[R] nlme & VarIdent

Bert Gunter bgunter.4567 at gmail.com
Fri Nov 11 16:46:57 CET 2016

I suggest that you post instead on the r-sig-mixed-models list which
specializes in just this sort of query, and where you are therefore
likely to receive a quicker more authoritative response.


Bert Gunter

"The trouble with having an open mind is that people keep coming along
and sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )

On Thu, Nov 10, 2016 at 1:24 PM, Louisell, Paul T           PW
<Paul.Louisell at pw.utc.com> wrote:
> Hello,
> All the help I've read (including Pinheiro and Bates book, 'Mixed Effects Models in S and S-PLUS') regarding how to fit a linear mixed-effects model where variances change with a factor's levels indicates this is done through the 'weights' argument to 'lme', using something like 'weights=varIdent(form=~v|g)' where 'v' is a variance covariate and 'g' is the grouping factor whose strata have different random effect variances.
> My question: Suppose I have more than 1 variance covariate, say v1, ..., vk, and I want _each_ of these to have variances that change with the levels of g giving a total of k*nlevels(g) parameters (k*nlevels(g) - k allowing for identifiability). How is this handled in the nlme package? A simple example would be random slope and intercepts, _both_ of which have variances changing with the levels of g. I haven't found any examples of this online or in Pinheiro & Bates, and I haven't been able to figure this out using the various varFunc/pdMat classes.
> Help/advice would be greatly appreciated.
> Thanks,
> Paul Louisell
> Statistical Specialist
> Paul.Louisell at pw.utc.com
> 860-565-8104
> Still, tomorrow's going to be another working day, and I'm trying to get some rest.
> That's all, I'm trying to get some rest.
> Paul Simon, "American Tune"
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