# lme

##### 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, contrasts = NULL, keep.data = TRUE)
## S3 method for class 'lme':
update(object, fixed., \dots, evaluate = TRUE)
```

##### 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

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.

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.

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

##### See Also

`corClasses`

,
`lme.lmList`

,
`lme.groupedData`

,
`lmeControl`

,
`lmeObject`

,
`lmeStruct`

,
`lmList`

,
`pdClasses`

,
`plot.lme`

,
`predict.lme`

,
`qqnorm.lme`

,
`residuals.lme`

,
`reStruct`

,
`simulate.lme`

,
`summary.lme`

,
`varClasses`

,
`varFunc`

##### Examples

```
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 3.1-86, License: GPL (>=2)*