[R] std error of the covariance matrix of random effects in lme4
Ron Burns
rrburns at cox.net
Sun Feb 15 23:58:09 CET 2009
Are the standard errors of the covariance matrix elements for the random
effects in lme4 (lmer) available. That is,
R using lme4 function lmer gives me
Random effects:
Groups Name Variance Std.Dev. Corr
id (Intercept) 0.636 0.797
time 0.155 0.394 -0.227
Residual 0.337 0.581
while e.g. SAS also provides the SE (and additional values calculated
using it)
Covariance Parameter Estimates
Standard Z
Cov Parm Subject Estimate Error Value Pr Z
UN(1,1) ID 0.6244 0.1481 4.22 <.0001
UN(2,1) ID -0.06844 0.07008 -0.98 0.3288
UN(2,2) ID 0.1512 0.05647 2.68 0.0037
Residual 0.3373 0.05268 6.40 <.0001
It is the results in column Standard Error that I am looking for from
lme4 (or perhaps another R mixed effects package)
or a pointer to the method for calculating them.
Thanks in advance for any help.
Ron Burns
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