[R] empirical (sandwich) SE estimate in lme ()?

[Frank E Harrell Jr]

A.J. Rossini wrote:
> Right, but you still can sandwich them if you want.  
> 
> (I recently did that in Proc MIXED, but Michael, I'm not sure how to
> do it using lme).
> 
> best,
> -tony

The sandwich estimator can help if the model is misspecified but at a 
cost of worse precision in estimating variances.

Frank

> 
> 
> On Fri, 14 Jan 2005 11:16:10 -0800, Berton Gunter
> <gunter.berton at gene.com> wrote:
> 
>>???
>>correlated within group errors are explicitly modeled by corStruct classes.
>>See ?lme and Chapter 5.3 in Bates and Pinheiro.
>>
>>-- Bert Gunter
>>Genentech Non-Clinical Statistics
>>South San Francisco, CA
>>
>>"The business of the statistician is to catalyze the scientific learning
>>process."  - George E. P. Box
>>
>>
>>
>>>-----Original Message-----
>>>From: r-help-bounces at stat.math.ethz.ch
>>>[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Na Li
>>>Sent: Friday, January 14, 2005 8:42 AM
>>>To: r-help at stat.math.ethz.ch
>>>Subject: [R] empirical (sandwich) SE estimate in lme ()?
>>>
>>>
>>>Is it possible to get the empirical (sandwich) S.E. estimates for the
>>>fixed effects in lme () (thus allowing possibly correlated
>>>errors within
>>>the group)? In SAS you can get it by the 'empirical' option
>>>to PROC MIXED.
>>>
>>>Cheers,
>>>
>>>Michael
>>>
>>>--
>>>Na (Michael) Li, Ph.D.
>>>Division of Biostatistics          A443 Mayo Building, MMC 303
>>>School of Public Health            420 Delaware St SE
>>>University of Minnesota            Minneapolis, MN 55455
>>>Phone: (612) 626-4765              Email: nali at umn.edu
>>>
>>>Fax:   (612) 626-0660              http://www.biostat.umn.edu/~nali
>>>
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>>>
>>
>>______________________________________________
>>R-help at stat.math.ethz.ch mailing list
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> 
> 
> 


-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University