Right, but you still can sandwich them if you want.
(I recently did that in Proc MIXED, but Michael, I'm not sure how to do it using lme).
best, -tony
The sandwich estimator can help if the model is misspecified but at a cost of worse precision in estimating variances.
Frank
On Fri, 14 Jan 2005 11:16:10 -0800, Berton Gunter <[EMAIL PROTECTED]> wrote:
??? correlated within group errors are explicitly modeled by corStruct classes. See ?lme and Chapter 5.3 in Bates and Pinheiro.
-- Bert Gunter Genentech Non-Clinical Statistics South San Francisco, CA
"The business of the statistician is to catalyze the scientific learning process." - George E. P. Box
-----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Na Li Sent: Friday, January 14, 2005 8:42 AM To: r-help@stat.math.ethz.ch Subject: [R] empirical (sandwich) SE estimate in lme ()?
Is it possible to get the empirical (sandwich) S.E. estimates for the fixed effects in lme () (thus allowing possibly correlated errors within the group)? In SAS you can get it by the 'empirical' option to PROC MIXED.
Cheers,
Michael
-- Na (Michael) Li, Ph.D. Division of Biostatistics A443 Mayo Building, MMC 303 School of Public Health 420 Delaware St SE University of Minnesota Minneapolis, MN 55455 Phone: (612) 626-4765 Email: [EMAIL PROTECTED]
Fax: (612) 626-0660 http://www.biostat.umn.edu/~nali
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