#-*- R -*- library( nlme ) options( width = 65, digits = 5 ) options( contrasts = c(unordered = "contr.helmert", ordered = "contr.poly") ) pdf( file = 'ch02.pdf' ) # Chapter 2 Theory and Computational Methods for Linear Mixed-Effects Models # 2.2 Likelihood Estimation for LME Models Xmat <- matrix( c(1, 1, 1, 1, 8, 10, 12, 14), ncol = 2 ) Xmat Xqr <- qr( Xmat ) # creates a QR structure qr.R( Xqr ) # returns R qr.Q( Xqr ) # returns Q-truncated qr.Q( Xqr, complete = TRUE ) # returns the full Q fm1Rail.lme <- lme( travel ~ 1, data = Rail, random = ~ 1 | Rail, control = list( msVerbose = TRUE ) ) fm1Rail.lme <- lme( travel ~ 1, data = Rail, random = ~ 1 | Rail, control = list( msVerbose = TRUE, niterEM = 0 )) fm1Machine <- lme( score ~ Machine, data = Machines, random = ~ 1 | Worker ) fm2Machine <- update( fm1Machine, random = ~ 1 | Worker/Machine ) anova( fm1Machine, fm2Machine ) OrthoFem <- Orthodont[ Orthodont$Sex == "Female", ] fm1OrthF <- lme( distance ~ age, data = OrthoFem, random = ~ 1 | Subject ) fm2OrthF <- update( fm1OrthF, random = ~ age | Subject ) orthLRTsim <- simulate.lme( fm1OrthF, m2 = fm2OrthF, nsim = 1000 ) plot( orthLRTsim, df = c(1, 2) ) # produces Figure 2.3 machineLRTsim <- simulate.lme(fm1Machine, m2 = fm2Machine, nsim= 1000) plot( machineLRTsim, df = c(0, 1), # produces Figure 2.4 layout = c(4,1), between = list(x = c(0, 0.5, 0)) ) stoolLRTsim <- simulate.lme( list(fixed = effort ~ 1, data = ergoStool, random = ~ 1 | Subject), m2 = list(fixed = effort ~ Type), method = "ML", nsim = 1000 ) plot( stoolLRTsim, df = c(3, 4) ) # Figure 2.5 data( PBIB, package = 'SASmixed' ) pbibLRTsim <- simulate.lme(list( fixed = response ~ 1, data = PBIB, random = ~ 1 | Block ), m2 = list(fixed = response ~ Treatment, data = PBIB, random = ~ 1 | Block), method = "ML", nsim = 1000 ) plot( pbibLRTsim, df = c(14,16,18), weights = FALSE ) # Figure 2.6 summary( fm2Machine ) fm1PBIB <- lme(response ~ Treatment, data = PBIB, random = ~ 1 | Block) anova( fm1PBIB ) fm2PBIB <- update( fm1PBIB, method = "ML" ) fm3PBIB <- update( fm2PBIB, response ~ 1 ) anova( fm2PBIB, fm3PBIB ) anova( fm2Machine ) # cleanup summary(warnings())