[R] Extracting Variance components

Murray Jorgensen maj at waikato.ac.nz
Mon Jun 5 06:29:48 CEST 2006


I can ask my question using and example from Chapter 1 of Pinheiro & Bates.

 > # 1.4 An Analysis of Covariance Model
 >
 > OrthoFem <- Orthodont[ Orthodont$Sex == "Female", ]
 > fm1OrthF <-
+   lme( distance ~ age, data = OrthoFem, random = ~ 1 | Subject )
 > summary( fm1OrthF )
Linear mixed-effects model fit by REML
  Data: OrthoFem
        AIC     BIC    logLik
   149.2183 156.169 -70.60916

Random effects:
  Formula: ~1 | Subject
         (Intercept)  Residual
StdDev:     2.06847 0.7800331
[...etc...]

I can extract the estimate of the variance component \sigma (0.7800331) via

sigma <- fm1OrthF$sigma

How do I extract the other component \sigma_b (2.06847) ?

Cheers,  Murray Jorgensen
-- 
Dr Murray Jorgensen      http://www.stats.waikato.ac.nz/Staff/maj.html
Department of Statistics, University of Waikato, Hamilton, New Zealand
Email: maj at waikato.ac.nz                                Fax 7 838 4155
Phone  +64 7 838 4773 wk    Home +64 7 825 0441    Mobile 021 1395 862



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