[R-sig-ME] lme4: Obtaining the SE of difference in two fixed-effects

[Ben Bolker]

   Another slightly more automated way to do this is with the 'glht' 
function from multcomp

library(multcomp)
g1 <- glht(fit,linfct=matrix(c(0,1,-1),nrow=1))
(ss <- summary(g1))

	 Simultaneous Tests for General Linear Hypotheses

Fit: lmer(formula = math ~ ses + meanses + (1 | sch.id), data = hsb)

Linear Hypotheses:
        Estimate Std. Error z value Pr(>|z|)
1 == 0   -1.484      0.422  -3.517 0.000437 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
(Adjusted p values reported -- single-step method)

   The 'linfct' argument here is the same as Russ's 'a' vector: it's the 
multiplier for each coefficient in the contrast you want to test.

   ss$sigma will extract the SD from the summary object.


On 10/29/20 9:42 AM, Lenth, Russell V wrote:
> Do this:
> 
>      a <- c(0, 1, -1)
>      V <- vcov(fit)
>      sqrt(t(a) %*% V %*% a)
> 
> Russ
> 
> 
> -----Original Message-----
> 
> Message: 2
> Date: Wed, 28 Oct 2020 21:29:53 -0500
> From: Simon Harmel <sim.harmel using gmail.com>
> To: r-sig-mixed-models <r-sig-mixed-models using r-project.org>
> Subject: [R-sig-ME] lme4: Obtaining the SE of difference in two
> 	fixed-effects slope
> Message-ID:
> 	<CACgv6yVbsBJanYRLo4af7P=wUCLQn7RiyhPmE06sSVxNxbdF3Q using mail.gmail.com>
> Content-Type: text/plain; charset="utf-8"
> 
> Dear All,
> 
> I'm interested in obtaining standard error (SE) of [*meanses - ses]* estimate
> in my model below which serves as the contextual effect coefficient.
> 
> Is there a way to obtain this SE in R?
> 
> hsb <- read.csv('
> https://raw.githubusercontent.com/rnorouzian/e/master/hsb.csv')
> 
> fit <- lmer(math ~ ses + meanses + (1|sch.id), data = hsb)
> 
> coef(summary(fit))
> 
>               Estimate Std. Error   t value
> (Intercept) 12.661262  0.1493726 84.762956
> ses          2.191165  0.1086673 20.163983
> meanses      3.675037  0.3776607  9.731055
> 
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