[R-sig-ME] Are prediction interval values ungettable?

Dimitris Rizopoulos 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.


> Best,
> PM
> 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,
>>      some
>>      discussions were opened on "Confidence Intervals for Random Effect
>>      BLUP's", but the answer was never clear:
>>      http://www.mail-archive.com/r-help@r-project.org/msg04820.html
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Dimitris Rizopoulos
Assistant Professor
Department of Biostatistics
Erasmus University Medical Center

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