[R] within group variance of the coeficients in LME

[J.R. Lockwood]

> 
> 	Dear listers, 
> 
> 	I can't find the variance or se of the coefficients in a multilevel model 
> 	using lme. 
> 

The component of an lme() object called "apVar" provides the estimated
asymptotic covariance matrix of a particular transformation of the
variance components. Dr. Bates can correct me if I'm wrong but I
believe it is the matrix logarithm of Cholesky decomposition of the
covariance matrix of the random effects.  I believe the details are in
the book by Pinheiro and Bates.  Once you know the transformation you
can use the "apVar" elements to get estimated asympotic standard
errors for your variance components estimates using the delta method.

J.R. Lockwood
412-683-2300 x4941
lockwood at rand.org
http://www.rand.org/methodology/stat/members/lockwood/