R: Extract variance and correlation components

VarCorr {nlme} | R Documentation

## Extract variance and correlation components

### Description

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.

### Usage

    VarCorr(x, sigma, rdig)

### Arguments

`x` | a fitted model object, usually an object inheriting from class `lme`.
`sigma` | an optional numeric value used as a multiplier for the standard deviations. Default is `1`.
`rdig` | an optional integer value specifying the number of digits used to represent correlation estimates. Default is `3`.

### Value

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.

### Author(s)

Jose Pinheiro and Douglas Bates bates@stat.wisc.edu

### References

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer, esp. pp. 100, 461.

### See Also

`lme`, `nlme`

### Examples

    fm1 <- lme(distance ~ age, data = Orthodont, random = ~age)
    VarCorr(fm1)

[Package nlme version 3.1-104 Index]