calculation of confidence intervals for random slope model
You may use Bayesian (MCMC) model fitting procedures to get what you want.
With the brms package you may do the following (using the sleepstudy
example):
# load packages
library(lme4)
library(brms)
# fit the sample model
fm1 <- brm(Reaction ~ Days + (Days|Subject), data = sleepstudy)
# get the desired CI for you first Subject
# the 1 in "r_Subject[1,2]" indicates that you look at the first Subject
# the 2 in "r_Subject[1,2]" indicates that you look at the second random
effect
# (random intercept is the 1st, random slope of Days is the 2nd random
effect)
hypothesis(fm1, "b_Days + r_Subject[1,2] = 0", class = NULL)
# write the hypotheses for all subjects at once
subject_numbers <- 1:length(unique(sleepstudy$Subject))
hyp <- paste0("b_Days + r_Subject[", subject_numbers, ",2] = 0")
# get desired CIs for all subjects
hypothesis(fm1, hyp, class = NULL)
The code above will only work with the github version of brms to be
installed via
devtools::install_github("paul-buerkner/brms")
Since brms is based on Stan, you will need a C++ compiler to get it
working.
Further information can be found at the bottom of the Readme at
https://github.com/paul-buerkner/brms
2015-11-16 11:56 GMT+01:00 Henry Travers <henry.travers at zoo.ox.ac.uk>:
I have what I hope is a relatively straightforward question about how to
interpret the results of a mixed effects model of the form:
fm1 <- lmer(Reaction ~ Days + (Days | Subject))
I am running an experiment such that I am most interested in the
(equivalent of the) effect of Days for each Subject, rather than say fitted
values. I understand how to derive the point estimates for this effect, but
I am struggling to see how to calculate confidence intervals for these
estimates that take account of both the standard error in the parameter
estimate for Days and the uncertainty in the corresponding slope estimates
for each Subject.
I would be very grateful if someone could point me in the right direction
or to a suitable reference.
------------------------------------------------
Henry Travers, PhD
Research Associate
Interdisciplinary Centre for Conservation Science
Department of Zoology
University of Oxford
[[alternative HTML version deleted]]
_______________________________________________ R-sig-mixed-models at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models