[R-sig-ME] Extract standard error of the variance component in lme4 package (GLMM).

Steve Walker steve.walker at utoronto.ca
Wed Oct 15 15:49:22 CEST 2014


The standard approach is to bootstrap the standard errors with 
`bootMer`.  But this can take a long time.

Is there a reason you want standard errors instead of confidence 
intervals?  If not, you could try profile confidence intervals.  Here is 
an example:

library(lme4)
data(grouseticks)

form <- TICKS~YEAR+scale(HEIGHT)+(1|BROOD)+(1|INDEX)+(1|LOCATION)
(m <- glmer(form, family = "poisson", data = grouseticks))
(cim <- confint(m, oldNames = FALSE))

## ------------------------------------------------------------
## Bootstraping takes a _long_ time, but does give you
## standard errors:
## ------------------------------------------------------------
## (bt <- bootMer(m, function(mm) VarCorr(mm)$BROOD[,], 100))
## sd(bt$t, na.rm = TRUE)
## ------------------------------------------------------------

Cheers,
Steve


On 2014-10-15, 3:29 AM, Martí Casals wrote:
> Dear all,
>
> I’ve fitted  a classical Poisson GLMM with lme4. I obtain the variance of
> random effect (variance component) with the following script:
>
>
> print(VarCorr(model),comp="Variance")
>
>
> but I’d like to print the standard error of the variance component. I think
> it is possible with the new version of the lme4 package. How it can be
> obtain?
>
>
>
> Thanks in advance,
>
>
> Martí
>
>
>



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