Dear R-list members,

I am trying to obtain the standard error (or another form of estimation
error) of the random effects variance (i.e. the tau square) in a mer model
with multiple joint random effects. Estimates for the tau parameters can
usually be obtained by the following command

attr(VarCorr(fit)$studyid,"stddev")

Unfortunately, I havent found a way to get corresponding estimation errors.
Although I realize that SE may not be the most appropriate format of
capturing estimation error in this type of parameter, I would be very happy
to have some quantification of uncertainty. I tried using mcmcsamp, but
this approach does not seem to work when multiple random effects are
defined. There are some useful functions in the arm library, but they only
provide standard errors of individual random effects, not for their
corresonding variance.

Does anyone know if there is a way to directly obtain estimation errors for
tau (square), or to derive them from packages such as arm?

Thanks in advance

Thomas

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