[R] within group variance of the coeficients in LME

[Douglas Bates]

"Andrej Kveder" <andrejk at zrc-sazu.si> writes:

> I would appreciate your reflection on the following. I need a quantitative
> figure to evaluate weather the covariate varies across second level units in
> the process of simulation. Of course I will be running thousands of them and
> would need to program the condition in code. In one of the previous
> questions to the group dr. Bates suggested to use the CI estmates, however
> he warned me about their very conservative nature (I got the same tip from
> the book). I thought about using the lower bound of the CI as an estimate
> with the rule "if above 0 then the covariate varies". Would that be a sound
> think to do? Do you have any other suggestions? I would really appreciate
> the feedback.

I don't think that will work.  The confidence intervals are evaluated
from the standard error on the scale of the logarithm of the standard
deviation then transformed back to the standard deviation or variance
scale.  The lower end point on the standard deviation or variance
scale will always be greater than zero.