[R] Variance components from lm?
Prof Brian Ripley
ripley at stats.ox.ac.uk
Fri Jul 15 09:13:05 CEST 2005
In any case, the question was about lm, not lme.
The short answer is that this is easiest from aov, a wrapper for lm, and
for balanced data will be equivalent to as using lme. Steve can find
worked examples for interlaboratory data in MASS (the book, see the FAQ).
On Thu, 14 Jul 2005, Spencer Graves wrote:
> Under normal circumstances, 'RSiteSearch("variance components")'
> would likely identify "lme" in package nlme and lmer in package lme4. I
> recommend lme, as it comes with a fairly complete set of helper
> functions described in Pinheiro and Bates (2000) Mixed-Effect Models in
> S and S-Plus (Springer). "lmer" is Doug Bates' next generation product
> currently under development and lacking some of the helper functions
> available with lme.
> spencer graves
> p.s. I said, "Under normal circumstances", because when I tried
> RSiteSearch just now, it didn't work. When I went to
> "www.r-project.org" -> Search -> "R site search", I got "Computer
> trouble, July 13, 2005". When it works (which is 99.7% of the time), it
> is my favorite tool for finding things about R for which I don't already
> know where to look.
> Steve Ellison wrote:
>> I often use simple nested random-effect models for interlaboratory data.
>> The variance components are important things to know.
>> Is there an R function or package that gets variance components from lm
>> objects? Or can someone point me to a method of doing so?
>> R-help at stat.math.ethz.ch mailing list
>> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
> Spencer Graves, PhD
> Senior Development Engineer
> PDF Solutions, Inc.
> 333 West San Carlos Street Suite 700
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> spencer.graves at pdf.com
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> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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