[R] storing the estimates from lmer

Dieter Menne dieter.menne at menne-biomed.de
Mon Jul 17 16:26:35 CEST 2006


Douglas Bates <bates <at> stat.wisc.edu> writes:
.....

> I encourage users of lmer who wish to determine the precision of the
> estimates of the variance components to create a Markov chain Monte
> Carlo sample of the parameters and evaluate the HPDintervals.
> 
> > sm1 <- mcmcsamp(fm1, 50000)
> > library(coda)
> Warning message:
> use of NULL environment is deprecated
> > HPDinterval(sm1)
>                           lower        upper
> (Intercept)         236.6518363  266.5465536
> Days                  7.0136243   13.8947993
> log(sigma^2)          6.2550082    6.7295329
> log(Sbjc.(In))        5.4928205    7.5751372
> log(Sbjc.Days)        2.8197523    4.6337518
> atanh(Sbj.(I).Dys)   -0.6988632    0.9836688
> deviance           1752.5158501 1766.6461469
> attr(,"Probability")
> [1] 0.95
> 


And DB wrote in 
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/76742.html

"Evaluating entire terms is more difficult but you can always calculate the F
ratio and put a lower bound on the denominator degrees of freedom."

As a mcmc-challenged subject, it would be nice if someone could provide an
example for this; or how to get CI estimates for an arbitrary contrast with
mcmcsamp.

Dieter



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