nlme (version 3.1-68.1)

nlme: Nonlinear Mixed-Effects Models

Description

This generic function fits a nonlinear mixed-effects model in the formulation described in Lindstrom and Bates (1990) but allowing for nested random effects. The within-group errors are allowed to be correlated and/or have unequal variances.

Usage

nlme(model, data, fixed, random, groups, start, correlation, weights,
     subset, method, na.action, naPattern, control, verbose)

Arguments

model

a nonlinear model formula, with the response on the left of a ~ operator and an expression involving parameters and covariates on the right, or an nlsList object. If data is given, all names used in the

data

an optional data frame containing the variables named in model, fixed, random, correlation, weights, subset, and naPattern. By default the variables are t

fixed

a two-sided linear formula of the form f1+...+fn~x1+...+xm, or a list of two-sided formulas of the form f1~x1+...+xm, with possibly different models for different parameters. The f1,...,fn are the names of p

random

optionally, any of the following: (i) a two-sided formula of the form r1+...+rn~x1+...+xm | g1/.../gQ, with r1,...,rn naming parameters included on the right hand side of model, x1+...+xm specif

groups

an optional one-sided formula of the form ~g1 (single level of nesting) or ~g1/.../gQ (multiple levels of nesting), specifying the partitions of the data over which the random effects vary. g1,...,gQ must ev

start

an optional numeric vector, or list of initial estimates for the fixed effects and random effects. If declared as a numeric vector, it is converted internally to a list with a single component fixed, given by the vector. The fi

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, corres

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 "ML".

na.action

a function that indicates what should happen when the data contain NAs. The default action (na.fail) causes nlme to print an error message and terminate if there are any incomplete observations.

naPattern

an expression or formula object, specifying which returned values are to be regarded as missing.

control

a list of control values for the estimation algorithm to replace the default values returned by the function nlmeControl. Defaults to an empty list.

verbose

an optional logical value. If TRUE information on the evolution of the iterative algorithm is printed. Default is FALSE.

Value

• an object of class nlme representing the nonlinear mixed-effects model fit. Generic functions such as print, plot and summary have methods to show the results of the fit. See nlmeObject 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 model formulation and computational methods are described in Lindstrom, M.J. and Bates, D.M. (1990). The variance-covariance parametrizations are described in Pinheiro, J.C. and Bates., D.M. (1996). The different correlation structures available for the 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).

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.

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

Lindstrom, M.J. and Bates, D.M. (1990) "Nonlinear Mixed Effects Models for Repeated Measures Data", Biometrics, 46, 673-687.

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

nlmeControl, nlme.nlsList, nlmeObject, nlsList, reStruct, varFunc, pdClasses, corClasses, varClasses

Examples

fm1 <- nlme(height ~ SSasymp(age, Asym, R0, lrc),
            data = Loblolly,
            fixed = Asym + R0 + lrc ~ 1,
            random = Asym ~ 1,
            start = c(Asym = 103, R0 = -8.5, lrc = -3.3))
summary(fm1)
fm2 <- update(fm1, random = pdDiag(Asym + lrc ~ 1))
summary(fm2)