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

[Martí Casals]

Thank you Ben and Steve for your information and comments.

I appreciate it!

Best regards,

Martí

2014-10-15 15:54 GMT+02:00 Ben Bolker <bbolker at gmail.com>:

>   If you really want them (with all the warnings about their often being
> bad summaries of the uncertainty), http://rpubs.com/bbolker/varwald
> gives a fairly straightforward recipe for getting the Wald standard
> errors of the random effects standard deviations and correlations.
>
> On 14-10-15 09:49 AM, Steve Walker wrote:
> > 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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> > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>
> _______________________________________________
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>



-- 
Martí Casals Toquero

Centre d' Investigació Biomèdica d'Epidemiología i Salut Pública

Agència de Salut Pública de Barcelona

Servei d' Epidemiologia

Tel. 932384545 extensió: 365

mcasals at aspb.es

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