> > Dear listers, > > I can't find the variance or se of the coefficients in a multilevel model > using lme. >
The component of an lme() object called "apVar" provides the estimated asymptotic covariance matrix of a particular transformation of the variance components. Dr. Bates can correct me if I'm wrong but I believe it is the matrix logarithm of Cholesky decomposition of the covariance matrix of the random effects. I believe the details are in the book by Pinheiro and Bates. Once you know the transformation you can use the "apVar" elements to get estimated asympotic standard errors for your variance components estimates using the delta method. J.R. Lockwood 412-683-2300 x4941 [EMAIL PROTECTED] http://www.rand.org/methodology/stat/members/lockwood/ ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
