lme.groupedData: LME fit from groupedData Object

Description

The response variable and primary covariate in formula(fixed) are used to construct the fixed effects model formula. This formula and the groupedData object are passed as the fixed and data arguments to lme.formula, together with any other additional arguments in the function call. See the documentation on lme.formula for a description of that function.

Usage

## S3 method for class 'groupedData':
lme(fixed, data, random, correlation, weights, 
    subset, method, na.action, control, contrasts)

Arguments

fixed

a data frame inheriting from class groupedData.

data

this argument is included for consistency with the generic function. It is ignored in this method function.

random

optionally, any of the following: (i) a one-sided formula of the form ~x1+...+xn | g1/.../gm, with x1+...+xn specifying the model for the random effects and g1/.../gm the grouping structure (m m

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, cor

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 "REML".

na.action

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

control

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

contrasts

an optional list. See the contrasts.arg of model.matrix.default.

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 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).

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.

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

Examples

Run this code

fm1 <- lme(Orthodont)
summary(fm1)

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