Hello all,
When incorporating correlation structures into a lme model with the nlme()
library, one can produce confidence intervals for the correlation parameter
estimates.  The Pinheiro and Bates book has a simple example:

"We can assess the precision of the correlation parameter estimate in
fm20var.lme with the 'intervals'  method.

> fm1 <- lme(distance ~ age, data =
Orthodont,correlation=corAR1(0.5,fixed=FALSE)) # random is ~ age
> intervals(fm1)
Approximate 95% confidence intervals
...
 Correlation structure:
         lower       est.       upper
Phi -0.7615846 -0.4898957 -0.07174523
attr(,"label")
[1] "Correlation structure:"

 Within-group standard error:
    lower      est.     upper
0.9002138 1.0900639 1.3199522
"

Any thoughts on how these C.I.s are obtained?
As far as I cant tell, the Pinheiro and Bates book does not go into details,
but perhaps I am wrong.

Any thoughts or references would be greatly appreciated,

Harlan Campbell
McGill University
Montreal, Canada

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