On Wed, Jul 7, 2010 at 8:59 AM, Michael Friendly <frien...@yorku.ca> wrote: > No one replied to my second question: how to get standard errors or > confidence intervals for the > estimated fixed effects from lme(). AFAICS, intervals() only gives CIs > for coefficients.
Assuming you mean 'predictions based on the estimated fixed effects' rather than 'estimated fixed effects', for one solution have a look at Ben Bolker's r-sig-mixed-models FAQ, about 2/3 of the way down: http://glmm.wikidot.com/faq Googling "lme prediction intervals" turns up quite a bit. Here's a recent conversation: <http://comments.gmane.org/gmane.comp.lang.r.lme4.devel/3291> hope it helps, Kingsford Jones > > My working example is: > > library(nlme) > library(lattice) > > Ortho <- Orthodont > Ortho$year <- Ortho$age - 8 # make intercept = initial status > > Ortho.mix1 <- lme(distance ~ year * Sex, data=Ortho, > random = ~ 1 + year | Subject, method="ML") > anova(Ortho.mix1) > > # get predicted values > grid <- expand.grid(year=0:6, Sex=c("Male", "Female")) > grid$age <- grid$year+8 # plot vs. age > fm.mix1 <-cbind(grid, distance = predict(Ortho.mix1, newdata = grid, > level=0)) > > xyplot(distance ~ age, data=fm.mix1, groups=Sex, type="b", > par.settings = list(superpose.symbol = list(cex = 1.2, pch=c(15,16))), > auto.key=list(text=levels(fm.mix1$Sex), points = TRUE, x=0.05, y=0.9, > corner=c(0,1)), > main="Linear mixed model: predicted growth") > >> intervals(Ortho.mix1) > Approximate 95% confidence intervals > > Fixed effects: > lower est. upper > (Intercept) 21.607212 22.615625 23.6240383 > year 0.619660 0.784375 0.9490904 > SexFemale -3.041252 -1.406534 0.2281834 > year:SexFemale -0.562889 -0.304830 -0.0467701 > attr(,"label") > [1] "Fixed effects:" > > Random Effects: > Level: Subject > lower est. upper > sd((Intercept)) 1.0710615 1.7045122 2.712600 > sd(year) 0.0281228 0.1541351 0.844783 > cor((Intercept),year) -0.9358505 -0.0311195 0.927652 > > Within-group standard error: > lower est. upper > 1.07081 1.31004 1.60272 >> > > > Peter Ehlers wrote: >> >> On 2010-07-02 9:37, Michael Friendly wrote: >>> >>> I have two questions related to plotting predicted values for a linear >>> mixed model using xyplot: >>> >>> 1: With a groups= argument, I can't seem to get the key to appear inside >>> the xyplot. (I have the Lattice book, >>> but don't find an example that actually does this.) >>> 2: With lme(), how can I generate confidence bands or prediction >>> intervals around the fitted values? Once >>> I get them, I'd like to add them to the plot. >>> Example: >>> >>> library(nlme) >>> library(lattice) >>> Ortho <- Orthodont >>> Ortho$year <- Ortho$year - 8 # make intercept = initial status >>> >>> Ortho.mix1 <- lme(distance ~ year * Sex, data=Ortho, >>> random = ~ 1 + year | Subject, method="ML", >>> # correlation = corAR1 (form = ~ 1 | Subject) >>> ) >>> Ortho.mix1 >>> >>> # predicted values >>> grid <- expand.grid(year=0:6, Sex=c("Male", "Female")) >>> grid$age <- grid$year+8 # plot vs. age >>> fm.mix1 <-cbind(grid, distance = predict(Ortho.mix1, newdata = grid, >>> level=0)) >>> >>> xyplot(distance ~ age, data=fm.mix1, groups=Sex, type="b", pch=c(15,16), >>> cex=1.2, >>> auto.key=list(text=c("Male", "Female"), points = TRUE, x=8, y=26), >>> main="Linear mixed model: predicted growth") >>> >>> Can someone help? >>> >>> -Michael >> >> >> Michael, >> >> the x,y location should be specified in the unit square >> (and you might want to set the 'corner' component). >> >> Ortho$year <- Ortho$age - 8 ##fix typo >> xyplot(distance ~ age, data=fm.mix1, groups=Sex, >> type="b", pch=c(15,16), cex=1.2, >> auto.key=list(text=c("Male", "Female"), >> points = TRUE, >> x=0.1, y=0.8, corner=c(0,1))) >> >> See description of 'key' in ?xyplot. >> >> -Peter Ehlers > > > -- > Michael Friendly Email: friendly AT yorku DOT ca Professor, Psychology > Dept. > York University Voice: 416 736-5115 x66249 Fax: 416 736-5814 > 4700 Keele Street Web: http://www.datavis.ca > Toronto, ONT M3J 1P3 CANADA > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.