[R-sig-ME] lmer model and mcmcsamp
Emma Jones
stp08emj at sheffield.ac.uk
Wed Feb 23 11:31:25 CET 2011
Hi,
I am new to using the package lme4 and wondered if anyone can help me? I
have fitted a model (note the data is unbalanced)- see below with the
results:
> a=lmer(RW~1+(1|Year),chron,na.action=na.omit)
> a
Linear mixed model fit by REML
Formula: RW ~ 1 + (1 | Year)
Data: chron
AIC BIC logLik deviance REMLdev
8771 8790 -4383 8761 8765
Random effects:
Groups Name Variance Std.Dev.
Year (Intercept) 0.48050 0.69318
Residual 0.52704 0.72598
Number of obs: 3719, groups: Year, 239
Fixed effects:
Estimate Std. Error t value
(Intercept) -0.02793 0.04803 -0.5815
This I am happy with and I know is correctly fitted- my problems don't
lie here.
What I would ideally like now is to produce 95% credible intervals on
the variance components. I have found some code on a help sheet online
and followed this...
samp=mcmcsamp(a,n=10000)
#gives a credible interval for mcmc
HPDinterval(VarCorr(samp,type="varcov"),prob=0.95)
lower upper
[1,] 0.1958900 0.2678522
[2,] 0.5317379 0.5853902
attr(,"Probability")
0.95
As it can be seen, both of my point estimates lie outside the credible
interval.
I am confused by this, can anyone advise??
Many thanks in advance,
Emma
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