lmeInfo (version 0.3.2)

varcomp_vcov: Estimated sampling variance-covariance of variance component parameters.

Description

Estimate the sampling variance-covariance of variance component parameters from a fitted linear mixed effects model (lmeStruct object) or generalized least squares model (glsStruct object) using the inverse Fisher information.

Usage

varcomp_vcov(mod, type = "expected", separate_variances = FALSE)

Value

Sampling variance-covariance matrix corresponding to variance component parameters of mod.

Arguments

mod

Fitted model of class lmeStruct or glsStruct.

type

Type of information matrix. One of "expected" (the default), "observed", or "average".

separate_variances

Logical indicating whether to return the Fisher information matrix for separate level-1 variance components if using varIdent function to allow for different variances per stratum. Default is FALSE.

Examples

library(nlme)
data(Bryant2016)
Bryant2016_RML <- lme(fixed = outcome ~ treatment,
                      random = ~ 1 | school/case,
                      correlation = corAR1(0, ~ session | school/case),
                      data = Bryant2016)
varcomp_vcov(Bryant2016_RML, type = "expected")

Bryant2016_RML2 <- lme(fixed = outcome ~ treatment,
                      random = ~ 1 | school/case,
                      correlation = corAR1(0, ~ session | school/case),
                      weights = varIdent(form = ~ 1 | treatment),
                      data = Bryant2016)
varcomp_vcov(Bryant2016_RML2, separate_variances = TRUE)