[R] conf int mixed effects

Douglas Bates bates at stat.wisc.edu
Thu Nov 13 16:10:31 CET 2003

Joerg Schaber <Joerg.Schaber at uv.es> writes:

> I have a linear mixed-effects model object and want to extract the 95%
> confidence intervals for the fixed and random effects, respectively. I
> found the function intervals() for confidence intervals for the fixed
> effects but no corresponding function for the random effects. Does it
> exist or do I have to calculate the confidence intervals for the
> random effects myself?

You have to calculate them yourself, partly because it is not clear
what such an interval should be.  Technically, the random effects are
not parameters and defining a "confidence interval" on a random
variable that is part of the model is, at the very least, awkward.

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