[R-sig-ME] Confidence intervals of variance components
rense.nieuwenhuis at me.com
Fri Mar 27 07:47:05 CET 2009
How about the se.ranef() function found in the arm-package?
Kind regards, Rense
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On 26 mrt 2009, at 18:29, Julien Martin
<julien.martin2 at usherbrooke.ca> wrote:
> 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
> 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),
> Groups Name Std.Dev. MCMCmedian MCMCmean HPD95lower
> 1 Subject (Intercept) 29.8219 15.4880 15.5692 8.6060
> 2 Subject Days 7.1285 6.4052 6.5464 4.1641
> 3 Residual 30.4337 26.8669 26.9354 23.8227
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