Peng wrote:
Hi, lme() users,

Can some one tell me how to do this.
I model Orthodont with the same G for random
variables, but different R{i}'s for boys and girls, so
that I can get sigma1_square_hat for boys and
sigma2_square_hat for girls.

The model is Y{i}=X{i}beta + Z{i}b + e{i}
b ~ iid N(0,G) and e{i} ~ iid N(0,R{i}) i=1,2
orth.lme <- lme(distance ~ Sex * age, data=Orthodont,
random=~age|Subject, weights=varIdent(form=~1|Sex),
method="ML")

I can see the numbers I need from summary(), but how
can I extract them? I tried several functions in nlme,
but I cannot find a correct one.

Peng


Peng,


Is this what you need?

R> data(Orthodont)
R> orth.lme <- lme(distance ~ Sex * age,
+                  data=Orthodont,
+                  random=~age|Subject,
+                  weights=varIdent(form=~1|Sex),
+                  method="ML")
R> orth.lme$modelStruct$varStruct
Variance function structure of class varIdent representing
     Male    Female
1.0000000 0.4112708
R> rcov.unscaled <- as.matrix(orth.lme$modelStruct$reStruct[[1]])
R> rcov.scaled <- rcov.unscaled * orth.lme$sigma^2
R> Stdev <- sqrt(diag(rcov.scaled))
R> Stdev
(Intercept)         age
  1.7914848   0.1408001
R>

If there's nesting, look for more elements in $reStruct.

Regards,
Sundar

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