[R] lme correlation structures

Bert Gunter gunter.berton at gene.com
Wed Jun 27 17:06:06 CEST 2007


Please read ?lme carefully -- the info you seek is there. In particular, the
weights argument for changing variance weighting by covariates and the
correlation argument for specifying correlation structures.

Pinheiro and Bates's MIXED EFFECT MODELS IN S... is the canonical reference
(which you should get if you want to use R as you said) that exposits the
ideas at greater length.


Bert Gunter
Genentech Nonclinical Statistics

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Gareth Hughes
Sent: Wednesday, June 27, 2007 7:50 AM
To: r-help at stat.math.ethz.ch
Subject: [R] lme correlation structures

Hi all,

I've been using SAS proc mixed to fit linear mixed models and would
like to be able to fit the same models in R. Two things in particular:

1) I have longitudinal data and wish to allow for different repeated
measures covariance parameter estimates for different groups (men and
women), each covariance matrix having the same structure. In proc
mixed this would be done by specifying group= in the REPEATED
statement. Is this simple to do in R? (I've tried form=~time|indv/sex
for example but this doesn't seem to do the job).

2) I've read that other correlation structures can be specified. Does
anyone have any examples of how toeplitz or (first-order)
ante-dependence structures can be specified?

Many thanks,

Gareth

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