Spencer Graves a écrit : > As far as I know, the best available is lme in library(nlme). For > more information, see the the following: > > Pinheiro and Bates (2000) Mixed-Effects Models in S and S-Plus > (Springer) > > Consider the following example: > > > set.seed(2) > > lot <- rep(LETTERS[1:3], each=9) > > lot.e <- rep(rnorm(3), each=9) > > wf <- paste(lot, rep(1:9, each=3)) > > wf.e <- rep(rnorm(9), each=3) > > DF <- data.frame(lot=lot, wafer=wf, > + Vt=lot.e+wf.e+rnorm(27)) > > (fit <- lme(Vt~1, random=~1|lot/wafer, DF)) > Linear mixed-effects model fit by REML > Data: DF > Log-restricted-likelihood: -48.44022 > Fixed: Vt ~ 1 > (Intercept) > 0.6083933 > > Random effects: > Formula: ~1 | lot > (Intercept) > StdDev: 1.230572 > > Formula: ~1 | wafer %in% lot > (Intercept) Residual > StdDev: 0.9801403 1.161218 > > Number of Observations: 27 > Number of Groups: > lot wafer %in% lot > 3 9 > > (CI.fit <- intervals(fit)) > Approximate 95% confidence intervals > > Fixed effects: > lower est. upper > (Intercept) -1.100281 0.6083933 2.317068 > attr(,"label") > [1] "Fixed effects:" > > Random Effects: > Level: lot > lower est. upper > sd((Intercept)) 0.3368174 1.230572 4.495931 > Level: wafer > lower est. upper > sd((Intercept)) 0.426171 0.9801403 2.254201 > > Within-group standard error: > lower est. upper > 0.8378296 1.1612179 1.6094289 > > str(CI.fit) > List of 3 > $ fixed : num [1, 1:3] -1.100 0.608 2.317 > ..- attr(*, "dimnames")=List of 2 > .. ..$ : chr "(Intercept)" > .. ..$ : chr [1:3] "lower" "est." "upper" > ..- attr(*, "label")= chr "Fixed effects:" > $ reStruct:List of 2 > ..$ lot :`data.frame': 1 obs. of 3 variables: > .. ..$ lower: num 0.337 > .. ..$ est. : num 1.23 > .. ..$ upper: num 4.5 > ..$ wafer:`data.frame': 1 obs. of 3 variables: > .. ..$ lower: num 0.426 > .. ..$ est. : num 0.98 > .. ..$ upper: num 2.25 > ..- attr(*, "label")= chr "Random Effects:" > $ sigma : atomic [1:3] 0.838 1.161 1.609 > ..- attr(*, "label")= chr "Within-group standard error:" > - attr(*, "level")= num 0.95 > - attr(*, "class")= chr "intervals.lme" > > diff(log(CI.fit$sigma)) > est. upper > 0.32641 0.32641 > > The last line combined with help for intervals.lme shows that the > confidence interval for sigma (and doubtless also for lot and wafer > variance components is based on a normal approximation for the > distribution of log(sigma). > > The state of the art is reflected in "lmer" in library(lme4), > described in the following: > > Doug Bates (2005) "Fitting linear mixed models in R" in R News 5/1 > available from "www.r-project.org" -> Newsletter > > However, an "intervals" function is not yet available for "lmer" > objects.
The issue of variance components in lme4 was recently by D. Bates: http://tolstoy.newcastle.edu.au/R/help/05/06/7291.html Also, a colleague wrote (in French) a nice report - with data and R code on how to compute variance components, their bias and distribution with lme (normal approximation , Monte Carlo simulation and delta method). Let me know if you want it. Best, Renaud > > spencer graves > > John Sorkin wrote: > > >>Could someone identify a function that I might use to perform a >>components of variance analysis? In addition to the variance >>attributable to each factor, I would also like to obtain the SE of the >>variances. >>Thank you, >>John >> >>John Sorkin M.D., Ph.D. >>Chief, Biostatistics and Informatics >>Baltimore VA Medical Center GRECC and >>University of Maryland School of Medicine Claude Pepper OAIC >> >>University of Maryland School of Medicine >>Division of Gerontology >>Baltimore VA Medical Center >>10 North Greene Street >>GRECC (BT/18/GR) >>Baltimore, MD 21201-1524 >> >>410-605-7119 >>--- NOTE NEW EMAIL ADDRESS: >>[EMAIL PROTECTED] >> >> [[alternative HTML version deleted]] >> >>______________________________________________ >>[email protected] mailing list >>https://stat.ethz.ch/mailman/listinfo/r-help >>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > > -- Dr Renaud Lancelot, vétérinaire Projet FSP régional épidémiologie vétérinaire C/0 Ambassade de France - SCAC BP 834 Antananarivo 101 - Madagascar e-mail: [EMAIL PROTECTED] tel.: +261 32 40 165 53 (cell) +261 20 22 665 36 ext. 225 (work) +261 20 22 494 37 (home) ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
