nlme:使用CSH协方差模型拟合混合模型

时间:2017-04-13 00:07:40

标签: r nlme

我正在尝试使用nlme软件包在R中使用重复测量(MMRM)模型拟合混合模型。

数据结构如下:   每个患者属于三组之一(grp)并被分配到治疗组(trt)。   在6次就诊(访视)期间测量患者结果(y)。

我想在不同的访问中使用具有异构方差的复合对称模型(如SAS的PROC MIXED的CSH类型,https://support.sas.com/documentation/cdl/en/statug/63347/HTML/default/viewer.htm#statug_mixed_sect020.htm)。

为此,我使用lme中的相关参数将相关结构设置为CS(corCompSymm)和权重参数,因此方差是访问的函数。

我也尝试过访问corCompSymm本身的form参数。

我遇到的问题:无论我是否在 lme 的调用中设置权重参数,我都会得到相同的结果(换句话说,我似乎得到了CS模型而不是CSH模型。)

执行下面的代码,你会注意到模型参数估计的协方差矩阵的对角线是相同的,无论使用什么模型表明重量参数被忽略。

remove(list = objects())
library(nlme)

set.seed(55)

npatients     = 200; 
nvisits       = 6;

#---
# Generate some data:
subject_table = data.frame(subject = sprintf("S%03d", 1:npatients),
                           trt     = sample(x = c("P", "D"),       replace = T, size = npatients),
                           grp     = sample(x = c("A", "B", "C"),  replace = T, size = npatients))
subject_table = merge(subject_table, 
                      data.frame(visit.number = 1:6))
subject_table = transform(subject_table, 
                          visit = sprintf("V%02d", visit.number),
                          y     = rnorm(nrow(subject_table), mean = 0, sd = visit.number^2))
subject_table = transform(subject_table, 
                          visit   = factor(visit),
                          subject = factor(subject, ordered = T, levels =     sort(unique(as.character(subject)))),
                          grp     = factor(grp),
                          trt     = factor(trt))
#---
# Fit MMRM model to data using nlme
cs_model       = lme(y ~ trt*visit*grp,                              # fixed     effects 
                     random      = ~1|subject,                       # random effects 
                     data        = subject_table,                    # data
                     correlation = corCompSymm(form=~1|subject))     # CS correlation matrix within patient

csh_model_v1   = lme(y ~ trt*visit*grp,                              # fixed effects 
                     random      = ~1|subject,                       # random effects 
                     data        = subject_table,                    # data
                     weights     = varIdent(~1|visit),               # different "weight" within each visit (I think)
                     correlation = corCompSymm(form=~1|subject))     # CS correlation matrix within patient

csh_model_v2   = lme(y ~ trt*visit*grp,                              # fixed effects 
                     random      = ~1|subject,                       # random effects 
                     data        = subject_table,                    # data
                     weights     = varIdent(~visit|subject),         # different "weight" within each visit (I think)
                     correlation = corCompSymm(form=~1|subject))     # CS correlation matrix within patient

csh_model_v3   = lme(y ~ trt*visit*grp,                              # fixed effects 
                     random      = ~1|subject,                       # random effects 
                     data        = subject_table,                    # data
                     correlation = corCompSymm(form=~visit|subject)) # CS correlation matrix within patient

diag(vcov(cs_model))
diag(vcov(csh_model_v1))
diag(vcov(csh_model_v2))
diag(vcov(csh_model_v3))

问题:   如何让nlme为不同的访问拟合不同的方差参数?

1 个答案:

答案 0 :(得分:2)

在几个死胡同之后,似乎问题是确保在对varIdent的调用中设置了正确的参数。

正确的做法似乎是:

.html()

看起来一样,但请注意,传递给varIdent的参数被明确标识为" form"。如果这被解释为其他任何方式,我曾预料会发生崩溃,但我错了。