[R-sig-ME] Standard errors for random effects

Luca Borger lborger at uoguelph.ca
Thu Apr 1 16:55:01 CEST 2010


no, as the sampling distribution of random effects/variance estimates is 
usually strongly asymmetric and thus better alternatives should be used. See 
the mail archives for posts by Douglas Bates or the drafts of his 
forthcoming book or the wiki for mixed models:

Standard errors of variance estimates
  a.. Paraphrasing Doug Bates: the sampling distribution of variance 
estimates is in general strongly asymmetric: the standard error may be a 
poor characterization of the uncertainty.
  b.. Alternatives?
    a.. The development version of lme4, lme4a, allows for computing 
likelihood profiles of variances.
    b.. An MCMC-based approach (MCMCglmm, etc.) will provide posterior 
distributions of the variance parameters: quantiles or credible intervals 
(HPDinterval() in coda()) will characterize the uncertainty.




----- Original Message ----- 
From: "Tahira Jamil" <tahirajamil at yahoo.com>
To: <r-sig-mixed-models at r-project.org>
Sent: Thursday, April 01, 2010 10:41 AM
Subject: [R-sig-ME] Standard errors for random effects

> Hi
> I am wondering how can we extract standard errors of random effects. Is it 
> possible or not in lme4.
> Best regards
> Tahira Jamil
> PhD student
> Biometris Wageningen
> _______________________________________________
> R-sig-mixed-models at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models

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