lme

0th

Percentile

Linear Mixed-Effects Models

This generic function fits a linear mixed-effects model in the formulation described in Laird and Ware (1982) but allowing for nested random effects. The within-group errors are allowed to be correlated and/or have unequal variances.

Keywords
models
Usage
lme(fixed, data, random, correlation, weights, subset, method,
    na.action, control)
Arguments
fixed
a two-sided linear formula object describing the fixed-effects part of the model, with the response on the left of a ~ operator and the terms, separated by + operators, on the right, an lmList object, or
data
an optional data frame containing the variables named in fixed, random, correlation, weights, and subset. By default the variables are taken from the environment from which l
random
optionally, any of the following: (i) a one-sided formula of the form ~x1+...+xn | g1/.../gm, with x1+...+xn specifying the model for the random effects and g1/.../gm the grouping structure (m m
correlation
an optional corStruct object describing the within-group correlation structure. See the documentation of corClasses for a description of the available corStruct classes. Defaults to NULL, cor
weights
an optional varFunc object or one-sided formula describing the within-group heteroscedasticity structure. If given as a formula, it is used as the argument to varFixed, corresponding to fixed variance weights. See the do
subset
an optional expression indicating the subset of the rows of data that should be used in the fit. This can be a logical vector, or a numeric vector indicating which observation numbers are to be included, or a character vector of th
method
a character string. If "REML" the model is fit by maximizing the restricted log-likelihood. If "ML" the log-likelihood is maximized. Defaults to "REML".
na.action
a function that indicates what should happen when the data contain NAs. The default action (na.fail) causes lme to print an error message and terminate if there are any incomplete observations.
control
a list of control values for the estimation algorithm to replace the default values returned by the function lmeControl. Defaults to an empty list.
Value

  • an object of class lme representing the linear mixed-effects model fit. Generic functions such as print, plot and summary have methods to show the results of the fit. See lmeObject for the components of the fit. The functions resid, coef, fitted, fixed.effects, and random.effects can be used to extract some of its components.

References

The computational methods are described in Bates, D.M. and Pinheiro (1998) and follow on the general framework of Lindstrom, M.J. and Bates, D.M. (1988). The model formulation is described in Laird, N.M. and Ware, J.H. (1982). The variance-covariance parametrizations are described in correlation argument are described in Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994), Littel, R.C., Milliken, G.A., Stroup, W.W., and Wolfinger, R.D. (1996), and Venables, W.N. and Ripley, B.D. (1997). The use of variance functions for linear and nonlinear mixed effects models is presented in detail in Davidian, M. and Giltinan, D.M. (1995).

Bates, D.M. and Pinheiro, J.C. (1998) "Computational methods for multilevel models" available in PostScript or PDF formats at http://franz.stat.wisc.edu/pub/NLME/ Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series Analysis: Forecasting and Control", 3rd Edition, Holden-Day.

Davidian, M. and Giltinan, D.M. (1995) "Nonlinear Mixed Effects Models for Repeated Measurement Data", Chapman and Hall.

Laird, N.M. and Ware, J.H. (1982) "Random-Effects Models for Longitudinal Data", Biometrics, 38, 963-974.

Lindstrom, M.J. and Bates, D.M. (1988) "Newton-Raphson and EM Algorithms for Linear Mixed-Effects Models for Repeated-Measures Data", Journal of the American Statistical Association, 83, 1014-1022.

Littel, R.C., Milliken, G.A., Stroup, W.W., and Wolfinger, R.D. (1996) "SAS Systems for Mixed Models", SAS Institute.

Pinheiro, J.C. and Bates., D.M. (1996) "Unconstrained Parametrizations for Variance-Covariance Matrices", Statistics and Computing, 6, 289-296.

Venables, W.N. and Ripley, B.D. (1997) "Modern Applied Statistics with S-plus", 2nd Edition, Springer-Verlag.

See Also

lmeControl, lme.lmList, lme.groupedData, lmeObject, lmList, reStruct, reStruct, varFunc, pdClasses, corClasses, varClasses

Aliases
  • lme
  • lme.formula
Examples
library(nlme) data(Orthodont) fm1 <- lme(distance ~ age, data = Orthodont) # random is ~ age fm2 <- lme(distance ~ age + Sex, data = Orthodont, random = ~ 1) summary(fm1) summary(fm2)
Documentation reproduced from package nlme, version 3.1-1, License: GPL version 2 or later

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