[R] [nlme] BLUPs for a new subject in a fitted lme model?

Ulises Mora Alvarez umalvarez at fata.unam.mx
Fri Aug 16 23:50:12 CEST 2002

Prof. Ripley:

Thank you for your comment. I've missed the fact that Mr. Wilhelm is 
trying to include new observations on new subjects.

However, after the inclusion of the new observations Mr. Wilhelm maybe 
should ask to him self this question: Does the inclusion of new 
observations modify the significance of model´s parameters and random 

If your model is sound and has good foundations, I bet it would not.

On Fri, 16 Aug 2002 ripley at stats.ox.ac.uk wrote:

> That's not the whole story.  What (as I understand it) Wilhelm has are not
> just new subjects, but new observations on new subjects.  Then there are
> BLUPs associated with those new subjects.  Think of an enlarged data set
> with the old and the new subjects: you can apply the lme at a given set of
> parameter values and find the BLUPs for all the subjects.
> It is equally true that new observations on the old subjects will change
> the BLUPs.
> I don't know how to do this with lme without refitting, although the
> pieces needed must be in the package.
> On Fri, 16 Aug 2002, Ulises Mora Alvarez wrote:
> > On Fri, 16 Aug 2002, Wilhelm B. Kloke wrote:
> >
> > > I am seeking for a method to calculate, given a fitted lme model
> > > and some data for a subject, the random effects predictors
> > > for this subject. I can only find predictors for the subjects used in
> > > creating the fit. Of course I could just add the subject and redo the fit.
> > > But I want to avoid just this refitting.
> > >
> > > Thanks for help
> > > wbk
> >
> > Once you've a lme model, you don't need to stimate new random effects for
> > new subjects.
> >
> > As stated by Pinheiro & Bates:
> > "Fixed affects are parameters associated with an entire population, or
> > with repeatable levels of experimental factors.
> > Random effects are instead associated with experimental units drawn at
> > random from a population."
> >
> > Maybe you'd like to see Pinheiro & Bates' book for further details.

Ulises M. Alvarez
umalvarez at fata.unam.mx

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