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:
Dear all, How does one extract extracting variances of the variance components in lme4? vcov(model) only gives the covariance matrix of fixed part of the fitted model, while VarCorr(model) only gives the estimated variance components without their corresponding standard errors. Yes the standard errors are asymptotic but how does one extract them from the fit?
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).
many thanks, Freedom
Ben Bolker <bbolker at gmail.com> 2012/05/03 02:31 PM >>>
Angelina Mukherjee <angelina.mukherjee88 at ...> writes:
I have response measures corresponding to 2 patients. The structure
is as
follows: Patient 1: ?Region 1 ? ? ? ? ? ? Region 2 ? ? ? ? ? ? ?Region 3 ? ? ? ? ? ? ? ?S1 S2 S3 S4 ? ? ? S1 S2 S3 S4 ? ? ? ?S1 S2 S3 S4 Patient 2: ?Region 1 ? ? ? ? ? ? ? Region 2 ? ? ? ? ? ?Region 3 ? ? ? ? ? ? ? ? S1 S2 S3 S4 ? ? ? S1 S2 S3 S4 ? ? ? ?S1 S2 S3 S4
?Hmm. ?Do you really have only two patients, i.e. a total of 24 response values? ?I understand that you're trying to do a variance decomposition here (no fixed effects, only random effects), but your estimates of variance will be extremely inaccurate based on only two patients (you might want to consider making patient a fixed effect, then you would at least have 6 data points (5 df) for the patient:region variance ...
Each patient has 3 regions and each region has 4 sub-regions.
(nested
design) Fitting ? *lme( Response ~ 1, random=~ Patient + Region +Subregion | Patient/Region/Subregion )* allows me to specify covariance structure for the 'sub-region' term. But I'm trying to fit a random effects model of the form as I have
only 1
observation per 'sub-region': *lme( Response ~ 1, random=~ Patient + Region | Patient/Region )* Is there a way I can specify a covariance structure like the auto-regressive (to specify that correlation decreases with
distance as
one moves from Subregion 1 to Subregion 4) for the 'sub-region' term
only
as it is not included in my random effects model but I'd like to
account
for the correlation in it?
? I would think that something like lme(Response~1, random = ~1|Patient/Region, ? correlation=corAR1(~Subregion)) ?But I also think you're fitting a more complicated model than can really be supported by 24 data points ... ?Ben Bolker
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