bbolker at gmail.com
Sun May 25 04:26:43 CEST 2014
[taking the liberty of cc'ing to r-sig-mixed-models]
I've just put up a document on rpubs
<http://rpubs.com/bbolker/varwald> that shows how to get the asymptotic
(Wald) variance-covariance matrix for the *ML* estimates, using the
internal 'devfun2' function. It will take a bit more work to do the
same thing for the REML estimates, but maybe this document will provide
enough hints that someone else can do it ...
On 14-05-23 12:26 AM, Douglas Hawkins wrote:
> Hi, Ben,
> I saw your thread from a couple years back on the the standard errors of
> variance component estimates.
> I see lots of nested random effects data sets where we estimate the
> variance components by REML and then want to get asymptotic confidence
> intervals for partial sums of them.
> Traditionally, I have done this in SAS using the asymptotic covariance
> matrix of the estimates. But I would much rather do it in R.
> It sounds like you were writing code that would do this -- have there
> been any developments along these lines?
> Doug Hawkins
> Douglas M. Hawkins
> Professor, School of Statistics
> University of Minnesota
> 313 Ford Hall
> Minneapolis, MN 55455-0493
> +1 612 624 4166Hi,
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