VarCorr.glmmTMB: Extract variance and correlation components

In glmmTMB: Generalized Linear Mixed Models using Template Model Builder

Extract variance and correlation components

Description

Extract variance and correlation components

Usage

## S3 method for class 'glmmTMB'
VarCorr(x, sigma = 1, ...)

Arguments

x	a fitted glmmTMB model
sigma	residual standard deviation (usually set automatically from internal information)
...	extra arguments (for consistency with generic method)

Details

For an unstructured variance-covariance matrix, the internal parameters are structured as follows: the first n parameters are the log-standard-deviations, while the remaining n(n-1)/2 parameters are the elements of the Cholesky factor of the correlation matrix, filled in column-wise order (see the TMB documentation for further details).

Examples

## Comparing variance-covariance matrix with manual computation
data("sleepstudy",package="lme4")
fm4 <- glmmTMB(Reaction ~ Days + (Days|Subject), sleepstudy)
VarCorr(fm4)[[c("cond","Subject")]]
## hand calculation
pars <- getME(fm4,"theta")
## construct cholesky factor
L <- diag(2)
L[lower.tri(L)] <- pars[-(1:2)]
C <- crossprod(L)
diag(C) <- 1
sdvec <- exp(pars[1:2])
(V <- outer(sdvec,sdvec) * C)

glmmTMB documentation built on Sept. 30, 2024, 9:34 a.m.