File: devfun2.Rd

package info (click to toggle)
lme4 2.0-1-1
  • links: PTS, VCS
  • area: main
  • in suites: forky, sid
  • size: 6,860 kB
  • sloc: cpp: 2,543; makefile: 2
file content (59 lines) | stat: -rw-r--r-- 2,303 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
\name{devfun2}
\alias{devfun2}
\title{Deviance Function in Terms of Standard Deviations/Correlations}
\description{
  The deviance is profiled with respect to the fixed-effects
  parameters but not with respect to sigma; that is, the
  function takes parameters for the variance-covariance parameters
  and for the residual standard deviation.  The random-effects
  variance-covariance parameters are on the standard deviation/correlation
  scale, not the theta (Cholesky factor) scale.
}
\usage{
devfun2(fm, useSc = if(isLMM(fm)) TRUE else NA,
        scale = c("sdcor", "varcov"), ...)
}
\arguments{
  \item{fm}{a fitted model inheriting from  class \code{"\linkS4class{merMod}"}.}
  \item{useSc}{(\code{\link{logical}}) indicating whether a scale parameter
    has been in the model or should be used.}% FIXME, see also ../R/profile.R
  \item{scale}{a character string indicating the scale of the argument
    of the deviance function.}
  \item{\dots}{
    arguments passed to the internal \code{profnames} function
    (\code{signames=TRUE} to use old-style \code{.sigxx names},
    \code{FALSE} uses (sd_cor|xx);
    also \code{prefix=c("sd","cor")})
  }
}
\value{
  Returns a function that takes a vector of standard deviations and
  correlations and returns the deviance (or REML criterion).  The
  function has additional attributes
  \describe{
    \item{optimum}{a named vector giving the parameter values
      at the optimum}
    \item{basedev}{the deviance at the optimum, (i.e., \emph{not} the
      REML criterion).}
    \item{thopt}{the optimal variance-covariance parameters on the
      \dQuote{theta} (Cholesky factor) scale}
    \item{stderr}{standard errors of fixed effect parameters}
  }
}
\note{
 Even if the original model was fitted using \code{REML=TRUE} as by default
 with \code{\link{lmer}()}, this returns the deviance, i.e., the objective
 function for maximum (log) likelihood (ML).

 For the REML objective function, use \code{\link{getME}(fm, "devfun")}
 instead.
}
\examples{
m1 <- lmer(Reaction~Days+(Days|Subject),sleepstudy)
dd <- devfun2(m1, useSc=TRUE)
pp <- attr(dd, "optimum")
## extract variance-covariance and residual std dev parameters
sigpars <- pp[grepl("^\\\\.sig", names(pp))]
all.equal(unname(dd(sigpars)),deviance(refitML(m1)))
}
\keyword{utilities}