Yes, it is a different issue. ranef() extracts the empirical Bayes estimates, which are the empirical posterior modes. The bVar slot holds the corresponding posterior variances of these modes. 

Technically, (according to D. Bates) the values in the bVar slot are the the diagonal elements of 
(Z'Z+\Omega)^{-1}.

The original post was asking how to test and compare a specific random effect, not a general assessment of how much information is provided by the data via LRT. 

Shige asked how to test whether a specific EB estimate is different than some other value.
LRT doesn't answer this question, but the values in the bVar slot do.


-----Original Message-----
From:	Spencer Graves [mailto:spencer.graves@pdf.com]
Sent:	Wed 8/17/2005 10:08 PM
To:	Doran, Harold
Cc:	Shige Song; r-help@stat.math.ethz.ch
Subject:	Re: [R] How to assess significance of random effect in lme4

	  Is there some reason you are NOT using "anova", as in "Examples" 
section of "?lmer"?

	  Permit me to summarize what I know about this, and I'll be pleased if 
someone else who thinks they know different would kindly enlighten me 
and others who might otherwise be misled if anything I say is 
inconsistent with the best literature available at the moment:

	  1.  Doug Bates in his PhD dissertation and later in his book with Don 
Watts (1988) Nonlinear Regression Analysis and Its Applications (Wiley) 
split approximation errors in nonlinear least squares into "intrinsic 
curvature" and "parameter effects curvature".  He quantified these two 
problems in the context of roughly three dozen published examples, if my 
memory is correct, and found that in not quite all cases, the parameter 
effects were at least an order of magnitude greater than the intrinsic 
curvature.

	  2.  In nonnormal situations, maximum likelihood is subject to more 
approximation error -- intrinsic curvature -- than "simple" nonlinear 
least squares.  However, I would expect this comparison to still be 
fairly accurate, even if the differences may not be quite as stark.

	  3.  The traditional use of "standard errors" to judge statistical 
significance is subject to both intrinsic and parameter effects errors, 
while likelihood ratio procedures such as anova are subject only to the 
intrinsic curvature (assuming there are no substantive problems with 
nonconvergence).  Consequently, to judge statistical significance of an 
effect, anova is usually substantially better than the so-called Wald 
procedure using approximate standard errors, and is almost never worse. 
  If anyone knows of a case where this is NOT true, I'd like to know.

	  4.  With parameters at a boundary as with variance components, the 
best procedure seems to double the p-value from a nested anova (unless 
the reported p-value is already large).  This is because the 
2*log(likelihood ratio) in such cases is roughly a 50-50 mixture of 0 
and chi-square(1) [if testing only 1 variance component parameter]. 
This is supported by a substantial amount of research, including 
simulations discussed in a chapter in Pinheiro and Bates (2000) 
Mixed-Effects Models in S and S-Plus (Springer).  The may be more 
accurate procedures available in the literature, but none so simple as 
this as far as I know.

	  Comments?
	  spencer graves
p.s.  It looks like fm@bVars is a list containing vectors of length 29 
and 6 in your example.  I don't know what they are, but I don't see how 
they can be standard errors in the usual sense.

Doran, Harold wrote:

> These are the posterior variances of the random effects (I think more
> properly termed "empirical" posteriors).  Your model apparently includes
> three levels of random variation (commu, bcohort, residual). The first
> are the variances associated with your commu random effect and the
> second are the variances associated with the bcohort random effect.
> 
> Accessing either one would require
> 
> fm@bVar$commu or fm@bVar$bcohort
> 
> Obviously, replace "fm" with the name of your fitted model.
> 
> -----Original Message-----
> From: r-help-bounces@stat.math.ethz.ch
> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Shige Song
> Sent: Wednesday, August 17, 2005 7:50 AM
> To: r-help@stat.math.ethz.ch
> Subject: Re: [R] How to assess significance of random effect in lme4
> 
> Hi Harold,
> 
> Thanks for the reply. I looked at my outputs using str() as you
> suggested, here is the part you mentioned:
> 
>   ..@ bVar     :List of 2
>   .. ..$ commu  : num [1, 1, 1:29] 5e-10 5e-10 5e-10 5e-10 5e-10 ...
>   .. ..$ bcohort: num [1, 1, 1:6] 1.05e-05 7.45e-06 6.53e-06 8.25e-06
> 7.11e-06 ...
> 
> where commu and bcohort are the two second-level units. Are these
> standard errors? Why the second vector contains a series of different
> numbers?
> 
> Thanks!
> 
> Shige
> 
> On 8/17/05, Doran, Harold <HDoran@air.org> wrote:
> 
>> 
>>
>>You can extract the posterior variance of the random effect from the 
>>bVar slot of the fitted lmer model. It is not a hidden option, but a 
>>part of the fitted model. It just doesn't show up when you use
> 
> summary().
> 
>> 
>> Look at the structure of your object to see what is available using
> 
> str().
> 
>> 
>> However, your comment below seems to imply that it is incorrect for 
>>lmer to report SDs instead of the standard error, which is not true. 
>>That is a quantity of direct interest.
>> 
>> Other multilevel programs report the same exact statistics (for the 
>>most part). For instance, HLM reports the variances as well. If you 
>>want the posterior variance of an HLM model you need to extract it.
>>
>> 
>> 
>> -----Original Message-----
>> From:   r-help-bounces@stat.math.ethz.ch on behalf of
>>Shige Song
>> Sent:   Wed 8/17/2005 6:30 AM
>> To:     r-help@stat.math.ethz.ch
>> Cc:    
>> Subject:        [R] How to assess significance of random effect in
> 
> lme4
> 
>> 
>> Dear All,
>> 
>> With kind help from several friends on the list, I am getting close.
>> Now here are something interesting I just realized: for random  
>>effects, lmer reports standard deviation instead of standard error! Is
> 
> 
>>there a hidden option that tells lmer to report standard error of  
>>random effects, like most other multilevel or mixed modeling software,
> 
> 
>>so that we can say something like "randome effect for xxx is  
>>significant, while randome effect for xxx is not significant"? Thanks!
>> 
>> Best,
>> Shige
>> 
>> ______________________________________________
>> R-help@stat.math.ethz.ch mailing list  
>>https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide!
>>http://www.R-project.org/posting-guide.html
>> 
>> 
>> 
>>
>>
> 
> 
> ______________________________________________
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-- 
Spencer Graves, PhD
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