[R-sig-ME] Effective sample size

[John Maindonald]

Does anyone know of an implementation of the Effective Sample Size
methodology that is described in 
<<<
The Effective Sample Size and an Alternative Small-Sample Degrees-of-Freedom Method
by: Christel Faes, Geert Molenberghs, Marc Aerts, Geert Verbeke, Michael G. Kenward
The American Statistician, Vol. 63, No. 4. (2009), pp. 389-399.
>>> ?

The key requirement, as I understand the paper, is to calculate a variance for the predicted
value, for each observation.

John Maindonald             email: john.maindonald at anu.edu.au
phone : +61 2 (6125)3473    fax  : +61 2(6125)5549
Centre for Mathematics & Its Applications, Room 1194,
John Dedman Mathematical Sciences Building (Building 27)
Australian National University, Canberra ACT 0200.
http://www.maths.anu.edu.au/~johnm