[R] storing the estimates from lmer
Göran Broström
goran.brostrom at gmail.com
Mon Jul 17 19:59:31 CEST 2006
On 7/15/06, Douglas Bates <bates at stat.wisc.edu> wrote:
> Hi Spencer,
[....]
> <rant>
> Some software, notably SAS PROC MIXED, does produce standard errors
> for the estimates of variances and covariances of random effects. In
> my opinion this is more harmful than helpful. The only use I can
> imagine for such standard errors is to form confidence intervals or to
> evaluate a z-statistic or something like that to be used in a
> hypothesis test. However, those uses require that the distribution of
> the parameter estimate be symmetric, or at least approximately
> symmetric, and we know that the distribution of the estimate of a
> variance component is more like a scaled chi-squared distribution
> which is anything but symmetric.
You should add ..."when the true value of the variance is (close to)
zero", I guess. Or does not standard asymptotic ML theory apply to
these models? BTW, what is a
"scaled chi-squared distribution"?
Göran
More information about the R-help
mailing list