Thanks, Spencer, for spending time on my question. On Dec 5, 2006, at 1:48 AM, Spencer Graves wrote:
> No, your example computation does NOT produce the desired "lme > prediction intervals". I ran your script and got exactly the same > numbers for upper and lower limits. Even without any consideration > of statistical theory, this suggests either shockingly precise > statistical estimation or a problem with your algorithm. There may have been a typo in what I sent to the list. The following script produces prediction intervals that are not nearly as shocking as intervals with 0 width: library(mlmRev) library(nlme) hsb.lme <- lme(mAch ~ minrty * sector, random = ~ 1 | cses, Hsb82) (hsb.int <- intervals(hsb.lme)) hsb.new <- data.frame( minrty = rep(c('No', 'Yes'), 2), sector = rep(c('Public', 'Catholic'), each = 2)) cbind(hsb.new, predict(hsb.lme, hsb.new, level = 0)) cbind(hsb.new, rbind( hsb.int[[1]][1,], hsb.int[[1]][1,] + hsb.int[[1]][2,], hsb.int[[1]][1,] + hsb.int[[1]][3,], hsb.int[[1]][1,] + hsb.int[[1]][2,] + hsb.int[[1]][3,] + hsb.int [[1]][4,] )) The latter produces: minrty sector lower est. upper 1 No Public 12.467015 12.712155 12.95730 2 Yes Public 6.657422 7.387386 8.11735 3 No Catholic 14.522224 15.123113 15.72400 4 Yes Catholic 10.062856 11.821924 13.58099 <snip> > To briefly outline some of the difficulties, we first should > ask if you want confidence intervals for the MEAN of future values > or for the future values themselves? I want the former, and that's what I think I computed. > And how do you want to handle the random effects? If you want the > mean of the fixed effects, averaging over random effects, that > should be fairly easy. Exactly. And my question is --- if the CIs I obtained were correct --- is there a less laborious way to obtain them? _____________________________ Professor Michael Kubovy University of Virginia Department of Psychology USPS: P.O.Box 400400 Charlottesville, VA 22904-4400 Parcels: Room 102 Gilmer Hall McCormick Road Charlottesville, VA 22903 Office: B011 +1-434-982-4729 Lab: B019 +1-434-982-4751 Fax: +1-434-982-4766 WWW: http://www.people.virginia.edu/~mk9y/ [[alternative HTML version deleted]] ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.