varcompci(varcompci)
varcompci()所属R语言包:varcompci
Confidence Intervals for Variance Components of Mixed Models
混合模型方差分量的置信区间。
译者:生物统计家园网 机器人LoveR
描述----------Description----------
This R package would fit a saturated ANOVA model to the data and provide an ANOVA table as well as estimates and confidence intervals for the variance components for any balanced and unbalanced mixed effects model involving five or fewer factors.
该R的数据包将适合的饱和方差分析模型,并提供了一个方差分析表,以及任何平衡和非平衡混合效应模型,涉及五个或更少的因素方差分量的估计和区间估计。
用法----------Usage----------
varcompci(dsn, response, totvar, Matrix, alpha, report = FALSE, sasnames = FALSE, ...)
参数----------Arguments----------
参数:dsn
Data Set Name (REQUIRED).
数据集名称(必需)。
参数:response
Name of the response variable (REQUIRED)
response变量名称(必填)
参数:totvar
Build confidence intervals on individual components of variance, according to Burdick and Graybill (1992) methodology.
建筑置信区间的方差的各个组成部分上,根据Burdick和Graybill(1992)的方法。
参数:Matrix
Matrix that indicate the crossing(0) and nesting(1) relationships between the independent variables and whether each variable is fixed(0) or random(1) (REQUIRED).
矩阵,表明隧道(0)和嵌套(1)独立变量之间的关系,以及是否每个变量是固定的(0)或随机(1)()。
参数:alpha
alpha=0.025 (default), gives a confidence interval at the 95% confidence level.
alpha=0.025(默认),给出了在95%的置信水平下的置信区间。
参数:report
report= FALSE (default). If your computer have installed LaTeX, the option (report=TRUE) export the results into PDF format.
report= FALSE(默认)。如果您的计算机已经安装了LaTeX的,(report=TRUE)结果导出成PDF格式的选项。
参数:sasnames
sasnames= FALSE (default). This option is about NESTED DESIGNS notation. Suppose a two-way ANOVA with factor B nested within factor A, the option sasnames=TRUE, set up the ANOVA table with B(A) in the design notation.
sasnames= FALSE(默认)。此选项是关于嵌套的设计符号。假设一个双向ANOVA因素嵌套在B因子A,选项sasnames=TRUE,成立的方差分析表B(A)的设计符号。
参数:...
currently not used.
目前未使用。
Details
详细信息----------Details----------
Users must pay close attention to Matrix argument. This matrix is a data set (in matrix form) of 0's and 1's that indicates the crossing and nesting relationships between the independent variables and whether each variable is fixed or random.
用户必须密切注意Matrix argument。这个矩阵是一个数据集(以矩阵形式)的0和1,表明交叉和嵌套的独立变量之间的关系和每个变量是否是fixed或random。
This data set should correspond to a square matrix whose dimension is the number of independent variables, and the rows and columns should be ordered according to order used in data set.
该数据集应该对应一个方阵,其尺寸为独立变量的数量,应当责令按照顺序使用数据集的行和列。
In order to indicate that variable i is fixed, the [i,i] entry of the matrix should be 0.
为了表示该变量ifixed,我,我]矩阵的条目应为0。
In order to indicate that variable j is random, the [j,j] entry of the matrix should be 1.
为了表示该变量j是random中,[J,J]矩阵的条目应为1。
If variable j is nested in variable i, then the [i,j] entry of the matrix should be 1. Note that the [j,i] entry should remain as a 0.
如果变量j是nested的变量i,然后在[I,J]矩阵的条目应为1。请注意[J]进入应保持为0。
If variables i and j are crossed, then [i,j] entry (and the [j,i] entry) of the matrix should be 0.
如果变量i和j是crossed,然后按[我,J]条目(和[J,I]项)的矩阵应该是0。
值----------Value----------
Returns a class object that contains 7 slots varcompciC. They are:<br> -EMS, the matrix of Expected Mean Square in a nice format for interpretation.<br> -ANOVA, the Anova table of a mixed model like SAS type III ANOVA (PROC MIXED).<br> -Meansq, a matrix that contains the Means Squares of all the factors (random or fixed).<br> -variance, contains the variance estimation of the random effects.<br> -aic, numeric value with the corresponding AIC (Akaike information criterion).<br> -bic, a numeric value, just a variation of AIC.<br> -CI, the confidence interval of the variance estimation from the random effects according (Burdick and Graybill, 1992).<br>
返回一个Class对象,它包含7个插槽varcompciC。它们分别是:参考EMS,矩阵的预期均方解释为在一个不错的格式。参考 - 方差分析,方差分析表中的混合模式,如SAS III型ANOVA(PROC MIXED)。参考Meansq ,一个矩阵,它包含的所有因素(随机或固定)的手段广场。<BR>方差,包含了随机效应的方差估计的。<BR>-AIC,数值与相应的AIC(Akaike信息准则) 。<BR>-BIC,一个数值,只是一个变化。参考AIC-CI,根据(Burdick和Graybill,1992)的随机效应的方差估计的置信区间。<BR>
(作者)----------Author(s)----------
Civit, S., Vilardell, M., Hess, A., Matthew, Z., Ge, Y., Caballe, A.
参考文献----------References----------
statistical software
参见----------See Also----------
Classes : varcompciC <br>
职业:varcompciC参考
实例----------Examples----------
y<-rnorm(12,sd=1)
X<-data.frame(b=factor(sample(c(1,2), 12, replace=TRUE)),
c=factor(sample(c(1,2), 12, replace=TRUE)))
cbind(X,y)
totvar=c("b","c")
Matrix=matrix(cbind(c(1,0),c(1,1)),ncol=2)
response="y"
dsn="X"
x<-varcompci(dsn=dsn,response=response, totvar=totvar, Matrix=Matrix)
#Applying the varcompci function to get an ANOVA for the nested model;[应用varcompci功能嵌套模型的方差分析;]
summary(x)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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