[R] lme: extract variance estimate

Spencer Graves spencer.graves at pdf.com
Tue Jul 6 22:56:06 CEST 2004


      Have you considered "VarCorr"?  I've used it with "lme", and the 
documentation in package lme4 suggests it should work with GLMM, which 
might also do what you want from glmmPQL. 

      hope this helps.  spencer graves

Stephen Ellner wrote:

>For a Monte Carlo study I need to extract from an lme model
>the estimated standard deviation of a random effect 
>and store it in a vector. If I do a print() or summary() 
>on the model, the number I need is displayed in the Console 
>[it's the 0.1590195 in the output below] 
>
>  
>
>>print(fit)
>>Linear mixed-effects model fit by maximum likelihood
>> Data: datag2 
>> Log-likelihood: -145.0028
>> Fixed: lst1 ~ lst 
>>(Intercept)         lst 
>> 1.1080629   0.7582595 
>>
>>Random effects:
>>Formula: ~1 | yeart
>>       (Intercept)  Residual
>>StdDev:   0.1590195 0.3313497
>>    
>>
>
>However I have not been able to find that number anywhere in the 
>model object returned by lme. Can anyone tell me how to pull it
>or compute it from a model returned by lme? Ditto for models with
>random intercept fitted by glmmPQL with family=binomial. 
>
>Details:
>The relevant data are the first 3 colums from the
>data frame extracted below. Yeart is a factor (year of
>study) ranging from 1 to 16. The model is linear regression of 
>lst1 on lst with constant slope, random intercept varying
>across years. I'm using R 1.9.1 in WinXP and the current
>version of nlme from CRAN. 
>
>Code: 
>datag2=groupedData(lst1~1|yeart,data=cdata); 
>mixed.grow=lme(fixed=lst1~lst,random=~1, method="ML",data=datag2);
>
>mixed.surv=glmmPQL(fixed=surv~lst, random=~1|yeart, family=binomial,
>data=cdata,niter=50);
>
>Some of the data: 
>     yeart      lst     lst1 surv flow
>1        1 3.158088 3.331216    1    0
>2        1 2.472618 2.486410    1    0
>3        1 3.582950 3.417807    1    0
>4        1 3.554819 3.377117    1    0
>5        1 2.830049 2.992426    1    0
>6        1 2.779616 3.240449    1    0
>7        1 2.580484 2.930154    1    0
>
>Thanks in advance,
>Steve 
>
>
>Stephen P. Ellner (spe2 at cornell.edu)
>Department of Ecology and Evolutionary Biology
>Corson Hall, Cornell University, Ithaca NY 14853-2701
>Phone (607) 254-4221    FAX (607) 255-8088
>
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