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
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;