pbkrtest (version 0.3-1)

vcovAdj: Ajusted covariance matrix for linear mixed models according to Kenward and Roger

Description

Kenward and Roger (1997) describbe an improved small sample approximation to the covariance matrix estimate of the fixed parameters in a linear mixed model.

Usage

vcovAdj(largeModel, details=0)

Arguments

largeModel

A lmer model

details

If larger than 0 some timing details are printed.

Value

• phiA
  the estimated covariance matrix, this has attributed P, a list of matrices used in KR_adjust and the estimated matrix W of the variances of the covariance parameters of the random effetcs

References

Kenward, M. G. and Roger, J. H. (1997), Small Sample Inference for Fixed Effects from Restricted Maximum Likelihood, Biometrics 53: 983-997.

See Also

lmer.

Examples

(fmLarge <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy))
## removing Day
(vcovAdj(fmLarge,detail=0))