Hi Guiseppe, On Wed, Nov 29, 2006 at 01:26:37AM +0000, giuseppe scasserra wrote: > hi, my name is giuseppe and i am an engineer, i am using R for regressions > analysis using mixed random effects model, funztion "nlme". > quastions are: > 1) when i ask for the summary after a regression using nlme function the > program gives me the values of the coefficients and also the standard > deviation of the random effect but if i ask for the function > sd(random.effects(model)) the value is different, why?
My understanding is that (and I welcome comments), the summary function reports the maximum likelihood (or residual maxiumum likelihood) estimate of the standard deviation of the random effect. The value computed by sd(random.effects(model)) is the method of moments estimate of the standard deviation of the random effect. These can easily be different. They are not constrained to be the same. > 2) which is the real meanings of the function "residuals" in the nlme > function ? (analitically) I am not sure what you mena by the analytical meaning, so I will not comment. > 3) have you got any suggestion about books or papers about nlme function in > R ? Absolutely - Pinheiro and Bates 2002 is essential reading. Following is a link to the book information on Amazon http://www.amazon.com/Mixed-Effects-Models-S-S-Plus/dp/0387989579/sr=1-1/qid=1164764746/ref=pd_bbs_sr_1/103-6675834-9672605?ie=UTF8&s=books Cheers Andrew -- Andrew Robinson Department of Mathematics and Statistics Tel: +61-3-8344-9763 University of Melbourne, VIC 3010 Australia Fax: +61-3-8344-4599 http://www.ms.unimelb.edu.au/~andrewpr http://blogs.mbs.edu/fishing-in-the-bay/ ______________________________________________ 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.
