Covariance Matrix of fixed effects in lmer()
Matthias Suter <matthias.suter at ...> writes:
Is there a straight forward way, to get the scaled covariance matrix from a lmer()? E.g. lmerout <- lmer(y ~ x1 + x2 + x3 + (1 | Groupingfactor), data) summary(lmerout) gives the "Correlation of Fixed Effects"; I would like to have direct access to the covariance matrix. As analogy in lm(): lmout <- lm(y ~ x1 + x2 + x3, data) Here, the scaled covariance matrix is: summary(lmout)$sigma^2 * summary(lmout)$cov.uns Thanks for any helpful answer, Matthias
It sounds like you want vcov() ... ? (vcov() works for
lm() results, and many other model types, too ...
methods(class="mer")
showMethods(class="mer") ## S4 methods
## or if using development lme4 from r-forge:
methods(class="merMod")
e.g.
(fm1 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy))
vcov(fm1)
2 x 2 Matrix of class "dpoMatrix"
(Intercept) Days
(Intercept) 46.574978 -1.451084
Days -1.451084 2.389469
cheers
Ben Bolker