[R-sig-ME] postVar in ranef function

Douglas Bates bates at stat.wisc.edu
Thu Feb 4 16:13:22 CET 2010


Could you provide a reproducible example, please?  In the example
below I don't see a changed behavior.

Note that the printed output from ranef doesn't change with postVar =
TRUE.  The conditional variance-covariance matrices are attached as an
attribute.

> (fm1 <- lmer(Reaction ~ 1 + Days + (1 + Days|Subject), sleepstudy))
Linear mixed model fit by REML
Formula: Reaction ~ 1 + Days + (1 + Days | Subject)
   Data: sleepstudy
  AIC  BIC logLik deviance REMLdev
 1756 1775 -871.8     1752    1744
Random effects:
 Groups   Name        Variance Std.Dev. Corr
 Subject  (Intercept) 612.090  24.7405
          Days         35.072   5.9221  0.066
 Residual             654.941  25.5918
Number of obs: 180, groups: Subject, 18

Fixed effects:
            Estimate Std. Error t value
(Intercept)  251.405      6.825   36.84
Days          10.467      1.546    6.77

Correlation of Fixed Effects:
     (Intr)
Days -0.138
> str(ranef(fm1))
List of 1
 $ Subject:'data.frame':	18 obs. of  2 variables:
  ..$ (Intercept): num [1:18] 2.26 -40.4 -38.96 23.69 22.26 ...
  ..$ Days       : num [1:18] 9.2 -8.62 -5.45 -4.81 -3.07 ...
 - attr(*, "class")= chr "ranef.mer"
> str(ranef(fm1, postVar = TRUE))
List of 1
 $ Subject:'data.frame':	18 obs. of  2 variables:
  ..$ (Intercept): num [1:18] 2.26 -40.4 -38.96 23.69 22.26 ...
  ..$ Days       : num [1:18] 9.2 -8.62 -5.45 -4.81 -3.07 ...
  ..- attr(*, "postVar")= num [1:2, 1:2, 1:18] 145.71 -21.44 -21.44
5.31 145.71 ...
 - attr(*, "class")= chr "ranef.mer"
> sessionInfo()
R version 2.10.1 (2009-12-14)
x86_64-pc-linux-gnu

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
 [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8
 [5] LC_MONETARY=C              LC_MESSAGES=en_US.UTF-8
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C
 [9] LC_ADDRESS=C               LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] lme4_0.999375-32   Matrix_0.999375-33 lattice_0.18-3

loaded via a namespace (and not attached):
[1] grid_2.10.1  tools_2.10.1


ranef(myModel, postVar = TRUE)




On Thu, Feb 4, 2010 at 5:32 AM, Hester Lingsma <h.lingsma at erasmusmc.nl> wrote:
> Dear R users,
> For some strange reason the postVar=T statement in the extraction of the
> random effects (with ranef) is not working anymore. I use ranef (model1,
> postVar=T) but I just get the posterior estimates, not the variance. In the
> past it worked fine. Does anyone have an idea what is happening here?
> Best wishes,
> Hester
>
> --
> _________________________________________________
> Hester F. Lingsma, MSc
> Dept of Public Health
> Room AE-141
> Erasmus MC
> P.O. Box 2040
> 3000 CA Rotterdam
> The Netherlands
> Phone: (+31) (0)10 7038458/7038460
> Mobile: (+31) (0)6 26467338
>
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> R-sig-mixed-models at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>




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