REML location estimate {metRology} | R Documentation |
Restricted maximum likelihood estimate of location
Description
Calculates REML estimate of location, with standard error, assuming a random-effects model
Usage
reml.loc(x, ..., na.rm = FALSE)
## Default S3 method:
reml.loc(x, s, n = NULL, groups = NULL, na.rm = FALSE,
tol=.Machine$double.eps^0.5, REML=TRUE, ...)
Arguments
x |
numeric vector of mean values for groups, or (if |
s |
numeric vector of length |
n |
integer giving the number of observations in each group. May be a vector
of length |
groups |
factor, or vetor which can be coerced to factor, of groups. If
present, |
na.rm |
logical: if |
tol |
numeric tolerance for convergence, used by |
REML |
logical: if |
... |
Further parameters passed to |
Details
reml.loc
finds an excess variance \tau^2
and location \mu
that maximise the
restricted maximum likelihood criterion.
The estimator assumes a model of the form
x_i=\mu+b_i+e_i
in which b_i
is drawn from N(0, \tau^2)
and
e_i
is drawn from N(0, \sigma_i^2)
.
By default the function maximises the data-dependent part of the negative log restricted likelihood:
\frac{1}{2} \left( \sum_{i=1}^{k}\frac{(x_i-mu)^2}{u_i^2} + \sum_{i=1}^{k}log(u_i^2) +
log\left(\sum_{i=1}^{k}(1/u_i^2)\right) \right)
where u_i=s_i^2 + \tau^2
and k
is the number of mean values.
If REML=FALSE
, the final term is omitted to give the maximum likelihood criterion.
This implementation permits input in the form of:
means
x
and standard errorss
, in which case neithern
norgroups
are supplied;means
x
, standard deviationss
and group size(s)n
, standard errors then being calculated ass/sqrt(n)
individual observations
x
with a groupinf factorgroups
, in which case standard errors are calculated from the groups usingtapply
.
Value
A loc.est object; see loc.est for details. In the returned object, individual
values xi
are always input means (calculated from groups and n
as
necessary); method.details
is returned as a list containing:
- mu
The estimated location.
- s
The standard error in the location.
- tau
The excess variance (as a standard deviation).
- REML
Logical, giving the value of REML used.
Author(s)
S L R Ellison s.ellison@lgc.co.uk
References
None, but see documentation for the metafor package for a more general implementation of REML.
See Also
Examples
#PCB measurements in a sediment from Key Comparison CCQM-K25
#s are reported standard uncertainties
pcb105 <- data.frame(x=c(10.21, 10.9, 10.94, 10.58, 10.81, 9.62, 10.8),
s=c(0.381, 0.250, 0.130, 0.410, 0.445, 0.196, 0.093))
with( pcb105, reml.loc(x, s) )