[R] lme4, GLMM, var-cov matrix of fixed effects

[Renaud Lancelot]

Dear all,

1. How do I compute the fixed-effects var-cov matrix from a GLMM object 
(lme4 package) fitted with the Laplace method?

details: the vcov method for GLMM objects does not seem to work in this 
case: returns a 0 * 0 matrix:

 > fm1 <- GLMM(immun ~ kid2p + mom25p + ord,
+          family = binomial, data = guImmun, random = ~ 1 | comm, 
method = "Laplace")
Using optimizer nlm

 > fm1
Generalized Linear Mixed Model

Family: binomial family with logit link
Fixed: immun ~ kid2p + mom25p + ord
Data: guImmun
  log-likelihood:  -1400.842
Random effects:
      Groups        Name    Variance    Std.Dev.
        comm (Intercept)     0.61621     0.78499
# of obs: 2159, groups: comm, 161

Estimated scale (compare to 1)  0.9702206

Fixed effects:
              Estimate Std. Error z value  Pr(>|z|)
(Intercept) -0.970969   0.162467 -5.9764 2.281e-09
kid2pY       0.991837   0.119242  8.3178 < 2.2e-16
mom25pY     -0.052423   0.129561 -0.4046    0.6858
ord23       -0.094408   0.140715 -0.6709    0.5023
ord46        0.040217   0.167089  0.2407    0.8098
ord7p        0.013805   0.206611  0.0668    0.9467
      (Intercept)    kid2pY     mom25pY       ord23      ord46      ord7p
[1,]   -0.970969 0.9918369 -0.05242273 -0.09440838 0.04021697 0.01380546

 > vcov(fm1)
<0 x 0 matrix>

#############

2. Is it relevant and efficient to use this var-cov matrix to perform 
Wald-like tests for the significance of one or more fixed effects ?


version information:

# R         _
platform i386-pc-mingw32
arch     i386
os       mingw32
system   i386, mingw32
status
major    2
minor    0.0
year     2004
month    10
day      04
language R

# lme4
Package:       lme4
Version:       0.6-9
Date:          2004-10-04

# Matrix
Package:       Matrix
Version:       0.8-15
Date:          2004-10-02

#########

Thanks,

Renaud


-- 
Dr Renaud Lancelot, vétérinaire
C/0 Ambassade de France - SCAC
BP 834 Antananarivo 101 - Madagascar

e-mail: renaud.lancelot at cirad.fr
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