Skip to content
Prev 8074 / 20628 Next

Extracting variances of the estimated variance components in lme4

On Thu, May 3, 2012 at 7:46 AM, Freedom Gumedze
<Freedom.Gumedze at uct.ac.za> wrote:
The omission of standard errors on variance components is intentional.
 The distribution of an estimator of a variance component is highly
skewed and obtaining an estimate of the standard deviation of a skewed
distribution is not very useful.  A much better approach is based on
profiling the objective function.  See
http://lme4.R-forge.R-project.org/slides/2012-03-22-Paris/Profiling.pdf
(that URL may not be visible for an hour or so).