[R] Random intercept-slope correlation (nlme)

Antonio Revilla antonio.revilla at hotmail.com
Mon Oct 30 18:27:48 CET 2006


Dear list members,

I am working with a multilevel growth curve, that in its simplest form goes 
like follows:

Yit = Ai + Bi t + eit   (the error term is assumed to follow an AR(1) 
autorregressive process)

One major topic in my research is the convergence in the values of Y over 
time. Thus, I am interested in the relationship between the random effects 
for the intercept and the slope, and I have a couple of questions about 
this:

First, I have fitted the model using the nlme library in R, and the 
estimates for the random effects yield a correlation of -0.27. However, if I 
take values for random intercepts and slopes from the lme model, and run a 
correlation (or a regression) between them, I get a slightly positive 
relationship (R~ 0.02). How can this difference be explained?

Second, I am also interested in the size of the relationship between 
intercept and slope. In other terms, in the rate of convergence. In order to 
analyze this, does it make any sense if use the values from my 
random-effects model and run an OLS regression using subject-specific 
intercepts as a covariate to explain subject-specific slopes? The results I 
mention above meake me suspicious about this, but I still do not know if it 
would be correct from a statistical standpoint.

Thanks a lot,

Antonio

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