[R] Multilevel modeling using R

ronggui ronggui.huang at gmail.com
Tue Mar 17 08:04:54 CET 2009


If you want to know how to calculate the CI, you can study the code of
this function. You can access the code by nlme:::intervals.lme.

Best

2009/3/17 WONG, Ka Yau <kayau at ied.edu.hk>:
>            No standard deviation of variable in the random effect is
> provided. How to construct CI?
>
> Best Regards,
> Tommy
> Research Assistant of HKIEd
> ________________________________
> From: ronggui [mailto:ronggui.huang at gmail.com]
> Sent: 17/3/2009 [Tue] 14:10
> To: WONG, Ka Yau
> Cc: r-help at r-project.org
> Subject: Re: [R] Multilevel modeling using R
>
> You can use intervals to get the Confidence intervals of fixed and
> random effects.
>
> Best
>
> 2009/3/17 WONG, Ka Yau <kayau at ied.edu.hk>:
>> Dear All,
>>
>>         I use R to conduct multilevel modeling. However, I have a problem
>> about the interpretation of random effect. Unlike the variables in fixed
>> effects, the variables in random effects have not shown the p-value, so I
>> don't know whether they are significant or not? I want to obtain this figure
>> to make the decision.  Thanks a lot!
>>
>> Below is the syntax and output of my program:
>>
>> library(nlme)
>> dataset <- read.csv("d:/dataset.csv")
>> lme11 <- lme(Overall~1, random=~1|School, method="ML", data=dataset)
>> summary(lme11)
>>
>> Linear mixed-effects model fit by maximum likelihood
>> Data: dataset
>>       AIC      BIC   logLik
>>  12637.06 12656.27 -6315.53
>>
>> Random effects:
>>  Formula: ~1 | School
>>                (Intercept)  Residual
>> StdDev:   0.2912031 0.9894488        (<-- No p-value)
>>
>> Fixed effects: Overall ~ 1
>>                      Value      Std.Error      DF     t-value     p-value
>> (Intercept) 0.7755495 0.06758038 4444 11.47596       0            (<--
>> Have p-value)
>>
>> Standardized Within-Group Residuals:
>>          Min                  Q1                Med                Q3
>>              Max
>> -3.797466473 -0.661750231 -0.007874993  0.652625939  3.549169733
>>
>> Number of Observations: 4464
>> Number of Groups: 20
>>
>>
>> Best Regards,
>> Tommy
>> Research Assistant of HKIEd
>>
>>        [[alternative HTML version deleted]]
>>
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>> and provide commented, minimal, self-contained, reproducible code.
>>
>
>
>
> --
> HUANG Ronggui, Wincent
> Tel: (00852) 3442 3832
> PhD Candidate
> Dept of Public and Social Administration
> City University of Hong Kong
> Home page: http://asrr.r-forge.r-project.org/rghuang.html
>
> A sociologist is someone who, when a beautiful women enters the room
> and everybody look at her, looks at everybody.
>
>



-- 
HUANG Ronggui, Wincent
Tel: (00852) 3442 3832
PhD Candidate
Dept of Public and Social Administration
City University of Hong Kong
Home page: http://asrr.r-forge.r-project.org/rghuang.html

A sociologist is someone who, when a beautiful women enters the room
and everybody look at her, looks at everybody.




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