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Re: [S] LME - fixed effects model and missing values (Ripley's answer)

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Subject: Re: [S] LME - fixed effects model and missing values (Ripley's answer)
From: ziv shkedy <ziv.shkedy@luc.ac.be>
Date: Wed, 20 Jan 1999 16:59:17 +0100 (MET)
Cc: lange@mclean.harvard.edu
Sender: owner-s-news@wubios.wustl.edu
Dear Nick and other users
I forgot to Forward Ripley's response so there it is:
best wishes, Ziv.





>>> 
>>> Dear fellow S+ users,
>>> 
>>> I'm using S+ 4.5 on my Pc. In the last days I'm trying to work with the
>>> function lme (Linear Mixed Effects). 
>>> I'm trying to model longitudinal data. The covariate in the model is only
>>> the time and indicator variable for sex group.
>>> 
>>> I have two questions about the lme function the fist related to the fixed
>>> and random effect specification and the second to missing values. 
>>> 
>>> **** FIRST QUESTION  *****
>>> How can I estimate a model without random effects?
>>> The first model that i estimated is a random intercept model, i used the
>>> following code to estimate it.
>>>          lme(fixed=resp~sex+time*sex,
>>>             random=~1,
>>>             cluster=~idnr,
>>>             est.method=c("ML"),  
>>>             data=Gro2)
>>> Next I want to compare the first model with a model that not contain the
>>> random intercept (fixed effect model with unstructured covariance matrix).
>>> When I used the following code
>>> 
>>>  hhh <- lme(fixed=resp~sex+time*sex,
>>>              cluster=~idnr,
>>>              est.method=c("ML"),  
>>>              data=Gro2)
>>> The results 
>>> 
>>> > summary(hhh)
>>> Call:
>>>  Fixed: resp ~ sex + time * sex
>>>  Random:  ~ sex + time * sex
>>>  Cluster:  ~ idnr 
>>>    Data: Gro2 
>>> 
>>> This mean the model contains now three random effect -  Random:  ~ sex +
>>> time * sex. When I used the code
>>> 
>>>   hhh <- lme(fixed=resp~sex+time*sex,
>>>              random=~-1,
>>>              cluster=~idnr,
>>>              est.method=c("ML"),  
>>>              data=Gro2)
>>> 
>>> I got the random model intercept once again.
>>> 
>>> IS IT POSSIBLE THAT THE FUNCTION lme CANNOT ESTIMATES A FIXED EFFECTS
MODEL ? 
>>
>>
>>Yes, but with a single cluster there is no difference between these models:
>>the MLEs are the same for each model.  You could just use lm, 
>>of course, unless you intend to use correlations later.
>>
>>The function gls() in the beta nlm3 (see nlme.stat.wisc.edu/Beta)
>>may be what you are looking for.
>>
>>
>>
>>
>>>  
>>> **** SECOND QUESTION  *****
>>> 
>>> The default of na.action is to create an error if missing values are
>>> present, and if I use na.action=na.omit all the observation with missing
>>> values will be deleted. This means that if I'm using lme to model data with
>>> repeated measurements (and if i have missing values) the analysis will be
>>> complete case analysis. 
>>> 
>>> IS IT POSSIBLE THAT THE FUNCTION CANNOT HANDEL MISSING VALUES ?
>>
>>That is true, and the final comment is true for almost all of linear 
>>modelling.
>>
>>
>>-- 
>>Brian D. Ripley,                  ripley@stats.ox.ac.uk
>>Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
>>University of Oxford,             Tel:  +44 1865 272861 (self)
>>1 South Parks Road,                     +44 1865 272860 (secr)
>>Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>>
>>
>>
>
=========================================================
Ziv Shkedy
Biostatistics                   
Center for Statistics           
Limburgs Universitair Centrum
Universitaire Campus, department WNI
B-3590 Diepenbeek, Belgium
Tel: +32-(0)11-26.82.57
e-mail: ziv.shkedy@luc.ac.be 
=========================================================

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