nlme                  package:nlme                  R Documentation

_N_o_n_l_i_n_e_a_r _M_i_x_e_d-_E_f_f_e_c_t_s _M_o_d_e_l_s

_D_e_s_c_r_i_p_t_i_o_n:

     This generic function fits a nonlinear mixed-effects model in the
     formulation described in Lindstrom and Bates (1990) but allowing
     for nested random effects. The within-group errors are allowed to
     be correlated and/or have unequal variances.

_U_s_a_g_e:

     nlme(model, data, fixed, random, groups, start, correlation, weights,
          subset, method, na.action, naPattern, control, verbose)

_A_r_g_u_m_e_n_t_s:

   model: a nonlinear model formula, with the response on the left of a
          '~' operator and an expression involving parameters and
          covariates on the right, or an 'nlsList' object.  If 'data'
          is given, all names used in the formula should be defined as
          parameters or variables in the data frame. The method
          function 'nlme.nlsList' is documented separately.

    data: an optional data frame containing the variables named in
          'model', 'fixed', 'random', 'correlation', 'weights',
          'subset', and 'naPattern'.  By default the variables are
          taken from the environment from which 'nlme' is called.

   fixed: a two-sided linear formula of the form 'f1+...+fn~x1+...+xm',
          or a list of two-sided formulas of the form 'f1~x1+...+xm',
          with possibly different models for different parameters. The
          'f1,...,fn' are the names of parameters included on the right
          hand side of 'model' and the 'x1+...+xm' expressions define
          linear models for these parameters (when the left hand side
          of the formula contains several parameters, they all are
          assumed to follow the same linear model, described by the
          right hand side expression). A '1' on the right hand side of
          the formula(s) indicates a single fixed effects for the
          corresponding parameter(s).

  random: optionally, any of the following: (i) a two-sided formula of
          the form 'r1+...+rn~x1+...+xm | g1/.../gQ', with 'r1,...,rn'
          naming parameters included on the right hand side of 'model',
          'x1+...+xm' specifying the random-effects model for these
          parameters and 'g1/.../gQ' the grouping structure ('Q' may be
          equal to 1, in which case no '/' is required). The random
          effects formula will be repeated  for all levels of grouping,
          in the case of multiple levels of grouping; (ii) a two-sided
          formula of the form 'r1+...+rn~x1+..+xm', a list of two-sided
          formulas of the form 'r1~x1+...+xm', with possibly different
          random-effects models for different parameters, a 'pdMat'
          object with a two-sided formula, or list of two-sided
          formulas (i.e. a non-'NULL' value for 'formula(random)'), or
          a list of pdMat objects with two-sided formulas, or lists of
          two-sided formulas. In this case, the grouping structure
          formula will be given in 'groups', or derived from the data
          used to fit the nonlinear mixed-effects model, which should
          inherit from class  'groupedData',; (iii) a named list of
          formulas, lists of formulas, or 'pdMat' objects as in (ii),
          with the grouping factors as names. The order of nesting will
          be assumed the same as the order of the order of the elements
          in the list; (iv) an 'reStruct' object. See the documentation
          on 'pdClasses' for a description of the available 'pdMat'
          classes. Defaults to 'fixed',  resulting in all fixed effects
          having also random effects.

  groups: an optional one-sided formula of the form '~g1' (single level
          of nesting) or '~g1/.../gQ' (multiple levels of nesting),
          specifying the partitions of the data over which the random
          effects vary. 'g1,...,gQ' must evaluate to factors in 'data'.
          The order of nesting, when multiple levels are present, is
          taken from left to right (i.e. 'g1' is the first level, 'g2'
          the second, etc.).

   start: an optional numeric vector, or list of initial estimates for
          the fixed effects and random effects. If declared as a
          numeric vector, it is converted internally to a list with a
          single component 'fixed', given by the vector. The 'fixed'
          component is required, unless the model function inherits
          from class 'selfStart', in which case initial values will be
          derived from a call to 'nlsList'. An optional 'random'
          component is used to specify initial values for the random
          effects and should consist of a matrix, or a list of matrices
          with length equal to the number of grouping levels. Each
          matrix should have as many rows as the number of groups at
          the corresponding level and as many columns as the number of
          random effects in that level.

correlation: an optional 'corStruct' object describing the within-group
          correlation structure. See the documentation of 'corClasses'
          for a description of the available 'corStruct' classes.
          Defaults to 'NULL', corresponding to no within-group
          correlations.

 weights: an optional 'varFunc' object or one-sided formula describing
          the within-group heteroscedasticity structure. If given as a
          formula, it is used as the argument to 'varFixed',
          corresponding to fixed variance weights. See the
          documentation on 'varClasses' for a description of the
          available 'varFunc' classes. Defaults to 'NULL',
          corresponding to homoscesdatic within-group errors.

  subset: an optional expression indicating the subset of the rows of
          'data' that should be used in the fit. This can be a logical
          vector, or a numeric vector indicating which observation
          numbers are to be included, or a  character  vector of the
          row names to be included.  All observations are included by
          default.

  method: a character string.  If '"REML"' the model is fit by
          maximizing the restricted log-likelihood.  If '"ML"' the
          log-likelihood is maximized.  Defaults to '"ML"'.

na.action: a function that indicates what should happen when the data
          contain 'NA's.  The default action ('na.fail') causes 'nlme'
          to print an error message and terminate if there are any
          incomplete observations.

naPattern: an expression or formula object, specifying which returned
          values are to be regarded as missing.

 control: a list of control values for the estimation algorithm to
          replace the default values returned by the function
          'nlmeControl'. Defaults to an empty list.

 verbose: an optional logical value. If 'TRUE' information on the
          evolution of the iterative algorithm is printed. Default is
          'FALSE'.

_V_a_l_u_e:

     an object of class 'nlme' representing the nonlinear mixed-effects
     model fit. Generic functions such as 'print', 'plot' and 'summary'
     have methods to show the results of the fit. See 'nlmeObject' for
     the components of the fit. The functions 'resid', 'coef',
     'fitted', 'fixed.effects', and 'random.effects'  can be used to
     extract some of its components.

_A_u_t_h_o_r(_s):

     Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates
     bates@stat.wisc.edu

_R_e_f_e_r_e_n_c_e_s:

     The model formulation and computational methods are described in
     Lindstrom, M.J. and Bates, D.M. (1990). The variance-covariance
     parametrizations are described in Pinheiro, J.C. and Bates., D.M.
     (1996).   The different correlation structures available for the
     'correlation' argument are described in Box, G.E.P., Jenkins,
     G.M., and Reinsel G.C. (1994), Littel, R.C., Milliken, G.A.,
     Stroup, W.W., and Wolfinger, R.D. (1996), and Venables, W.N. and
     Ripley, B.D. (1997). The use of variance functions for linear and
     nonlinear mixed effects models is presented in detail in Davidian,
     M. and Giltinan, D.M. (1995).  

     Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series
     Analysis: Forecasting and Control", 3rd Edition, Holden-Day. 

     Davidian, M. and Giltinan, D.M. (1995) "Nonlinear Mixed Effects
     Models for Repeated Measurement Data", Chapman and Hall.

     Laird, N.M. and Ware, J.H. (1982) "Random-Effects Models for
     Longitudinal Data", Biometrics, 38, 963-974.  

     Littel, R.C., Milliken, G.A., Stroup, W.W., and Wolfinger, R.D.
     (1996) "SAS Systems for Mixed Models", SAS Institute.

     Lindstrom, M.J. and Bates, D.M. (1990) "Nonlinear Mixed Effects
     Models for Repeated Measures Data", Biometrics, 46, 673-687.

     Pinheiro, J.C. and Bates., D.M.  (1996) "Unconstrained
     Parametrizations for Variance-Covariance Matrices", Statistics and
     Computing, 6, 289-296.

     Venables, W.N. and Ripley, B.D. (1997) "Modern Applied Statistics
     with S-plus", 2nd Edition, Springer-Verlag.

_S_e_e _A_l_s_o:

     'nlmeControl', 'nlme.nlsList', 'nlmeObject', 'nlsList',
     'reStruct', 'varFunc', 'pdClasses', 'corClasses', 'varClasses'

_E_x_a_m_p_l_e_s:

     fm1 <- nlme(height ~ SSasymp(age, Asym, R0, lrc),
                 data = Loblolly,
                 fixed = Asym + R0 + lrc ~ 1,
                 random = Asym ~ 1,
                 start = c(Asym = 103, R0 = -8.5, lrc = -3.3))
     summary(fm1)
     fm2 <- update(fm1, random = pdDiag(Asym + lrc ~ 1))
     summary(fm2)

