[R] Variance and Covariance Matrix D and R in nlme or lme4 part II [Please]

on why the two functions are giving incompatible results? thank you in advance for your help --- Douglas Bates [EMAIL PROTECTED] escreveu: Alexandre Galvão Patriota wrote: The model is Y = XB + Zg + e where g~N(0, D) e~N(0, R) How to extract the VAR(g)= D, VAR(e)=R and V

[R] Variance and Covariance Matrix D and R in nlme or lme4.

Hi, How extract the Variance and Covariance Matrices D of random effects and R of error in the lme object? Thanks in advance. Alexandre Galvão __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the

[R] Variance and Covariance Matrix D and R in nlme or lme4 part II

The model is Y = XB + Zg + e where g~N(0, D) e~N(0, R) How to extract the VAR(g)= D, VAR(e)=R and V=ZDZ'+R? thanks __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide!

Re: [R] after lm-fit: equality of two regression coefficients

Dear Christoph, You can use the package gregmisc require(gregmisc) C-c(0,1,-1) glh.test(my.lm,C) I hope that helps Alexandre Galvão Hi Let's assume, we have a multiple linear regression, such as the one using the Scottish hills data (MASS, data(hills)): one dependent variable: time

[R] degrees of freedom (lme4 and nlme)

incompatible results? thank you in advance for your help Alexandre Galvão Patriota. ___ Yahoo! Acesso Grátis - navegue de graça com conexão de qualidade! __ [EMAIL