[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

More information about the R-help mailing list