[R] how to obtain EM-estimates of cov(b) and var(e) from lme

Han Lai hlai at whsun1.wh.whoi.edu
Wed Dec 5 23:37:49 CET 2001


I have a simple random-coefficients model for m subjects:

    y = b0 + b1 x + r0 + r1  x + e

where b0 and b1 are fixed parameters, r0 and r1 are random,
e ~ N(0,s2 I) and R' = [r0, r1] ~ N(0,T).

I try to obtain the EM-estimates of s2 and the elements of T by

    lme(y~x,data=mydata,random= list(group=~x),
          control=lmeControl(maxIter = 0, niterEM=100,msVerbose = TRUE))

Does this statement do the job?

Thank you very much.

Han-Lin Lai, Ph.D
Han-Lin.Lai at noaa.gov

r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch

More information about the R-help mailing list