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List: r-help
Subject: Re: [R] Confidence interval for response variable in mixed effects
From: David Winsemius <dwinsemius () comcast ! net>
Date: 2010-10-30 18:53:36
Message-ID: 39EDA5CB-E837-4D76-B723-647B6E504CD8 () comcast ! net
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On Oct 30, 2010, at 11:33 AM, Brian Willis wrote:
> HI,
>
> I am using lmer() for a simple mixed effects model. The model is of
> the form
> logit(y)~ x + (1|z), where x is an indicator variable and z a multi-
> level
> factor.
>
> I would like an estimate of the response variable (either y or logit
> y)
There is a fitted method for objects of class "mer".
?"mer-class"
> .... with an associated confidence interval for a given value of x.
That is the sticking point as I understand it. See below.
>
> There does not appear to be a predict function written for lmer().
>
> The output for the fixed effects gives a standard error for the
> intercept,
> the coefficient of x and the correlation. For n observations, I
> transform
> the std errors to variances, and with the correlation, I think I can
> use the
> formula Var(intercept + x) = Var(intercept) + Var(x) +
> 2Cov(x,intercept) to
> get the variance of the fixed effects component of the response
> variable.
>
> However, I would like to include the random effects component of the
> variance, so I may derive a standard error and confidence interval
> for the
> variance.
>
> Does anyone know how to do this? Is there a ready made function like
> predict() or does anyone know how to incorporate the variance of
> random
> effects term to derive the std error of the response variable?
I see Ben Bolker has offered a suggestion that you search the mixed
models list.
An earlier question on this topic elicited this citation (from Bolker):
http://glmm.wikidot.com/faq
One of the available choices in Baron's search page is R-sig-mixed-
models and here are a few links to threads (by people who know more
than me) that may offer at least informed commentary and options if
not a general solution (from both R-help and the SIG-ME archives):
http://search.r-project.org/cgi-bin/namazu.cgi?query=+confidence+intervals+lmer&max=10 \
0&result=normal&sort=score&idxname=functions&idxname=Rhelp08&idxname=Rhelp10&idxname=R-sig-mixed-models&idxname=Rhelp02
http://finzi.psych.upenn.edu/Rhelp10/2008-May/161516.html
http://rwiki.sciviews.org/doku.php?id=guides:lmer-tests
http://finzi.psych.upenn.edu/R/Rhelp02/archive/76742.html
http://finzi.psych.upenn.edu/R/Rhelp02/archive/81237.html
http://finzi.psych.upenn.edu/R/Rhelp02/archive/82567.html
--
David Winsemius, MD
West Hartford, CT
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