[R] nlme and simulation

Spencer Graves spencer.graves at pdf.com
Fri Sep 12 16:11:08 CEST 2003

Have you looked at Pinhiero and Bates (2000) Mixed-Effects Models for S 
and S-Plus (Springer)?  They describe the use of simulation to evaluate 
the sampling distribution when a parameter is at a boundary.  For the 
cases they consider, they find that a mixture of chi-squares with 
different numbers of degrees of freedom (being number of parameters 
estimated with and without the parameter potentially at the boundary) 
works quite well.  I don't have the book here so can't give you a page 
citation, but it's in a methodology chapter (3?), and they have 
beautiful plot to illustrate the results.

hope this helps.
spencer graves

Dr. Peter Schlattmann wrote:
> Dear all,
> I would like to simulate data from a nlme model using  fixed effects and the
> variances of the random effects distribution.
> I scanned the help files and the mailing lists with no succes. Thanks for
> your help!
> Peter
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
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