[R] Confidence Intervals for Mixed Effects
Spencer Graves
spencer.graves at pdf.com
Sun Nov 6 00:38:22 CET 2005
Are you familiar with "intervals" and "lme" in the nlme package?
These are documented in Pinheiro and Bates (2000) Mixed-Effects Models
in S and S-Plus (Springer). I'm not familiar with the algorithm, but if
it's different from Satterthwaite's method, I suspect that Prof. Bates
had a good reason for choosing something different. Since R is open
source, you could read the code and modify it to use Sattherthwaite and
compare the two side by side. The nlme package includes a
"simulate.lme" function, which you could use to compare the different
methods.
hope this helps.
spencer graves
Michel Friesenhahn wrote:
> I'm fairly new to R and am wondering if anybody knows of R code to
> calculate confidence intervals for parameters (fixed effects and variance
> components) from mixed effects models based on Sattherthwaite's method?
> I'm also interested in Satterthwaite-based confidence intervals for linear
> combinations (mostly sums) of various variance components.
>
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