Hi, you should say a little more about the data you have. I guess you refer to longitudinal data. I say so because if you deal with spatial smoothing splines in form of mixed models, the answer to your question would be different. Anyway, a good starting point is given by the commands
fit.lme <- lme(...) # fitted model fit.lme$apVar # approx. covariace matrix for the variance-covariance coefficients (see ?lmeObject) intervals(fit.lme) # confidence intervals for the parameter(s) I believe that Pinhiero and Bates (2000) Mixed-Effects Models in S and S-Plus (Springer) includes some answers to your questions. I don't really know what happens when you use 'intervals' and the caveats of this command. When it comes to making inference about the variance components I tend to be suspicious. I hope some R users can give you a more complete answer than mine. Testing whether or not a variance component is zero is a delicate issue. Check: - Self and Liang (1987), Asymptotic properties of maximum likelihood estimators and likelihood ratio tests under nonstandard conditions. Journal of the American Statistical Association, 82, 605-610 - Zhang and Lin (2003), Hypothesis testing in semiparametric additive mixed models. Biometrika, 4, 57-74 - Bottai (2003), Confidence regions when the Fisher information is zero. Biometrika, 90, 73-84. hope this helps a little Marco --- Berta <[EMAIL PROTECTED]> wrote: > Hi R-users, > > I am using lme to fit a linear mixed model with the > nlme package, > does anyone know if it is possible to obtain > standard error estimates of the variance components > estimators and an adequate method to test the > significance of the variance component? > > Thanks, > Berta. > > > [[alternative HTML version deleted]] > > ______________________________________________ > [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
