与lmer和lme对象的texreg - 差异不同

时间:2015-08-18 13:41:10

标签: r lme4 nlme texreg

民间, 我试图打印一个包含差异的lmer(){nlme}和lme(){lme4}模型的{texreg}表。然而,两种模型(几个数量级)之间的差异显着不同。似乎lme()方差是lmer()方差的平方根。哪些是正确的?

library(plm)
library(lme4)
library(nlme)
library(texreg)
data("Grunfeld", package="plm")
reML0   <-lmer(inv ~ value + capital + (1|firm), data=Grunfeld)
reML1   <- lme(inv ~ value + capital, data=Grunfeld, random=~1|firm)
screenreg(list(reML0, reML1), digits=3, include.variance=TRUE)

========================================================
                            Model 1        Model 2      
--------------------------------------------------------
(Intercept)                   -57.864 *      -57.864    
                              (29.378)       (29.378)   
value                           0.110 ***      0.110 ***
                               (0.011)        (0.011)   
capital                         0.308 ***      0.308 ***
                               (0.017)        (0.017)   
--------------------------------------------------------
AIC                          2205.851       2205.851    
Num. obs.                     200            200        
Num. groups: firm              10                       
Variance: firm.(Intercept)   7366.992                   
Variance: Residual           2781.426                   
Num. groups                                   10        
sigma                                         52.739    
sigma. RE                                     85.831    
========================================================
*** p < 0.001, ** p < 0.01, * p < 0.05

1 个答案:

答案 0 :(得分:2)

很明显,它为模型1报告了方差,为模型2报告了sigma。方差是sigma平方,所以问题的答案是&#34;两者都是&#34;