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我正在尝试将交叉非线性随机效应模型拟合为这个问题中提到的线性随机效应模型以及使用该包的邮件列表帖子中提到的线性随机效应模型。但是，无论我尝试什么，我都会遇到错误。这是一个例子nlme

library(nlme)

#####
# simulate data
set.seed(18112003)
na <- 30
nb <- 30

sigma_a <- 1
sigma_b <- .5
sigma_res <- .33

n <- na*nb

a <- gl(na,1,n)
b <- gl(nb,na,n)
u <- gl(1,1,n)

x <- runif(n, -3, 3)

y_no_noise <- x + sin(2 * x)
y <- 
  x + sin(2 * x) + 
  rnorm(na, sd = sigma_a)[as.integer(a)] + 
  rnorm(nb, sd = sigma_b)[as.integer(b)] + 
  rnorm(n, sd = sigma_res)

#####
# works in the linear model where we know the true parameter
fit <- lme(
  # somehow we found the right values
  y ~ x + sin(2 * x), 
  random = list(u = pdBlocked(list(pdIdent(~ a - 1), pdIdent(~ b - 1)))))
vv <- VarCorr(fit)
vv2 <- vv[c("a1", "b1"), ]
storage.mode(vv2) <- "numeric"
print(vv2,digits=4)
#R    Variance StdDev
#R a1    1.016 1.0082
#R b1    0.221 0.4701

#####
# now try to do the same with `nlme`
fit <- nlme(
  y ~ c0 + sin(c1),
  fixed = list(c0 ~ x, c1 ~ x - 1),
  random = list(u = pdBlocked(list(pdIdent(~ a - 1), pdIdent(~ b - 1)))), 
  start = c(0, 0.5, 1))
#R Error in nlme.formula(y ~ a * x + sin(b * x), fixed = list(a ~ 1, b ~  : 
#R    'random' must be a formula or list of formulae

该lme示例类似于“S 和 S-PLUS 中的混​​合效果模型”的第 163-166 页，只有 2 个随机效果而不是 3 个。

4

1 回答 1

5

我应该使用写在help("nlme")

fit <- nlme(
  y ~ c0 + c1 + sin(c2),
  fixed = list(c0 ~ 1, c1 ~ x - 1, c2 ~ x - 1),
  random = list(u = pdBlocked(list(pdIdent(c0 ~ a - 1), pdIdent(c1 ~ b - 1)))), 
  start = c(0, 0.5, 1))

# fixed effects estimates
fixef(fit)
#R c0.(Intercept)           c1.x           c2.x 
#R     -0.1788218      0.9956076      2.0022338

# covariance estimates
vv <- VarCorr(fit)
vv2 <- vv[c("c0.a1", "c1.b1"), ]
storage.mode(vv2) <- "numeric"
print(vv2,digits=4)
#R       Variance StdDev
#R c0.a1   0.9884 0.9942
#R c1.b1   0.2197 0.4688
于 2018-08-11T10:15:32.003 回答