lmr {rlme}

Rank Based Fixed Effect Regression

Description

Computes rank based regression estimates for fixed effect models.

Usage

lmr(f, data, se = FALSE, method = "L-BFGS-B")

Arguments

f

A model formula

data

Data to use for model fitting

se

Boolean indicating whether or not to calculate standard errors for intercept and slope estimates

method

Optimization method to use. Will accept any method usable by optim, e.g. one of c("Nelder-Mead", "BFGS", "CG", "L-BFGS-B", "SANN", "Brent"). "BFGS" or "L-BFGS-B" are reccomended. "L-BFGS-B" should be used for large datasets to conserve memory.

Value

fixed.effects

Fixed effect estimates

ehat

Residuals from model

Author(s)

Herb Susmann

See Also

rlme, optim

Examples

# load schools data
data(schools)

# Fit fixed effects model with lmr
lmr.fit = lmr(y ~ age + sex, data=schools)

summary(lmr.fit)

# Fit with lmr and calculate standard errors
lmr.fit = lmr(y ~ age + sex, data=schools, se=TRUE)

summary(lmr.fit)