[R-sig-ME] Confidence intervals of variance components

[Rense Nieuwenhuis]

How about the se.ranef() function found in the arm-package?

Kind regards, Rense
- - -- --- ----- --------
Rense Nieuwenhuis
+ 31 6 481 05 683

http://www.rensenieuwenhuis.nl

On 26 mrt 2009, at 18:29, Julien Martin  
<julien.martin2 at usherbrooke.ca> wrote:

> 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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