[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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