VarCorr {nlme} | R Documentation |
This function calculates the estimated variances, standard
deviations, and correlations between the random-effects terms in a
linear mixed-effects model, of class "lme"
, or a nonlinear
mixed-effects model, of class "nlme"
. The within-group error
variance and standard deviation are also calculated.
VarCorr(x, sigma = 1, ...) ## S3 method for class 'lme' VarCorr(x, sigma = 1, rdig = 3, ...) ## and identical signature for classes 'pdMat' and 'pdBlocked'
x |
a fitted model object, usually an object inheriting from
class |
sigma |
an optional numeric value used as a multiplier for the
standard deviations. Default is |
rdig |
an optional integer value specifying the number of digits
used to represent correlation estimates. Default is |
... |
further optional arguments passed to other methods (none for the methods documented here). |
a matrix with the estimated variances, standard deviations, and
correlations for the random effects. The first two columns, named
Variance
and StdDev
, give, respectively, the variance
and the standard deviations. If there are correlation components in
the random effects model, the third column, named Corr
,
and the remaining unnamed columns give the estimated correlations
among random effects within the same level of grouping. The
within-group error variance and standard deviation are included as
the last row in the matrix.
José Pinheiro and Douglas Bates bates@stat.wisc.edu
Pinheiro, J.C., and Bates, D.M. (2000) Mixed-Effects Models in S and S-PLUS, Springer, esp. pp. 100, 461.
fm1 <- lme(distance ~ age, data = Orthodont, random = ~age) VarCorr(fm1)