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List:       r-help
Subject:    [R] information matrix in random effects model
From:       Ingmar Visser <I.Visser () uva ! nl>
Date:       2005-10-31 13:38:08
Message-ID: BF8BDCD0.9ED3%I.Visser () uva ! nl
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I use the lme function from the nlme library (or alternatively from the
Matrix library) to estimate a random effects model. Both functions return
the covariance matrix of the estimated parameters. I have the following
question: 
Is it possible to retrieve the information matrix of such a model (ie from
the fitted object)? In particular, the information matrix can be computed as
a sum of individual contributions:
Sum_i H_i = H,
where H_i are the contributions of each case to the Hessian matrix H.
Are these individual contributions computed somewhere in either of the
functions to estimate random effects models, and is it possible to extract
them somehow from the fitted objects?

ingmar
-- 
Ingmar Visser
Department of Psychology
Roetersstraat 15 (building A room 1009)
1018 WB Amsterdam
tel.: +31-20-5256735

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