smspline | R Documentation |
Functions to generate matrices for a smoothing spline covariance structure,
enabling the fitting of smoothing spline terms in linear mixed-effects models
(LME) or nonlinear mixed-effects models (NLME). A smoothing spline can be
represented as a mixed model, as described by Speed (1991) and Verbyla (1999).
The generated Z-matrix can be incorporated into a data frame and used in LME
random effects terms with an identity covariance structure
(pdIdent(~Z - 1)
).
The model formulation for a spline in time (t
) is:
y = X_s \beta_s + Z_s u_s + e
where X_s = [1 | t]
, Z_s = Q (t(Q) Q)^{-1}
, and
u_s \sim N(0, G_s)
is a set of random effects. The random effects are
transformed to independence via u_s = L v_s
, where
v_s \sim N(0, I \sigma^2_s)
and L
is the lower triangle of the
Cholesky decomposition of G_s
. The Z-matrix is transformed to
Z = Z_s L
.
smspline(formula, data)
smspline.v(time)
formula |
Model formula with the right-hand side specifying the spline
covariate (e.g., |
data |
Optional data frame containing the variable specified in
|
time |
Numeric vector of spline time covariate values to smooth over. |
For smspline
, a Z-matrix with the same number of rows as the input data
frame or vector, representing the random effects design matrix for the
smoothing spline. After fitting an LME model, the standard deviation parameter
for the random effects estimates \sigma_s
, and the smoothing parameter
is \lambda = \sigma^2 / \sigma^2_s
.
For smspline.v
, a list containing:
Matrix for fixed effects, with columns [1 | t]
.
Matrix for random effects, computed as Q (t(Q) %*% Q)^-1 L
.
Matrix used in the spline formulation.
Covariance matrix for the random effects.
Cholesky factor of Gs
.
The time points for the smoothing spline basis are, by default, the unique
values of the time covariate. Model predictions at the fitted data points can
be obtained using predict.lme
. For predictions at different time points,
use approx.Z
to interpolate the Z-matrix.
Rod Ball <rod.ball@scionresearch.com>
Pinheiro, J. and Bates, D. (2000) Mixed-Effects Models in S and S-PLUS. Springer-Verlag, New York.
Speed, T. (1991) Discussion of "That BLUP is a good thing: the estimation of random effects" by G. Robinson. Statistical Science, 6, 42–44.
Verbyla, A. (1999) Mixed Models for Practitioners. Biometrics SA, Adelaide.
approx.Z
, lme
# Smoothing spline curve fit
data(smSplineEx1)
smSplineEx1$all <- rep(1, nrow(smSplineEx1))
smSplineEx1$Zt <- smspline(~ time, data = smSplineEx1)
fit1s <- lme(y ~ time, data = smSplineEx1,
random = list(all = pdIdent(~ Zt - 1)))
summary(fit1s)
plot(smSplineEx1$time, smSplineEx1$y, pch = "o", type = "n",
main = "Spline fits: lme(y ~ time, random = list(all = pdIdent(~ Zt - 1)))",
xlab = "time", ylab = "y")
points(smSplineEx1$time, smSplineEx1$y, col = 1)
lines(smSplineEx1$time, smSplineEx1$y.true, col = 1)
lines(smSplineEx1$time, fitted(fit1s), col = 2)
# Fit model with reduced number of spline points
times20 <- seq(1, 100, length = 20)
Zt20 <- smspline(times20)
smSplineEx1$Zt20 <- approx.Z(Zt20, times20, smSplineEx1$time)
fit1s20 <- lme(y ~ time, data = smSplineEx1,
random = list(all = pdIdent(~ Zt20 - 1)))
anova(fit1s, fit1s20)
summary(fit1s20)
# Model predictions on a finer grid
times200 <- seq(1, 100, by = 0.5)
pred.df <- data.frame(all = rep(1, length(times200)), time = times200)
pred.df$Zt20 <- approx.Z(Zt20, times20, times200)
yp20.200 <- predict(fit1s20, newdata = pred.df)
lines(times200, yp20.200 + 0.02, col = 4)
# Mixed model spline terms at multiple levels of grouping
data(Spruce)
Spruce$Zday <- smspline(~ days, data = Spruce)
Spruce$all <- rep(1, nrow(Spruce))
spruce.fit1 <- lme(logSize ~ days, data = Spruce,
random = list(all = pdIdent(~ Zday - 1),
plot = ~ 1, Tree = ~ 1))
spruce.fit2 <- lme(logSize ~ days, data = Spruce,
random = list(all = pdIdent(~ Zday - 1),
plot = pdBlocked(list(~ days, pdIdent(~ Zday - 1))),
Tree = ~ 1))
anova(spruce.fit1, spruce.fit2)
summary(spruce.fit1)
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