Bug in nlme::lme with fixed sigma and REML estimation

About one year ago, the nlme package introduced a feature that allowed the user to specify a fixed value for the residual variance in linear mixed effect models fitted with lme(). This feature is interesting to me because, when used with the varFixed() specification for the residual weights, it allows for estimation of a wide variety of meta-analysis models, including basic random effects models, bivariate models for estimating effects by trial arm, and other sorts of multivariate/multi-level random effects models.

Simulation studies in R (Fall, 2016 version)

In today’s Quant Methods colloquium, I gave an introduction to the logic and purposes of Monte Carlo simulation studies, with examples written in R. Here are the slides from my presentation. You can find the code that generates the slides here. Here is my presentation on the same topic from a couple of years ago. David Robinson’s blog has a much more in-depth discussion of beta-binomial regression. The data I used is from Lahman’s baseball database.

Bug in nlme::getVarCov

I have recently been working to ensure that my clubSandwich package works correctly on fitted lme and gls models from the nlme package, which is one of the main R packages for fitting hierarchical linear models. In the course of digging around in the guts of nlme, I noticed a bug in the getVarCov function. The purpose of the function is to extract the estimated variance-covariance matrix of the errors from a fitted lme or gls model.

Assigning after dplyr

Hadley Wickham’s dplyr and tidyr packages completely changed the way I do data manipulation/munging in R. These packages make it possible to write shorter, faster, more legible, easier-to-intepret code to accomplish the sorts of manipulations that you have to do with practically any real-world data analysis. The legibility and interpretability benefits come from using functions that are simple verbs that do exactly what they say (e.g., filter, summarize, group_by) and chaining multiple operations together, through the pipe operator %>% from the magrittr package.