[R-sig-ME] var estimates of the random effects variance in lme4

Yuan Yuan joyce at mcs.st-and.ac.uk
Wed Mar 3 18:57:07 CET 2010


Hi, all
For an estimate of the parameter, we have a variance estimate associated with
the parameter estimate.
Say, let beta denote the fixed effect in linear regresssion, we have an estimate
given the data,\hat{beta} and its variance estimate \hat{var}[\hat{beta}].
My question is, for the random effects, denoted by b, sd(b) is our parameter of
interest, but I can not find the estimated sd[sd(b)]. There is \hat{sd(b)} in
the summary list, but not \hat{sd}{\hat{sd(b)}}.

I was told that you can find estimted var[var(random effect)] in SAS
Is there anyone can tell me whether or not I can find var[var(random effect)] in
the output given by glmer in package lme4?
Thank you very much.

Cheers,
Joyce
-- 
Yuan(Joyce) Yuan
PhD student in Statistics

CREEM - Centre for Research into Ecological and Environmental Modelling
University of St Andrews
The Observatory
Buchanan Gardens
St Andrews
Fife
KY16 9LZ
Scotland

Tel: +44 (0)1334 461826
Fax: +44 (0)1334 461800


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