\documentclass{chapman}
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%%% keeps `sweave' from adding `\usepackage{Sweave}': DO NOT REMOVE
%\usepackage{Sweave}
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fontsize=\relsize{-1}}
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fontsize=\small}
\rawSinput
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\end{figure} }
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\DefineVerbatimEnvironment{Sinput}
{Verbatim}
{
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}
\newcommand{\numberSinput}{
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\newcommand{\rawSinput}{
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}
%%% R / System symbols
\newcommand{\R}{\textsf{R}}
\newcommand{\rR}{{R}}
\renewcommand{\S}{\textsf{S}}
\newcommand{\SPLUS}{\textsf{S-PLUS}}
\newcommand{\rSPLUS}{{S-PLUS}}
\newcommand{\SPSS}{\textsf{SPSS}}
\newcommand{\EXCEL}{\textsf{Excel}}
\newcommand{\ACCESS}{\textsf{Access}}
\newcommand{\SQL}{\textsf{SQL}}
%%\newcommand{\Rpackage}[1]{\hbox{\rm\textit{#1}}}
%%\newcommand{\Robject}[1]{\hbox{\rm\texttt{#1}}}
%%\newcommand{\Rclass}[1]{\hbox{\rm\textit{#1}}}
%%\newcommand{\Rcmd}[1]{\hbox{\rm\texttt{#1}}}
\newcommand{\Rpackage}[1]{\index{#1 package@\textit{#1} package}\textit{#1}}
\newcommand{\Robject}[1]{\texttt{#1}}
\newcommand{\Rclass}[1]{\index{#1 class@\textit{#1} class}\textit{#1}}
\newcommand{\Rcmd}[1]{\index{#1 function@\texttt{#1} function}\texttt{#1}}
\newcommand{\Roperator}[1]{\texttt{#1}}
\newcommand{\Rarg}[1]{\texttt{#1}}
\newcommand{\Rlevel}[1]{\texttt{#1}}
%%% other symbols
\newcommand{\file}[1]{\hbox{\rm\texttt{#1}}}
%%\newcommand{\stress}[1]{\index{#1}\textit{#1}}
\newcommand{\stress}[1]{\textit{#1}}
\newcommand{\booktitle}[1]{`#1'} %%'
%%% Math symbols
\newcommand{\E}{\mathsf{E}}
\newcommand{\Var}{\mathsf{Var}}
\newcommand{\Cov}{\mathsf{Cov}}
\newcommand{\Cor}{\mathsf{Cor}}
\newcommand{\x}{\mathbf{x}}
\newcommand{\y}{\mathbf{y}}
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\newcommand{\C}{\mathbf{C}}
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\newcommand{\X}{\mathbf{X}}
\newcommand{\B}{\mathbf{B}}
\newcommand{\V}{\mathbf{V}}
\newcommand{\I}{\mathbf{I}}
\newcommand{\D}{\mathbf{D}}
\newcommand{\bS}{\mathbf{S}}
\newcommand{\N}{\mathcal{N}}
\renewcommand{\P}{\mathsf{P}}
\usepackage{amstext}
%%% links
\usepackage{hyperref}
\hypersetup{%
pdftitle = {A Handbook of Statistical Analyses Using R},
pdfsubject = {Book},
pdfauthor = {Brian S. Everitt and Torsten Hothorn},
colorlinks = {true},
linkcolor = {blue},
citecolor = {blue},
urlcolor = {red},
hyperindex = {true},
linktocpage = {true},
}
%%% captions & tables
%% <FIXME>: conflics with figure definition in chapman.cls
%%\usepackage[format=hang,margin=10pt,labelfont=bf]{caption}
%% </FIMXE>
\usepackage{longtable}
\usepackage{rotating}
%%% R symbol in chapter 1
\usepackage{wrapfig}
%%% Bibliography
\usepackage[round,comma]{natbib}
\renewcommand{\refname}{References \addcontentsline{toc}{chapter}{References}}
\citeindexfalse
%%% texi2dvi complains that \newblock is undefined, hm...
\def\newblock{\hskip .11em plus .33em minus .07em}
%%% Example sections
\newcounter{exercise}[chapter]
\setcounter{exercise}{0}
\newcommand{\exercise}{\item{\stepcounter{exercise} Ex.
\arabic{chapter}.\arabic{exercise} }}
%% URLs
\newcommand{\curl}[1]{\begin{center} \url{#1} \end{center}}
%%% for manual corrections
%\renewcommand{\baselinestretch}{2}
%%% plot sizes
\setkeys{Gin}{width=0.95\textwidth}
%%% color
\usepackage{color}
%%% hyphenations
\hyphenation{drop-out}
%%% new bidirectional quotes need
\usepackage[utf8]{inputenc}
\begin{document}
%% Title page
\title{A Handbook of Statistical Analyses Using \R}
\author{Brian S. Everitt and Torsten Hothorn}
\maketitle
%%\VignetteIndexEntry{Chapter Analysing Longitudinal Data I}
%%\VignetteDepends{lme4}
\setcounter{chapter}{9}
\SweaveOpts{prefix.string=figures/HSAUR,eps=FALSE,keep.source=TRUE}
<<setup, echo = FALSE, results = hide>>=
rm(list = ls())
s <- search()[-1]
s <- s[-match(c("package:base", "package:stats", "package:graphics", "package:grDevices",
"package:utils", "package:datasets", "package:methods", "Autoloads"), s)]
if (length(s) > 0) sapply(s, detach, character.only = TRUE)
if (!file.exists("tables")) dir.create("tables")
if (!file.exists("figures")) dir.create("figures")
set.seed(290875)
options(prompt = "R> ", continue = "+ ",
width = 63, # digits = 4,
SweaveHooks = list(leftpar = function()
par(mai = par("mai") * c(1, 1.05, 1, 1))))
HSAURpkg <- require("HSAUR")
if (!HSAURpkg) stop("cannot load package ", sQuote("HSAUR"))
rm(HSAURpkg)
a <- Sys.setlocale("LC_ALL", "C")
book <- TRUE
refs <- cbind(c("AItR", "SI", "CI", "ANOVA", "MLR", "GLM",
"DE", "RP", "SA", "ALDI", "ALDII", "MA", "PCA",
"MDS", "CA"), 1:15)
ch <- function(x, book = TRUE) {
ch <- refs[which(refs[,1] == x),]
if (book) {
return(paste("Chapter~\\\\ref{", ch[1], "}", sep = ""))
} else {
return(paste("Chapter~\\\\ref{", ch[2], "}", sep = ""))
}
}
@
\pagestyle{headings}
<<ALDI-setup, echo = FALSE, results = hide>>=
library("Matrix")
library("lme4")
@
\chapter[Analysing Longitudinal Data I]{Analysing Longitudinal Data I:
Computerised Delivery of Cognitive
Behavioural Therapy--Beat the Blues \label{ALDI}}
\section{Introduction}
\section{Analysing Longitudinal Data}
\section{Analysis Using \R{}}
\begin{figure}
\begin{center}
<<ALDI-plot-BtheB, echo = TRUE, fig = TRUE, height = 4>>=
data("BtheB", package = "HSAUR")
layout(matrix(1:2, nrow = 1))
ylim <- range(BtheB[,grep("bdi", names(BtheB))],
na.rm = TRUE)
tau <- subset(BtheB, treatment == "TAU")[,
grep("bdi", names(BtheB))]
boxplot(tau, main = "Treated as usual", ylab = "BDI",
xlab = "Time (in months)", names = c(0, 2, 4, 6, 8),
ylim = ylim)
btheb <- subset(BtheB, treatment == "BtheB")[,
grep("bdi", names(BtheB))]
boxplot(btheb, main = "Beat the Blues", ylab = "BDI",
xlab = "Time (in months)", names = c(0, 2, 4, 6, 8),
ylim = ylim)
@
\caption{Boxplots for the repeated measures by treatment group for the
\Robject{BtheB} data. \label{ALDI:boxplots}}
\end{center}
\end{figure}
We shall fit both random intercept and random intercept and
slope models to the data including the baseline BDI values
(\Robject{pre.bdi}), \Robject{treatment} group,
\Robject{drug} and \Robject{length} as fixed effect covariates. Linear mixed
effects models are fitted in \R{} by using the \Rcmd{lmer} function
contained in the \Rpackage{lme4} package
\citep{PKG:lme4,HSAUR:PinheiroBates2000,HSAUR:Bates2005},
but an essential first step is to rearrange the data from the
`wide form' in which they appear in the \Robject{BtheB} data frame %%'
into the `long form' in which each separate repeated measurement %%'
and associated covariate values appear as a separate row in a
\Rclass{data.frame}.
This rearrangement can be made using the following code:
<<ALDI-long-BtheB, echo = TRUE>>=
data("BtheB", package = "HSAUR")
BtheB$subject <- factor(rownames(BtheB))
nobs <- nrow(BtheB)
BtheB_long <- reshape(BtheB, idvar = "subject",
varying = c("bdi.2m", "bdi.4m", "bdi.6m", "bdi.8m"),
direction = "long")
BtheB_long$time <- rep(c(2, 4, 6, 8), rep(nobs, 4))
@
such that the data are now in the form (here shown for the first three
subjects)
<<ALDI-showlong-BtheB, echo = TRUE>>=
subset(BtheB_long, subject %in% c("1", "2", "3"))
@
The resulting \Rclass{data.frame} \Robject{BtheB\_long} contains a number
of missing values
\index{Missing values}
and in applying the \Rcmd{lmer} function these
will be dropped. But notice it is only the missing values
that are removed, \stress{not} participants that have at least
one missing value. All the available data is used in the model
fitting process. The \Rcmd{lmer} function is used in a similar way to
the \Rcmd{lm} function met in Chapter~\ref{MLR}
with the addition of a random term to identify the source of the
repeated measurements, here \Robject{subject}. We can fit the two
models (\ref{ALDI:ModelA}) and (\ref{ALDI:ModelB}) and test which is most
appropriate using
<<ALDI-fit-BtheB, echo = TRUE>>=
library("lme4")
BtheB_lmer1 <- lmer(bdi ~ bdi.pre + time + treatment + drug +
length + (1 | subject), data = BtheB_long,
REML = FALSE, na.action = na.omit)
BtheB_lmer2 <- lmer(bdi ~ bdi.pre + time + treatment + drug +
length + (time | subject), data = BtheB_long,
REML = FALSE, na.action = na.omit)
anova(BtheB_lmer1, BtheB_lmer2)
@
%% <FIXME> summary() does not report p-values anymore: recompute or update the text!!! </FIXME>
\renewcommand{\nextcaption}{\R{} output of the linear mixed-effects model fit
for the \Robject{BtheB} data.
\label{ALDI-BtheB-summary}}
\SchunkLabel
<<ALDI-summary-BtheB, echo = TRUE>>=
summary(BtheB_lmer1)
@
\SchunkRaw
%%% <FIXME>
%%% The plot does not work in the vignette -> ranef-method for lmer is not
%%% found.
%%% </FIXME>
\bibliographystyle{LaTeXBibTeX/refstyle}
\bibliography{LaTeXBibTeX/HSAUR}
\end{document}