[R-sig-ME] Confidence intervals of variance components
Julien Martin
julien.martin2 at usherbrooke.ca
Thu Mar 26 18:29:59 CET 2009
Hi
I want to estimate standard error or confidence intervals for the
estimate of varaince associated with a random effect.
With "lme", I could use "intervals" however, this does not work with "lmer"
I tried "pvals.fnc" from "languageR" package that should provide what I
want.
However, I find stange that the MCMCmean is quite different from the
model estimate and that the model estimate is not even included in the
95CI provided.
Is it normal? Do I misinterpret the output?
Is there another way to obtain CI or SE of varaince (or Std.Dev) of
random effects with lmer?
Here an example
Estimate of Standard Deviance for Subject (Intercept) is not even close
from the MCMCmedian
>fm2 <- lmer(Reaction ~ Days + (1|Subject) + (0+Days|Subject), sleepstudy)
>pvals.fnc(fm2,10000,addPlot=F)$random
Groups Name Std.Dev. MCMCmedian MCMCmean HPD95lower HPD95upper
1 Subject (Intercept) 29.8219 15.4880 15.5692 8.6060 22.9435
2 Subject Days 7.1285 6.4052 6.5464 4.1641 9.1933
3 Residual 30.4337 26.8669 26.9354 23.8227 30.1357
Thanks
Julien
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