lme {lme4} | R Documentation |
This generic function fits a linear mixed-effects model in the formulation described in Laird and Ware (1982) but allowing for nested random effects. The within-group errors are allowed to be correlated and/or have unequal variances.
lme(formula, data, random, correlation, weights, subset, method, na.action, control, model, x)
formula |
a two-sided linear formula object describing the
fixed-effects part of the model, with the response on the left of a
~ operator and the terms, separated by + operators, on
the right. |
data |
an optional data frame containing the variables named in
formula , random , correlation , weights , and
subset . By default the variables are taken from the
environment from which lme is called. |
random |
optionally, any of the following: (i) a one-sided formula
of the form ~x1+...+xn | g1/.../gm , with x1+...+xn
specifying the model for the random effects and g1/.../gm the
grouping structure (m may be equal to 1, in which case no
/ is required). The random effects formula will be repeated
for all levels of grouping, in the case of multiple levels of
grouping; (ii) a list of one-sided formulas of the form
~x1+...+xn | g , with possibly different random effects models
for each grouping level. The order of nesting will be assumed the
same as the order of the elements in the list; (iii) a one-sided
formula of the form ~x1+...+xn , or a pdMat object with
a formula (i.e. a non-NULL value for formula(object) ),
or a list of such formulas or pdMat objects. In this case, the
grouping structure formula will be derived from the data used to
fit the linear mixed-effects model, which should inherit from class
groupedData ; (iv) a named list of formulas or pdMat
objects as in (iii), with the grouping factors as names. The order of
nesting will be assumed the same as the order of the order of the
elements in the list; (v) an reStruct object. See the
pdMat-class documentation for a description of the available
pdMat classes. Defaults to a formula consisting of the right
hand side of formula . |
correlation |
an optional corStruct object describing the
within-group correlation structure. See the documentation of
corClasses for a description of the available corStruct
classes. Defaults to NULL ,
corresponding to no within-group correlations. |
weights |
an optional varFunc object or one-sided formula
describing the within-group heteroscedasticity structure. If given as
a formula, it is used as the argument to varFixed ,
corresponding to fixed variance weights. See the documentation on
varClasses for a description of the available varFunc
classes. Defaults to NULL , corresponding to homocesdatic
within-group errors. |
subset |
an optional expression indicating the subset of the rows of
data that should be used in the fit. This can be a logical
vector, or a numeric vector indicating which observation numbers are
to be included, or a character vector of the row names to be
included. All observations are included by default. |
method |
a character string. If "REML" the model is fit by
maximizing the restricted log-likelihood. If "ML" the
log-likelihood is maximized. Defaults to "REML" . |
na.action |
a function that indicates what should happen when the
data contain NA s. The default action (na.fail ) causes
lme to print an error message and terminate if there are any
incomplete observations. |
control |
a list of control values for the estimation algorithm to
replace the default values returned by the function lmeControl .
Defaults to an empty list. |
model, x |
logicals. If TRUE the corresponding
components of the fit (the model frame, the model matrices)
are returned. |
Many of the options are not yet implemented.
An lme object.
data(bdf, package = "nlme") fm <- lme(langPOST ~ IQ.ver.cen + avg.IQ.ver.cen, data = bdf, random = ~ IQ.ver.cen | schoolNR) summary(fm)