Extracting covariance matrices from lme

Source: R/utility_functions.R

This function extracts the full covariance matrices from a mixed/hierarchical linear model fit using lme.

extract_design(b)

Arguments

b

a fitted model object of class lme.

Value

A list of matrices is returned.

  • D contains the covariance matrix of the random effects.

  • V contains the covariance matrix of the response.

  • X contains the fixed-effect model matrix.

  • Z contains the random-effect model matrix.

References

This method has been adapted from the method mgcv::extract.lme.cov in the mgcv package, written by Simon N. Wood simon.wood@r-project.org.

Author

Adam Loy loyad01@gmail.com