extract_design {HLMdiag}

Extracting covariance matrices from lme

Description

This function extracts the full covariance matrices from a mixed/hierarchical linear model fit using lme.

Usage

extract_design(b)

Arguments

b

a fitted model object of class lme.

Value

A list of matrices is returned.

• D contains the covariance matrix of the random effects.

• V contains the covariance matrix of the response.

• X contains the fixed-effect model matrix.

• Z contains the random-effect model matrix.

Author(s)

Adam Loy [e-mail]

References

This method has been adapted from the method mgcv::extract.lme.cov in the mgcv package, written by Simon N. Wood [e-mail].