simulate_lme | R Documentation |
lme
Simulate values from an object of class lme. Unequal variances, as modeled using the ‘weights’ option are supported, and there is experimental code for considering the ‘correlation’ structure.
simulate_lme(
object,
nsim = 1,
psim = 1,
value = c("matrix", "data.frame"),
data = NULL,
...
)
object |
object of class |
nsim |
number of samples, default 1 |
psim |
parameter simulation level, 0: for fitted values, 1: for simulation from fixed parameters (assuming a fixed vcov matrix), 2: for simulation considering the uncertainty in the residual standard error (sigma), this returns data which will appear similar to the observed values. 3: in addition samples a new set of random effects. |
value |
whether to return a matrix (default) or an augmented data frame |
data |
the data argument is needed when using this function inside user defined functions. |
... |
additional arguments (it is possible to supply a newdata this way) |
This function is based on predict.lme
function
It uses function mvrnorm
to generate new values for the coefficients
of the model using the Variance-Covariance matrix vcov
. This variance-covariance matrix
refers to the one for the parameters 'beta', not the one for the residuals.
It returns a vector with simulated values with length equal to the number of rows in the original data
I find the simulate.merMod in the lme4 pacakge confusing. There is use.u and several versions of re.form. From the documentation it seems that if use.u = TRUE, then the current values of the random effects are used. This would mean that it is equivalent to psim = 2 in this function. Then use.u = FALSE, would be equivalent to psim = 3. re.form allows for specifying the formula of the random effects.
predict.lme
and ‘simulate.merMod’ in the ‘lme4’ package.
require(nlme)
data(Orange)
fm1 <- lme(circumference ~ age, random = ~ 1 | Tree, data = Orange)
sims <- simulate_lme(fm1, nsim = 10)
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