Empirical variance estimator of SE's, lmer

All,

I searched the archives and didn't find anything on empirical variance
estimates of SEs of fixed effects in lmer, i.e., replacing Var(Y_i) with
(y_i - X_i \hat{beta}) in the standard formula for Var(\hat{beta}).  Does
code exist for this?  It should only be a few lines but was just wondering
if it already existed.

Cheers,
David