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lmer - BLUP prediction intervals

2 messages · Daniel Caro, Ben Bolker

#
Dear all

I have a model that looks like this:

m1 <- lmer(Difference ~ 1+  (1|Examiner) + (1|Item), data=englisho.data)

I know it is not possible to estimate random effects but one can
obtain BLUPs of the conditional modes with

re1 <- ranef(m1, postVar=T)

And then dotplot(re1) for the examiner and item levels gives me a nice
prediction interval. But I would like to have the prediction interval
for the individual intercepts, not the conditional modes of the random
effects, that is, the fixed effect (overall estimated intercept) + the
conditional mode of the random effect (examiner or item level). Does
this make sense? And if so, how would I calculate this? I'd like to do
the same thing to obtain prediction intervals of individual growth
rates in longitudinal models (i.e., overall growth rate + random
effect).

Many thanks for your help,
Daniel
#
Daniel Caro <dcarov <at> gmail.com> writes:
I think this belongs on the r-sig-mixed-models at r-project.org list.
Could you please re-post it there?  (I would redirect it myself but
am reading via gmane ...)  For a start, I would probably assume
independence of the uncertainty in the conditional modes and in the
overall slope parameter and compute the overall variance by adding the
variances ... ?  (Not sure that's right.)

  Ben Bolker