[R] conf int mixed effects

Joerg Schaber Joerg.Schaber at uv.es
Thu Nov 13 16:49:34 CET 2003

  I naively thought when I can give estimates of the random effects I 
should also be able to calculate confidence levels of these estimates 
(that's what statistics is about, isn't it?)
For example, similar to the fixed case, I can calculate a 
variance-covariance matrix (C) for the random effects (e.g. following 
Hemmerle and Hartley,TECHNOMETRICS 15 (4): 819-831 1973) and using the 
t-value for the given confidence level and degrees of freedom (t), I can 
estimate confidence intervals for random effect i (r[i]) as something 
like r[i] +- t*sqrt(C[i][i]).
What does the statistician say?

Douglas Bates wrote:

>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.

Jörg Schaber
Instituto Cavanilles de Biodiversidad y Biologia Evolutiva
Universidad de Valencia               Tel.: ++34 96 354 3666
A.C. 22085                            Fax.: ++34 96 354 3670
46071 Valencia, España                email : jos at uv.es

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