Confidence interval for relative contribution of random effect variance
Dear Ben, Many thanks for your input. [... snip]
Now, apart from this aspect, can confint be tweaked to calculate not only the confidence interval of the 'raw' parameters but also for some function of the parameters? If not, do I need to move to an implementation using MCMC methods (MCMCglmm, Bugs-type of approaches, STAN or Laplaces-Demon) to reach my aim or do you have another (simpler) suggestion?
You can compute parametric bootstrap confidence intervals of any quantity you want by applying boot.ci() to the results of bootMer() (bootMer()'s second argument is the summary function, which you can define however you like). This is computationally expensive, though (even more expensive than MCMC-type computations).
Ok. The latter may not be such an issue. This sounds doable and I will be looking into it! (And I can report back on my success ...)
In principle you might be able to use likelihood profiling (which is what the default confint() method uses) to compute profile likelihood confidence intervals of arbitrary quantities, but you would need to be able to constrain an optimization algorithm to the specified values (i.e., you would need to set nonlinear equality constraints; there are functions in nloptr and elsewhere (many of them called auglag()) that implement an augmented Lagrange multiplier algorithm for such constraints, but I haven't tried it out to see how it works.
This sound rather daunting and I fear that I am not up to this ...
The advantage of parametric bootstrap/MCMC approaches is that you also get a finite-size-appropriate result; likelihood profiling would inherit the asymptotic assumptions of the likelihood ratio test. glmmADMB still implements a post-hoc MCMC sampling strategy simpler to mcmcsamp (but you would be on your own for making sure the chain was well-behaved, etc.)
Ok that would be another avenue. Many thanks again! Regards, Lorenz