[R-sig-ME] Confidence Intervals on Fitted Values from lmer

Douglas Bates bates at stat.wisc.edu
Fri Oct 1 21:54:53 CEST 2010

On Fri, Oct 1, 2010 at 2:33 PM, Corey Godfrey
<Corey.Godfrey at cadmusgroup.com> wrote:
> Hello,

> I would like to plot confidence intervals around the fitted values of a mixed effects model. Is this advisable? If so, is there a method for doing so?

First you need to decide what kind of confidence interval you have in
mind, involving the fixed-effects parameters only or both the fixed-
and random-effects.  You may be able to get what you want from the
variance-covariance matrix for the estimates of the fixed-effects
parameters, available as vcov(fittedModel), but I can't guarantee it.
I would need to think more carefully about the interpretation of the
various types of variability.

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