~ 1 | Subject )
> summary( fm1OrthF )

Linear mixed-effects model fit by REML
  Data: OrthoFem

        AIC BIC logLik
   149.2183 156.169 -70.60916

Random effects:
  Formula: ~1 | Subject

         (Intercept)  Residual
StdDev:     2.06847 0.7800331

[...etc...]

I can extract the estimate of the variance component \sigma (0.7800331) via

sigma <- fm1OrthF$sigma

How do I extract the other component \sigma_b (2.06847) ?

Cheers, Murray Jorgensen

-- 
Dr Murray Jorgensen      http://www.stats.waikato.ac.nz/Staff/maj.html
Department of Statistics, University of Waikato, Hamilton, New Zealand
Email: maj@waikato.ac.nz                                Fax 7 838 4155
Phone  +64 7 838 4773 wk    Home +64 7 825 0441    Mobile 021 1395 862

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Received on Mon Jun 05 14:39:24 2006

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