From: Dirk Enzmann <dirk.enzmann_at_uni-hamburg.de>

Date: Tue 25 Jul 2006 - 06:04:57 EST

R version: 2.3.1 Patched (2006-06-21 r38367)

Dr. Dirk Enzmann

Institute of Criminal Sciences

Dept. of Criminology

Edmund-Siemers-Allee 1

D-20146 Hamburg

Germany

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Tue Jul 25 06:13:20 2006

Date: Tue 25 Jul 2006 - 06:04:57 EST

Using ranef() (package nlme, version 3.1-75) with an 'lme' object I can
obtain random effects for intercept and slope of a certain level (say:
1) - this corresponds to (say level 1) "residuals" in MLWin. Maybe I'm
mistaken here, but the results are identical.

However, if I try to get the standardized random effects adding the paramter "standard=T" to the specification of ranef(), the results differ considerably from the results of MLWin (although MLWin defines "standardized" in the same way as "divided by its estimated (diagnostic) standard error").

Why do the results differ although the estimates (random effects and thus their variances) are almost identical? I noticed that lme() does not compute the standard errors of the variances of the random effects - for several reasons, but if this is true, how does ranef() calculate the standardized random effects (the help says: '"standardized" (i.e. divided by the corresponding estimated standard error)').

Is there a way to obtain similar results as in MLWin (or: should I prefer the results of ranef() for certain reasons)?

Dirk

R version: 2.3.1 Patched (2006-06-21 r38367)

Dr. Dirk Enzmann

Institute of Criminal Sciences

Dept. of Criminology

Edmund-Siemers-Allee 1

D-20146 Hamburg

Germany

phone: +49-(0)40-42838.7498 (office)

+49-(0)40-42838.4591 (Billon)

fax: +49-(0)40-42838.2344

email: dirk.enzmann@uni-hamburg.de

www:

http://www2.jura.uni-hamburg.de/instkrim/kriminologie/Mitarbeiter/Enzmann/Enzmann.html

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Tue Jul 25 06:13:20 2006

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