[R] can I get same results using lme and gls?
toby909 at gmail.com
toby909 at gmail.com
Mon May 21 03:56:40 CEST 2007
Hi All
I was wondering how to get the same results with gls and lme. In my lme, the
design matrix for the random effects is (should be) a identity matrix and
therefore G should add up with R to produce the R matrix that gls would report
(V=ZGZ'+R). Added complexity is that I have 3 levels, so I have R, G and say H
(V=WHW'+ZGZ'+R). The lme is giving me the correct results, I am having trouble
finding the right corresponding specification for the gls.
Thanks for your help.
Toby
dtaa =
read.table("http://www.ats.ucla.edu/stat/mplus/examples/ma_snijders/mlbook1.dat",
sep=",")
dta1 = reshape(dtaa, list(c("V10","V12")), "score", direction="long",
drop=c("V2","V3","V4","V5","V6","V7","V8","V9","V11","V13","V14","V15","V16","V17","V18","V19","V20","V21","V22","V23","V24","V25"))
colnames(dta1)[1] = "schoolNR"
dta2 = dta1[order(dta1$id),]
head(dta2)
timef = factor(dta2$time)
summary(mdl1l <- lme(score~timef-1, dta2, ~timef-1|schoolNR/id,,,,"ML"))
summary(mdl1g <- gls(score~timef-1, dta2, corCompSymm(, ~timef|schoolNR/id),
varIdent(, ~1|id*timef),,"ML"))
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