Hi How can we calculate standard errors for variance components of random effects when fitting a mixed-effects model using the lme4 package? Azra Ramezankhani
lme4
3 messages · Azra Ramezankhani, Phillip Alday, Ben Bolker
This is generally not advisable because the sampling distribution of the variances is highly skewed. This means that the standard error isn't a particularly informative statistic.? This has been discussed in various amounts of detail in various places, but a good starting point (with examples and links) is this question on CrossValidated: https://stats.stackexchange.com/q/161225/26743 For a concrete recommendation, I would use either profile or bootstrap confidence intervals instead of standard errors. You can compute these with confint(model, method="profile") or confint(model, method="boot"). For more information, see: http://search.r-project.org/R/library/lme4/html/confint.merMod.html Best, Phillip
On 24/6/20 2:30 pm, Azra Ramezankhani wrote:
Hi How can we calculate standard errors for variance components of random effects when fitting a mixed-effects model using the lme4 package? Azra Ramezankhani
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?? If you really, really want these standard errors, I believe you can now get the from the merDeriv package (on CRAN). See ?merDeriv::vcov.lmerMod I'd be very careful with this though!? It gives a standard
On 6/24/20 11:00 AM, Phillip Alday wrote:
This is generally not advisable because the sampling distribution of the variances is highly skewed. This means that the standard error isn't a particularly informative statistic. This has been discussed in various amounts of detail in various places, but a good starting point (with examples and links) is this question on CrossValidated: https://stats.stackexchange.com/q/161225/26743 For a concrete recommendation, I would use either profile or bootstrap confidence intervals instead of standard errors. You can compute these with confint(model, method="profile") or confint(model, method="boot"). For more information, see: http://search.r-project.org/R/library/lme4/html/confint.merMod.html Best, Phillip On 24/6/20 2:30 pm, Azra Ramezankhani wrote:
Hi How can we calculate standard errors for variance components of random effects when fitting a mixed-effects model using the lme4 package? Azra Ramezankhani
[[alternative HTML version deleted]]
_______________________________________________ R-sig-mixed-models at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
_______________________________________________ R-sig-mixed-models at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models