getME: Extract or Get Generalized Components from a Fitted Mixed Effects Model

Description

Extract (or “get”) “components” -- in a generalized sense -- from a fitted mixed-effects model, i.e., (in this version of the package) from an object of class "merMod".

Usage

getME(object, name, ...)
# S3 method for merMod
getME(object,
      name = c("X", "Z", "Zt", "Ztlist", "mmList", "y", "mu", "u", "b",
               "Gp", "Tp", "L", "Lambda", "Lambdat", "Lind", "Tlist",
               "A", "RX", "RZX", "sigma", "flist",
               "fixef", "beta", "theta", "ST", "REML", "is_REML",
               "n_rtrms", "n_rfacs", "N", "n", "p", "q",
               "p_i", "l_i", "q_i", "k", "m_i", "m",
               "cnms", "devcomp", "offset", "lower", "devfun", "glmer.nb.theta"),
      ...)

Value

Unspecified, as very much depending on the name.

Arguments

object

a fitted mixed-effects model of class "merMod", i.e., typically the result of lmer(), glmer() or nlmer().

name

a character vector specifying the name(s) of the “component”. If length(name) > 1 or if name = "ALL", a named list of components will be returned. Possible values are:

"X":: fixed-effects model matrix

"Z":

random-effects model matrix

"Zt":

transpose of random-effects model matrix. Note that the structure of Zt has changed since lme4.0; to get a backward-compatible structure, use do.call(Matrix::rBind,getME(.,"Ztlist"))

"Ztlist":

list of components of the transpose of the random-effects model matrix, separated by individual variance component

"mmList":

list of raw model matrices associated with random effects terms

"y":

response vector

"mu":

conditional mean of the response

"u":

conditional mode of the “spherical” random effects variable

"b":

conditional mode of the random effects variable

"Gp":

groups pointer vector. A pointer to the beginning of each group of random effects corresponding to the random-effects terms, beginning with 0 and including a final element giving the total number of random effects

"Tp":

theta pointer vector. A pointer to the beginning of the theta sub-vectors corresponding to the random-effects terms, beginning with 0 and including a final element giving the number of thetas.

"L":

sparse Cholesky factor of the penalized random-effects model.

"Lambda":

relative covariance factor \(\Lambda\) of the random effects.

"Lambdat":

transpose \(\Lambda'\) of \(\Lambda\) above.

"Lind":

index vector for inserting elements of \(\theta\) into the nonzeros of \(\Lambda\).

"Tlist":

vector of template matrices from which the blocks of \(\Lambda\) are generated.

"A":

Scaled sparse model matrix (class "dgCMatrix") for the unit, orthogonal random effects, \(U\), equal to getME(.,"Zt") %*% getME(.,"Lambdat")

"RX":

Cholesky factor for the fixed-effects parameters

"RZX":

cross-term in the full Cholesky factor

"sigma":

residual standard error; note that sigma(object) is preferred.

"flist":

a list of the grouping variables (factors) involved in the random effect terms

"fixef":

fixed-effects parameter estimates

"beta":

fixed-effects parameter estimates (identical to the result of fixef, but without names)

"theta":

random-effects parameter estimates: these are parameterized as the relative Cholesky factors of each random effect term

"ST":

A list of S and T factors in the TSST' Cholesky factorization of the relative variance matrices of the random effects associated with each random-effects term. The unit lower triangular matrix, \(T\), and the diagonal matrix, \(S\), for each term are stored as a single matrix with diagonal elements from \(S\) and off-diagonal elements from \(T\).

"n_rtrms":

number of random-effects terms

"n_rfacs":

number of distinct random-effects grouping factors

"N":

number of rows of X

"n":

length of the response vector, y

"p":

number of columns of the fixed effects model matrix, X

"q":

number of columns of the random effects model matrix, Z

"p_i":

numbers of columns of the raw model matrices, mmList

"l_i":

numbers of levels of the grouping factors

"q_i":

numbers of columns of the term-wise model matrices, ZtList

"k":

number of random effects terms

"m_i":

numbers of covariance parameters in each term

"m":

total number of covariance parameters, i.e., the same as dims@nth below.

"cnms":

the “component names”, a list.

"REML":

0 indicates the model was fitted by maximum likelihood, any other positive integer indicates fitting by restricted maximum likelihood

"is_REML":

same as the result of isREML(.)

"devcomp":

a list consisting of a named numeric vector, cmp, and a named integer vector, dims, describing the fitted model. The elements of cmp are:

ldL2: twice the log determinant of L

ldRX2

twice the log determinant of RX

wrss

weighted residual sum of squares

ussq

squared length of u

pwrss

penalized weighted residual sum of squares, “wrss + ussq”

drsum

sum of residual deviance (GLMMs only)

REML

REML criterion at optimum (LMMs fit by REML only)

dev

deviance criterion at optimum (models fit by ML only)

sigmaML

ML estimate of residual standard deviation

sigmaREML

REML estimate of residual standard deviation

tolPwrss

tolerance for declaring convergence in the penalized iteratively weighted residual sum-of-squares (GLMMs only)

The elements of dims are:

N: number of rows of X
n: length of y
p: number of columns of X
nmp: n-p
nth: length of theta
q: number of columns of Z
nAGQ: see glmer
compDev: see glmerControl
useSc: TRUE if model has a scale parameter
reTrms: number of random effects terms
REML: 0 indicates the model was fitted by maximum likelihood, any other positive integer indicates fitting by restricted maximum likelihood
GLMM: TRUE if a GLMM
NLMM: TRUE if an NLMM

"offset":

model offset

"lower":

lower bounds on random-effects model parameters (i.e, "theta" parameters). In order to constrain random effects covariance matrices to be semi-positive-definite, this vector is equal to 0 for elements of the theta vector corresponding to diagonal elements of the Cholesky factor, -Inf otherwise. (getME(.,"lower")==0 can be used as a test to identify diagonal elements, as in isSingular.)

"devfun":

deviance function (so far only available for LMMs)

"glmer.nb.theta":

negative binomial \(\theta\) parameter, only for glmer.nb.

%% -- keep at the very end:

"ALL":

get all of the above as a list.

...

currently unused in lme4, potentially further arguments in methods.

Details

The goal is to provide “everything a user may want” from a fitted "merMod" object as far as it is not available by methods, such as fixef, ranef, vcov, etc.

Examples

Run this code

## shows many methods you should consider *before* using getME():
methods(class = "merMod")

(fm1 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy))
Z <- getME(fm1, "Z")
stopifnot(is(Z, "CsparseMatrix"),
          c(180,36) == dim(Z),
	  all.equal(fixef(fm1), b1 <- getME(fm1, "beta"),
		    check.attributes=FALSE, tolerance = 0))

## A way to get *all* getME()s :
## internal consistency check ensuring that all work:
parts <- getME(fm1, "ALL")
str(parts, max=2)
stopifnot(identical(Z,  parts $ Z),
          identical(b1, parts $ beta))