Extracting covariance matrices from lme
This function extracts the full covariance matrices from a mixed/hierarchical linear model fit using lme
.
extract_design(b)
b
: a fitted model object of class lme
.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.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 .
Adam Loy loyad01@gmail.com