Hello, I'm sorry to resurrect this thread that I started almost two months ago. I've been pretty busy since I posted my question and the issue is not that high on my priority list. Thanks to all those who replied, and I hope I can tickle your interest again.
As a reminder, my question was how one can extract the conditional posterior variance of a random effect from the bVar slot of an lmer model. Thanks to your answers, I now understand that I have to use the diagonal elements of the conditional matrices. However, I am not quite sure what this means: Douglas Bates wrote: > I'd have to go back and check but I think that these are the upper > triangles of the symmetric matrix (as Spencer suggested) that are the > conditional variance-covariance matrices of the two-dimensional > random effects for each school up to a scale factor. That is, I think > each face needs to be multiplied by s^2 to get the actual > variance-covariance matrix. What is s^2? Where can I find it in the lmer object? I tried reading the source, but gave up fairly quickly. Thanks in advance for your replies, and this time I promise I'll be more responsive. Uli My original post: > Hello, > > I am looking for a way to obtain standard errors for emprirical Bayes > estimates of a model fitted with lmer (like the ones plotted on page 14 of > the document available at > http://www.eric.ed.gov/ERICDocs/data/ericdocs2/content_storage_01/0000000b/80/2b/b3/94.pdf). > Harold Doran mentioned > (http://tolstoy.newcastle.edu.au/~rking/R/help/05/08/10638.html) that the > posterior modes' variances can be found in the bVar slot of lmer objects. > However, when I fit e.g. this model: > > lmertest1<-lmer(mathtot~1+(m_escs_c|schoolid),hlmframe) > > then [EMAIL PROTECTED] is a three-dimensional array with dimensions (2,2,28). > The factor schoolid has 28 levels, and there are random effects for the > intercept and m_escs_c, but what does the third dimension correspond to? In > other words, what are the contents of bVar, and how can I use them to get > standard errors? > > Thanks in advance for your answers and Merry Christmas, > > Uli Keller ______________________________________________ [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
