This function is a constructor for the varIdent
class,
representing a constant variance function structure. If no grouping
factor is present in form
, the variance function is constant
and equal to one, and no coefficients required to represent it. When
form
includes a grouping factor with \(M > 1\) levels, the
variance function allows M different variances, one for each level of
the factor. For identifiability reasons, the coefficients of the
variance function represent the ratios between the variances and a
reference variance (corresponding to a reference group
level). Therefore, only \(M-1\) coefficients are needed to represent
the variance function. By default, if the elements in value
are
unnamed, the first group level is taken as the reference level.
varIdent(value, form, fixed)
a varIdent
object representing a constant variance function
structure, also inheriting from class varFunc
.
an optional numeric vector, or list of numeric values,
with the variance function coefficients. If no grouping factor is
present in form
, this argument is ignored, as the resulting
variance function contains no coefficients. If value
has
length one, its value is repeated for all coefficients in the
variance function. If value
has length greater than one, it
must have length equal to the number of grouping levels minus one
and names which identify its elements to the levels of the grouping
factor. Only positive values are allowed for this argument. Default
is numeric(0)
, which results in a vector of zeros of
appropriate length being assigned to the coefficients when
object
is initialized (corresponding to constant variance
equal to one).
an optional one-sided formula of the form ~ v
, or
~ v | g
, specifying a variance covariate v
and,
optionally, a grouping factor g
for the coefficients. The
variance covariate is ignored in this variance function. When a
grouping factor is present in form
, a different coefficient
value is used for each of its levels less one reference level.
Several grouping variables may be
simultaneously specified, separated by the *
operator, like
in ~ v | g1 * g2 * g3
. In this case, the levels of each
grouping variable are pasted together and the resulting factor is
used to group the observations. Defaults to ~ 1
.
an optional numeric vector, or list of numeric values,
specifying the values at which some or all of the coefficients in
the variance function should be fixed. It must have names
identifying which coefficients are to be fixed. Coefficients
included in fixed
are not allowed to vary during the
optimization of an objective function. Defaults to NULL
,
corresponding to no fixed coefficients.
José Pinheiro and Douglas Bates bates@stat.wisc.edu
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.
varClasses
,
varWeights.varFunc
,
coef.varIdent
vf1 <- varIdent(c(Female = 0.5), form = ~ 1 | Sex)
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