On Oct 30, 2010, at 11:33 AM, Brian Willis wrote:
HI,
I am using lmer() for a simple mixed effects model. The model is of
the form
logit(y)~ x + (1|z), where x is an indicator variable and z a multi-
level
factor.
I would like an estimate of the response variable (either y or logit
y)
There is a fitted method for objects of class "mer".
?"mer-class"
.... with an associated confidence interval for a given value of x.
That is the sticking point as I understand it. See below.
There does not appear to be a predict function written for lmer().
The output for the fixed effects gives a standard error for the
intercept,
the coefficient of x and the correlation. For n observations, I
transform
the std errors to variances, and with the correlation, I think I can
use the
formula Var(intercept + x) = Var(intercept) + Var(x) +
2Cov(x,intercept) to
get the variance of the fixed effects component of the response
variable.
However, I would like to include the random effects component of the
variance, so I may derive a standard error and confidence interval
for the
variance.
Does anyone know how to do this? Is there a ready made function like
predict() or does anyone know how to incorporate the variance of
random
effects term to derive the std error of the response variable?
I see Ben Bolker has offered a suggestion that you search the mixed
models list.
An earlier question on this topic elicited this citation (from Bolker):
http://glmm.wikidot.com/faq
One of the available choices in Baron's search page is R-sig-mixed-
models and here are a few links to threads (by people who know more
than me) that may offer at least informed commentary and options if
not a general solution (from both R-help and the SIG-ME archives):
http://search.r-project.org/cgi-bin/namazu.cgi?query=+confidence+intervals+lmer&max=100&result=normal&sort=score&idxname=functions&idxname=Rhelp08&idxname=Rhelp10&idxname=R-sig-mixed-models&idxname=Rhelp02
http://finzi.psych.upenn.edu/Rhelp10/2008-May/161516.html
http://rwiki.sciviews.org/doku.php?id=guides:lmer-tests
http://finzi.psych.upenn.edu/R/Rhelp02/archive/76742.html
http://finzi.psych.upenn.edu/R/Rhelp02/archive/81237.html
http://finzi.psych.upenn.edu/R/Rhelp02/archive/82567.html
--
David Winsemius, MD
West Hartford, CT
______________________________________________
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.
