simulate.lme {nlme}R Documentation

Simulate Results from lme Models


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.


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



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.


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.


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


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.


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


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).


an optional logical value. If TRUE, numerical derivatives are used to obtain the gradient and the Hessian of the log-likelihood in the optimization algorithm in the ms function. If FALSE, the default algorithm in ms for functions that do not incorporate gradient and Hessian attributes is used. Default depends on the "pdMat" classes used in object and m2: if both are standard classes (see pdClasses) then defaults to TRUE, otherwise defaults to FALSE.


optional additional arguments. None are used.


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 Random.seed contains the seed that was used for the random number generator.


José Pinheiro and Douglas Bates


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

See Also

lme, set.seed


orthSim <-
   simulate.lme(list(fixed = distance ~ age, data = Orthodont,
                     random = ~ 1 | Subject), nsim = 200,
                m2 = list(random = ~ age | Subject))

[Package nlme version 3.1-139 Index]