simulate.lme {nlme}

Simulate Results from lme Models

Description

The model object is fit to the data. Using the fitted values of the parameters, nsim new data vectors from this model are simulated. Both object and m2 are fit by maximum likelihood (ML) and/or by restricted maximum likelihood (REML) to each of the simulated data vectors.

Usage

## S3 method for class 'lme'
simulate(object, nsim = 1, seed = , m2,
         method = c("REML", "ML"), niterEM = c(40, 200), useGen, ...)

Arguments

object

an object inheriting from class "lme", representing a fitted linear mixed-effects model, or a list containing an lme model specification. If given as a list, it should contain components fixed, data, and random with values suitable for a call to lme. This argument defines the null model.

m2

an "lme" object or a list, like object containing a second lme model specification. This argument defines the alternative model. If given as a list, only those parts of the specification that change between model object and m2 need to be specified.

seed

an optional integer that is passed to set.seed. Defaults to a random integer.

method

an optional character array. If it includes "REML" the models are fit by maximizing the restricted log-likelihood. If it includes "ML" the log-likelihood is maximized. Defaults to c("REML", "ML"), in which case both methods are used.

nsim

an optional positive integer specifying the number of simulations to perform. Defaults to 1. This has changed. Previously the default was 1000.

niterEM

an optional integer vector of length 2 giving the number of iterations of the EM algorithm to apply when fitting the object and m2 to each simulated set of data. Defaults to c(40,200).

useGen

an optional logical value. If TRUE, the nlminb optimizer is used with numerical derivatives of the log-likelihood. If FALSE, the nlm algorithm is used with an analytic gradient. The default depends on the "pdMat" classes used in object and m2: if both are standard classes (see pdClasses) then defaults to FALSE, otherwise defaults to TRUE.

...

optional additional arguments. None are used.

Value

an object of class simulate.lme with components null and alt. Each of these has components ML and/or REML which are matrices. An attribute called seed contains the seed that was used for the random number generator.

Author(s)

José Pinheiro and Douglas Bates [e-mail]

References

Pinheiro, J.C., and Bates, D.M. (2000) Mixed-Effects Models in S and S-PLUS, Springer.

See Also

lme, set.seed

Examples

orthSim <-
   simulate.lme(list(fixed = distance ~ age, data = Orthodont,
                     random = ~ 1 | Subject),
                nsim = 3, # limited here for speed
                m2 = list(random = ~ age | Subject))