Skip to content
Prev 170582 / 398506 Next

std error of the covariance matrix of random effects in lme4

Are the standard errors of the covariance matrix elements for the random 
effects in lme4 (lmer) available.  That is,
R using lme4 function lmer gives me

Random effects:
 Groups   Name        Variance Std.Dev. Corr  
 id       (Intercept) 0.636    0.797          
          time        0.155    0.394    -0.227
 Residual             0.337    0.581 


while e.g. SAS also provides the SE (and additional values calculated 
using it)

                 Covariance Parameter Estimates

                                    Standard         Z
Cov Parm     Subject    Estimate       Error     Value        Pr Z
UN(1,1)      ID           0.6244      0.1481      4.22      <.0001
UN(2,1)      ID         -0.06844     0.07008     -0.98      0.3288
UN(2,2)      ID           0.1512     0.05647      2.68      0.0037
Residual                  0.3373     0.05268      6.40      <.0001        
 


It is the results in column Standard Error that I am looking for from 
lme4 (or perhaps another R mixed effects package)
or a pointer to the method for calculating them. 

Thanks in advance for any help.

Ron Burns