Douglas Bates bates at stat.wisc.edu writes:
.
I encourage users of lmer who wish to determine the precision of the
estimates of the variance components to create a Markov chain Monte
Carlo sample of the parameters and evaluate the HPDintervals.
sm1 - mcmcsamp(fm1, 5)
On 7/15/06, Douglas Bates [EMAIL PROTECTED] wrote:
Hi Spencer,
[]
rant
Some software, notably SAS PROC MIXED, does produce standard errors
for the estimates of variances and covariances of random effects. In
my opinion this is more harmful than helpful. The only use I can
imagine for
On 7/17/06, Göran Broström [EMAIL PROTECTED] wrote:
On 7/15/06, Douglas Bates [EMAIL PROTECTED] wrote:
[]
rant
Some software, notably SAS PROC MIXED, does produce standard errors
for the estimates of variances and covariances of random effects. In
my opinion this is more harmful
The structure of 'lmer' objects and helper functions is outlined in
the 'lmer' and 'lmer-class' help pages. The latter mentions 'vcov
'signature(object = mer)': Calculate variance-covariance matrix of the
_fixed_ effect terms, see also 'vcov'. Thus,
sqrt(diag(vcov(lmer.object)))
p.s. I intended to include the following extension to an example from
the 'lmer' help page:
fm1 - lmer(Reaction ~ Days + (Days|Subject), sleepstudy)
(fm1.fix - fixef(fm1))
(fm1.fix.se - sqrt(diag(vcov(fm1
fm1.fix/fm1.fix.se
fm1.ran - VarCorr(fm1)
diag(fm1.ran$Subject)
Hi Spencer,
On 7/15/06, Spencer Graves [EMAIL PROTECTED] wrote:
p.s. I intended to include the following extension to an example from
the 'lmer' help page:
fm1 - lmer(Reaction ~ Days + (Days|Subject), sleepstudy)
(fm1.fix - fixef(fm1))
(fm1.fix.se - sqrt(diag(vcov(fm1
You need the VarCorr function. I think you mean that lmer is in the
Matrix package.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of prabhu bhaga
Sent: Tuesday, July 11, 2006 11:19 AM
To: r-help@stat.math.ethz.ch
Subject: [R] storing the estimates
On 7/11/06, Doran, Harold [EMAIL PROTECTED] wrote:
You need the VarCorr function. I think you mean that lmer is in the
Matrix package.
Currently lmer is in the Matrix package. The plan is to move it back
to the lme4 package when interpackage linking has been added to R -
perhaps as early as
