For example, similar to the fixed case, I can calculate a variance-covariance matrix (C) for the random effects (e.g. following Hemmerle and Hartley,TECHNOMETRICS 15 (4): 819-831 1973) and using the t-value for the given confidence level and degrees of freedom (t), I can estimate confidence intervals for random effect i (r[i]) as something like r[i] +- t*sqrt(C[i][i]).
What does the statistician say?
Douglas Bates wrote:
Joerg Schaber <[EMAIL PROTECTED]> writes:
I have a linear mixed-effects model object and want to extract the 95%
confidence intervals for the fixed and random effects, respectively. I
found the function intervals() for confidence intervals for the fixed
effects but no corresponding function for the random effects. Does it
exist or do I have to calculate the confidence intervals for the
random effects myself?
You have to calculate them yourself, partly because it is not clear
what such an interval should be. Technically, the random effects are
not parameters and defining a "confidence interval" on a random
variable that is part of the model is, at the very least, awkward.
-- ---------------------------------------------------------- J�rg Schaber Instituto Cavanilles de Biodiversidad y Biologia Evolutiva Universidad de Valencia Tel.: ++34 96 354 3666 A.C. 22085 Fax.: ++34 96 354 3670 46071 Valencia, Espa�a email : [EMAIL PROTECTED]
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