On Mon, Mar 23, 2009 at 2:18 PM, Kingsford Jones <kingsfordjo...@gmail.com> wrote: > On Mon, Mar 23, 2009 at 11:26 AM, Ben Domingue <ben.domin...@gmail.com> wrote: >> Hello, >> How do I get the standard deviations for the random effects out of the >> lme object? I feel like there's probably a simple way of doing this, >> but I can't see it. Using the first example from the documentation: >> >>> fm1 <- lme(distance ~ age, data = Orthodont) # random is ~ age >>> fm1 >> Linear mixed-effects model fit by REML >> Data: Orthodont >> Log-restricted-likelihood: -221.3183 >> Fixed: distance ~ age >> (Intercept) age >> 16.7611111 0.6601852 >> >> Random effects: >> Formula: ~age | Subject >> Structure: General positive-definite >> StdDev Corr >> (Intercept) 2.3270339 (Intr) >> age 0.2264276 -0.609 >> Residual 1.3100399 >> >> Number of Observations: 108 >> Number of Groups: 27 >> >> I want to extract the column vector (2.3270339, 0.2264276, >> 1.3100399)'. Any thoughts? > > To get the covariance matrix of the random effects: > >> getVarCov(fm1) > Random effects variance covariance matrix > (Intercept) age > (Intercept) 5.41510 -0.321060 > age -0.32106 0.051269 > Standard Deviations: 2.327 0.22643 > > > One way to extract the standard deviations shown by the print method above is: > >> diag(sqrt(getVarCov(fm1))) > (Intercept) age > 2.3270339 0.2264276 > Warning message: > In sqrt(getVarCov(fm1)) : NaNs produced
You can avoid the warning message if you extract the diagonal first then take the square root. sqrt(diag(getVarCov(fm1))) > > > And to get the estimate of the error standard deviation: > >> fm1$sigma > [1] 1.31004 > > > hth, > > Kingsford Jones > >> Thanks, >> Ben >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
