[R] How to assess significance of random effect in lme4

[Doran, Harold]

These are the posterior variances of the random effects (I think more
properly termed "empirical" posteriors).  Your model apparently includes
three levels of random variation (commu, bcohort, residual). The first
are the variances associated with your commu random effect and the
second are the variances associated with the bcohort random effect.

Accessing either one would require

fm at bVar$commu or fm at bVar$bcohort

Obviously, replace "fm" with the name of your fitted model.

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Shige Song
Sent: Wednesday, August 17, 2005 7:50 AM
To: r-help at stat.math.ethz.ch
Subject: Re: [R] How to assess significance of random effect in lme4

Hi Harold,

Thanks for the reply. I looked at my outputs using str() as you
suggested, here is the part you mentioned:

  ..@ bVar     :List of 2
  .. ..$ commu  : num [1, 1, 1:29] 5e-10 5e-10 5e-10 5e-10 5e-10 ...
  .. ..$ bcohort: num [1, 1, 1:6] 1.05e-05 7.45e-06 6.53e-06 8.25e-06
7.11e-06 ...

where commu and bcohort are the two second-level units. Are these
standard errors? Why the second vector contains a series of different
numbers?

Thanks!

Shige

On 8/17/05, Doran, Harold <HDoran at air.org> wrote:
>  
> 
> You can extract the posterior variance of the random effect from the 
> bVar slot of the fitted lmer model. It is not a hidden option, but a 
> part of the fitted model. It just doesn't show up when you use
summary().
>  
>  Look at the structure of your object to see what is available using
str().
>  
>  However, your comment below seems to imply that it is incorrect for 
> lmer to report SDs instead of the standard error, which is not true. 
> That is a quantity of direct interest.
>  
>  Other multilevel programs report the same exact statistics (for the 
> most part). For instance, HLM reports the variances as well. If you 
> want the posterior variance of an HLM model you need to extract it.
> 
>  
>  
>  -----Original Message-----
>  From:   r-help-bounces at stat.math.ethz.ch on behalf of
> Shige Song
>  Sent:   Wed 8/17/2005 6:30 AM
>  To:     r-help at stat.math.ethz.ch
>  Cc:    
>  Subject:        [R] How to assess significance of random effect in
lme4
>  
>  Dear All,
>  
>  With kind help from several friends on the list, I am getting close.
>  Now here are something interesting I just realized: for random  
> effects, lmer reports standard deviation instead of standard error! Is

> there a hidden option that tells lmer to report standard error of  
> random effects, like most other multilevel or mixed modeling software,

> so that we can say something like "randome effect for xxx is  
> significant, while randome effect for xxx is not significant"? Thanks!
>  
>  Best,
>  Shige
>  
>  ______________________________________________
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