[R-sig-ME] Computing reliability for the least squares estimates of each level1 coefficient across the set of J level-2 units
Blazej Mrozinski
blazej.mrozinski at gmail.com
Mon Jan 29 20:03:14 CET 2018
Good evening,
Please accept my apology for cross-posting (I've been advised to avoid it)
but I can't find my answer anywhere.
4 days ago I posted my question to stackOverflow (with screenshots of
formulas, that are skipped here): https://stackoverflow.com/
questions/48438755/how-to-compute-reliability-estimates-
from-lmer-lme-results.
<https://stackoverflow.com/questions/48438755/how-to-compute-reliability-estimates-from-lmer-lme-results>
I'm coming from a commercial MLM (HLM7) software and would like to (...drop
it eventually) replicate some numbers in R.
Specifically I'm looking for a function or formula computing the
**reliability for the least squares estimates of each level1 coefficient
across the set of *J* level-2 units**
Below is an example based on the simple `sleepstudy` data. What I'm looking
for is a way to compute reliability values not only in this very example,
but also in situations where there are more level1 variables.
>From HLM7 manual (Raudenbush, Bryk (2002), p.11) a definition of
reliability is given:
Reliability Estimates (overall or average reliability for the least squares
estimates of each level 1 coefficent across the set of J level-2 units)
calculated according to
Equation 3.58 in Hierarchical Linear Models (2nd ed.)
I used the `sleepstudy` data from `lme4` package to compute a random
intercept and slope model with `lme4::lmer`:
library(lme4)
m <- lmer(Reaction ~ Days + (Days|Subject), data = sleepstudy)
summary(m)
And with HLM7 software
Fixed and random effects estimates are pretty similar (differences in
rounding occur), but HLM7 will also provide it's reliability estimates:
----------------------------------------------------
Random level-1 coefficient Reliability estimate
----------------------------------------------------
INTRCPT1, G0 0.730
DAYS, G1 0.815
----------------------------------------------------
And this is something I'd like to be able to get from `lmer()` results.
Is this possible with a built-in formula? Some other package function?
Or maybe someone could help me in extracting appropriate values from lmer
result object and compute it "by hand" ?
Thank you very much!
Kind Regards,
Blazej Mrozinski
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