[R] Robust or Sandwich estimates in lmer2

[David Duffy]

Abdus Sattar <upsattar at yahoo.com> asked:

>
> I am trying to find the robust (or sandwich) estimates of the standard
> error of fixed effects parameter estimates using the package "lmer2".
>
Others have already pointed out that this is not implemented in lmer2.

You could try a delete-n jackknife, which you would have to implement
yourself. An ordinary delete-1 jackknife does not work for
clustered/correlated data.  This would also give you bias-corrected
point estimates.  I should add that, in the limited simulations I have
done (for Gaussian mixed model analysis of pedigree data), the jackknife
standard errors seemed a bit conservative (too big).

David Duffy.
-- 
| David Duffy (MBBS PhD)                                         ,-_|\
| email: davidD at qimr.edu.au  ph: INT+61+7+3362-0217 fax: -0101  /     *
| Epidemiology Unit, Queensland Institute of Medical Research   \_,-._/
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