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

Petar Milin pmilin at ff.uns.ac.rs
Sun Nov 21 18:11:54 CET 2010

This is right, but I have compared values I get with the below procedure 
explained by Andrew and the end points of whiskers on the caterpillar 
plot (I tried to approximate them the best I could), and they do match 
for five different data sets and models.


On 21/11/10 18:07, Dimitris Rizopoulos wrote:
> 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,
> Dimitris
>> 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
>>     [[alternative HTML version deleted]]
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