Confidence intervals for effects in glmer()
Dear fellow novice, I've used mcmc to estimate confidence intervals in lme4. You don't need the coda package as it's included in lme4 now. For you it would look like this: fit4.mcmc<-mcmcsamp(fit4, n=1000) #or whatever resample number you think is appropriate HPDinterval(fit4.mcmc) #this will fit to alpha 0.05 as default. As far as I am aware this is a fairly good method of estimating CIs in mixed models, but Ben are you saying that there may be issues with this process? Kate
--On 08 June 2009 19:40 -0400 Ben Bolker <bolker at ufl.edu> wrote:
It depends on what approximations you're willing to accept. Crudely doing +/- 2 standard deviations, or (DANGER DANGER) using the 'known' df to compute t-scores (the "gm1" example given in ?glmer has a fairly straightforward structure, with 15 groups): library(lme4) example(glmer) s <- summary(gm1)@coefs fac <- 2 s[,"Estimate"]+fac*outer(c(-1,1),s[,"Std. Error"]) fac <- qt(0.975,df=14) s[,"Estimate"]+fac*outer(c(-1,1),s[,"Std. Error"]) Does anyone know the current status of mcmcsamp, either for LMMs or for GLMMs ... ? Ben Bolker Robert A. LaBudde wrote:
This may be blindingly obvious to the casual observer, but I'm
chagrined to admit I'm stumped.
I'm fitting a simple mixed effect logistic model using 'lme4':
require('lme4')
fit4<- glmer(x ~ 1 + 1|lab, data=eg, nAGQ=5, family='binomial')
summary(fit4)
ranef(fit4)
I would like 95% confidence intervals on 'lab' and the residuals effects.
Using lme() in 'nlme', I had the function intervals() available. Now I
don't.
Any hints to de-perplex a novice?
Thanks.
================================================================
Robert A. LaBudde, PhD, PAS, Dpl. ACAFS e-mail: ral at lcfltd.com
Least Cost Formulations, Ltd. URL: http://lcfltd.com/
824 Timberlake Drive Tel: 757-467-0954
Virginia Beach, VA 23464-3239 Fax: 757-467-2947
"Vere scire est per causas scire"
_______________________________________________ R-sig-mixed-models at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
-- Ben Bolker Associate professor, Biology Dep't, Univ. of Florida bolker at ufl.edu / www.zoology.ufl.edu/bolker GPG key: www.zoology.ufl.edu/bolker/benbolker-publickey.asc
_______________________________________________ R-sig-mixed-models at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
---------------------- Kate Pressland Office D95 School of Biological Sciences University of Bristol Woodland Road Bristol, BS8 1UG Kate.Pressland at bristol.ac.uk