Message-ID: <F3DAC24D-DDCE-4B73-847D-EBF984D68BBD@agroscope.admin.ch>
Date: 2014-09-12T16:10:03Z
From: lorenz.gygax at agroscope.admin.ch
Subject: Seeming discrepancy between summary and confint; was: Confidence interval for relative contribution of random effect variance
In-Reply-To: <20140912155455.GB21520@info124.pharmacie.univ-paris5.fr>
Dear Emmanuel,
Thank you! Stupid me ...
A nice weekend to all of you! Lorenz
> Am 12.09.2014 um 17:55 schrieb "Emmanuel Curis" <emmanuel.curis at parisdescartes.fr>:
>
> Double check your results, you will see that there is agreement also
> for random effects: the column to use is Std. Dev. which is indeed in
> the confidence intervals given by confint --- just like standard
> deviation for the residuals.
>
> It just happen that confidence intervals are so wide, that they also
> include the Variance value, but thats ? bad luck ?.
>
> On Fri, Sep 12, 2014 at 02:52:11PM +0000, lorenz.gygax at agroscope.admin.ch wrote:
> ? Dear Martin,
> ?
> ? Many thanks for this explanation which, of course, is very reasonable ;-)
> ?
> ? But - and I may be real slow on this - why is the same seemingly not true for the random effects as well (summary and confint give the same absolute values)?
> ?
> ? Cheers, Lorenz
>
> ? >> If I do the summary () this is what I get for the random effects part of the output.
> ? >
> ? >> Random effects:
> ? >> Groups Name Variance Std.Dev.
> ? >> val:(part:ID) (Intercept) 0.4599 0.6782
> ? >> part:ID (Intercept) 0.1773 0.4211
> ? >> ID (Intercept) 0.1278 0.3575
> ? >> Residual 9.4302 3.0709
> ? >> Number of obs: 1833, groups: val:(part:ID), 214; part:ID, 72; ID, 25:
> ? >
> ? >
> ? >> If I do
> ? >
> ? >> confint (HHbT.fin.lmer, method= 'profile')
> ? >
> ? >> I get
> ? >
> ? >> 2.5 % 97.5 %
> ? >> .sig01 0.41713241 0.9210729
> ? >> .sig02 0.00000000 0.7535615
> ? >> .sig03 0.00000000 0.6697109
> ? >> .sigma 2.96898087 3.1786606
> ? >
> ? >> Where the above listed variances for the random effects fit nicely into the confidence intervals (.sig0x) but not the value for the residuals / .sigma where the variance from the summary seems to be approximately squared in respect to the confidence interval.
>
> --
> Emmanuel CURIS
> emmanuel.curis at parisdescartes.fr
>
> Page WWW: http://emmanuel.curis.online.fr/index.html