R: Extract variance-covariance matrix

getVarCov {nlme}

R Documentation

Extract variance-covariance matrix

Description

Extract the variance-covariance matrix from a fitted model, such as a mixed-effects model.

Usage

getVarCov(obj, ...)
## S3 method for class 'lme'
getVarCov(obj, individuals,
    type = c("random.effects", "conditional", "marginal"), ...)
## S3 method for class 'gls'
getVarCov(obj, individual = 1, ...)

Arguments

`obj`	A fitted model. Methods are available for models fit by `lme` and by `gls`
`individuals`	For models fit by `lme` a vector of levels of the grouping factor can be specified for the conditional or marginal variance-covariance matrices.
`individual`	For models fit by `gls` the only type of variance-covariance matrix provided is the marginal variance-covariance of the responses by group. The optional argument `individual` specifies the group of responses.
`type`	For models fit by `lme` the `type` argument specifies the type of variance-covariance matrix, either `"random.effects"` for the random-effects variance-covariance (the default), or `"conditional"` for the conditional. variance-covariance of the responses or `"marginal"` for the the marginal variance-covariance of the responses.
`...`	Optional arguments for some methods, as described above

Value

A variance-covariance matrix or a list of variance-covariance matrices.

Author(s)

Mary Lindstrom lindstro@biostat.wisc.edu

Examples

fm1 <- lme(distance ~ age, data = Orthodont, subset = Sex == "Female")
getVarCov(fm1)
getVarCov(fm1, individual = "F01", type = "marginal")
getVarCov(fm1, type = "conditional")
fm2 <- gls(follicles ~ sin(2*pi*Time) + cos(2*pi*Time), Ovary,
           correlation = corAR1(form = ~ 1 | Mare))
getVarCov(fm2)

[Package nlme version 3.1-131 Index]