[R] How to extract the within group correlation structure matrix in "lme"

Spencer Graves spencer.graves at pdf.com
Tue Jun 28 23:07:03 CEST 2005


	  Have you tried "VarCorr(f)"?

	  spencer graves

liqiu jiang wrote:

> Dear R users,
>  I fitted a repeated measure model without random effects by using lme. I will use the estimates from that model as an initial estimates to do multiple imputation for missing values of the response variable in the model.  I am trying to extract the within group correlation matrix or covariance matrix. 
>  
> here is my code:
> f = lme(y ~x0+x1+trt+tim+x1:tim +tim:trt,random=~-1|subj, data=dat,corr =corAR1())
> 
>>f$sigma
> 
> [1] 2.330854
> 
> b=summary(f)$modelStruct$corStruct
> 
>>b
> 
> Correlation structure of class corAR1 representing
>       Phi 
> 0.8518711 
> 
> I think  0.8518711 and f$sigma is what I need to reconstruct the variance-cavariance matrix. So, How can I extract 0.8518711 so that I can assign it to a variable? Also, I don't understand what the following parameters estimates mean?  
>  
>  >summary(f)$modelStruct
> reStruct  parameters:
>      subj 
> -20.15833 
> corStruct  parameters:
> [1] 2.525869
>  
> I appreciate your time on this. 
>  
> Best wishes,
> Liqiu 
>  
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Spencer Graves, PhD
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