Hi Tommy

thanks for your prompt reply. My question is indeed related to the model
you specify, and considers a mixed effect model where

Yij = U + BXij with c(U,B) ~ MVN(mu,Tau), in other words: Y ~
1+B+(1+B|studyid)

I would like to know the error component of Tau, where the diagonal
captures the between-study variance of the intercept (U) and regression
coeficcients (B).

I am not sure how to formulate such model in nlme, which uses a different
structure of model formula; do you know how I could formulate such model
there? Otherwise, Ill try to take a look at the developer version of lme4
(which, I assume, requires MLE estimates rather than REML)

Best regards

Thomas


2013/6/27 tommy gaillard <tommy.gaillard40@gmail.com>

> Hi Thomas,
>
>  To make sure I well understood what you are asking, let's give an example
> with a random regression model which has the following form:
>
> Yij=U+sd(U)+(B+sd(B))*Xij + Eij  where U and B are the mean population
> intercept and slope respectively and sd(U) and sd(B) the deviations of
> those means.
>
> If I well understood, you would like to obtain estimations error of
> sd(U) and sd(B)
>
> If it is the case, they are 2 alternatives:
>
> 1) Fit the model with lme() in nlme and use the options intervals() to
> obtain the CI for the different estimates.
> 2) Fit the model with lmer() in lme4 then use the profile-likelihood
> function to obtain the CI for the random effects. You need to use the
> development version of lme4 since the likelihood profiling is not
> implemented yet in the normal version.
>
> I would advise you to obtain the standardized versions of your estimates
> first as it would much easier to interpret and to compare with other
> studies. I don't know how to do that yet though as I am working on it...
>
>  Hope it helps
>
>  Tommy
>
>
>
>

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