simulate.lme {nlme}R Documentation

simulate lme models


The model m1 is fit to the data. Using the fitted values of the parameters, nsim new data vectors from this model are simulated. Both m1 and m2 are fit by maximum likelihood (ML) and/or by restricted maximum likelihood (REML) to each of the simulated data vectors.


simulate.lme(m1, m2, Random.seed, method, nsim, niterEM, useGen)


m1 an object inheriting from class lme, representing a fitted linear mixed-effects model, or a list containing an lme model specification. If given as a list, it should contain components fixed, data, and random with values suitable for a call to lme. This argument defines the null model.
m2 an lme object, or a list, like m1 containing a second lme model specification. This argument defines the alternative model. If given as a list, only those parts of the specification that change between model m1 and m2 need to be specified.
Random.seed an optional vector to seed the random number generator so as to reproduce a simulation. This vector should be the same form as the .Random.seed object.
method an optional character array. If it includes "REML" the models are fit by maximizing the restricted log-likelihood. If it includes "ML" the log-likelihood is maximized. Defaults to c("REML", "ML"), in which case both methods are used.
nsim an optional positive integer specifying the number of simulations to perform. Defaults to 1000.
niterEM an optional integer vector of length 2 giving the number of iterations of the EM algorithm to apply when fitting the m1 and m2 to each simulated set of data. Defaults to c(40,200).
useGen an optional logical value. If TRUE, numerical derivatives are used to obtain the gradient and the Hessian of the log-likelihood in the optimization algorithm in the ms function. If FALSE, the default algorithm in ms for functions that do not incorporate gradient and Hessian attributes is used. Default depends on the pdMat classes used in m1 and m2: if both are standard classes (see pdClasses) then defaults to TRUE, otherwise defaults to FALSE.


an object of class simulate.lme with components null and alt. Each of these has components ML and/or REML which are matrices. An attribute called Random.seed contains the seed that was used for the random number generator.


Jose Pinheiro and Douglas Bates

See Also



## Not run: 
orthSim <-
 simulate.lme(m1 = list(fixed = distance ~ age, data = Orthodont,
                        random = ~ 1 | Subject),
              m2 = list(random = ~ age | Subject))
## End(Not run)

[Package nlme version 3.1-57 Index]