[R-sig-ME] Are prediction interval values ungettable?
d.rizopoulos at erasmusmc.nl
Sun Nov 21 18:07:36 CET 2010
On 11/20/2010 2:21 PM, Petar Milin wrote:
> This is great! Many thanks!
> Now, practically, I can build: +/- 1.96*my.se
> Am I right?
maybe one thing that I think needs to be kept in mind is that the
posterior variances that ranef(..., postVar = TRUE) returns condition on
the MLEs and do not take their variability into account.
> On 20/11/10 12:13, Andrew Robinson wrote:
>> last I tried this, the estimated variance of the random effects is
>> (optionally) stored as an attribute. So, something like this should work
>> rfg<- ranef(my.lmer, postVar=TRUE)
>> my.se<http://my.se> = sqrt(as.numeric(attributes(rfg$group)$postVar))
>> On Sat, Nov 20, 2010 at 8:46 PM, Petar Milin wrote:
>> How can one get upper and lower limits of a prediction interval
>> for random-effect levels; the exact exact values, numbers? They
>> are shown on caterpillar plot using ranef() with
>> argument postVar=TRUE, but I would like to know them. A while ago,
>> discussions were opened on "Confidence Intervals for Random Effect
>> BLUP's", but the answer was never clear:
> [[alternative HTML version deleted]]
> R-sig-mixed-models at r-project.org mailing list
Department of Biostatistics
Erasmus University Medical Center
Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands
More information about the R-sig-mixed-models