[R] prediction intervals from a mixed-effects models?

[Gregory Warnes]

On Apr 13, 2008, at 1:41PM , Dieter Menne wrote:
> Spencer Graves <spencer.graves <at> pdf.com> writes:
>
>>
>>       How can I get prediction intervals from a mixed-effects model?
>> Consider the following example:
>>
>> library(nlme)
>> fm3 <- lme(distance ~ age*Sex, data = Orthodont, random = ~ 1)
>> df3.1 <- with(Orthodont, data.frame(age=seq(5, 20, 5),
>>                     Subject=rep(Subject[1], 4),
>>                     Sex=rep(Sex[1], 4)))
>> predict(fm3, df3.1, interval='prediction')
>> #      M01      M01      M01      M01
>> # 22.69012 26.61199 30.53387 34.45574
>>
>> # NOTE:  The 'interval' argument to the 'predict' function was  
>> ignored.
>> # It works works for an 'lm' object, but not an 'lme' object.
>>
>
> In theory, ci from gmodels should work
>
> library(gmodels)
> ci(df3.1)
>
>
> However, I get an error message. I will forward this to Greg to let  
> him check if
> I did something stupid.

gmodels::ci() will give confidence intervals for the fixed effects via

	ci(fm3)

ci() won't generate prediction intervals for individual parameters,  
and according to

	?predict.lme

it won't either.

-Greg



>
> Dieter
>
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