Well I finally figured it out. If you use the delta method with transformations exp(x) for the standard deviations and ((exp(y)-1)/(exp(y)+1) for the correlation elements of the apVar structure, which is btw *not* the inverse of a fisher transformation, you get the standard errors.
Douglas Bates wrote: > With lme you could but it would take a while to work it out. There is > an approximate Hessian matrix for the parameters that determine the > variance-covariance matrix in there somewhere and if you were > sufficiently persistent you could convert that apVar component to the > scale of the variances and covariances. I believe it is in the scale > of the logarithm of the standard deviation and Fisher's z > transformation (i.e. the hyperbolic arc tangent) of the correlation. > > On 9/29/05, Doran, Harold <[EMAIL PROTECTED]> wrote: > >>You cannot. Also, it's not that the distribution of the random effects >>is not symmetric, but that it *may* not be symmetric, and this is an >>assumption that should be checked. >> >>-----Original Message----- >>From: [EMAIL PROTECTED] >>[mailto:[EMAIL PROTECTED] On Behalf Of Roel de Jong >>Sent: Thursday, September 29, 2005 9:20 AM >>To: [email protected] >>Subject: [R] standard error of variances and covariances of the random >>effects with LME >> >>Hello, >> >>how do I obtain standard errors of variances and covariances of the >>random effects with LME comparable to those of for example MlWin? I know >>you shouldn't use them because the distribution of the estimator isn't >>symmetric blablabla, but I need a measure of the variance of those >>estimates for pooling my multiple imputation results. >> >>Regards, >> Roel. >> >>______________________________________________ >>[email protected] mailing list >>https://stat.ethz.ch/mailman/listinfo/r-help >>PLEASE do read the posting guide! >>http://www.R-project.org/posting-guide.html >> >>______________________________________________ >>[email protected] mailing list >>https://stat.ethz.ch/mailman/listinfo/r-help >>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html >> > > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
