Hello all! This is my third attempt (first at the general R-list, and one here five days or so ago), and I apologize for being tedious, but this started to bother me and my students are making my life a misery with this: How can one get upper and lower limits of a prediction interval for random-effect levels; the exact exact values, numbers? They are shown on caterpillar plot using ranef() with argument postVar=TRUE, but I would like to know them. A while ago, some discussions were opened on "Confidence Intervals for Random Effect BLUP's", but the answer was never clear: http://www.mail-archive.com/r-help at r-project.org/msg04820.html Thanks! PM
Are prediction interval values ungettable?
6 messages · Petar Milin, Andrew Robinson, Dimitris Rizopoulos
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On 11/20/2010 2:21 PM, Petar Milin wrote:
This is great! Many thanks! Now, practically, I can build: +/- 1.96*my.se Am I right?
maybe one thing that I think needs to be kept in mind is that the posterior variances that ranef(..., postVar = TRUE) returns condition on the MLEs and do not take their variability into account. Best, Dimitris
Best, PM On 20/11/10 12:13, Andrew Robinson wrote:
last I tried this, the estimated variance of the random effects is (optionally) stored as an attribute. So, something like this should work rfg<- ranef(my.lmer, postVar=TRUE) my.se<http://my.se> = sqrt(as.numeric(attributes(rfg$group)$postVar)) On Sat, Nov 20, 2010 at 8:46 PM, Petar Milin wrote: How can one get upper and lower limits of a prediction interval for random-effect levels; the exact exact values, numbers? They are shown on caterpillar plot using ranef() with argument postVar=TRUE, but I would like to know them. A while ago, some discussions were opened on "Confidence Intervals for Random Effect BLUP's", but the answer was never clear: http://www.mail-archive.com/r-help at r-project.org/msg04820.html
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Dimitris Rizopoulos Assistant Professor Department of Biostatistics Erasmus University Medical Center Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands Tel: +31/(0)10/7043478 Fax: +31/(0)10/7043014 Web: http://www.erasmusmc.nl/biostatistiek/
This is right, but I have compared values I get with the below procedure explained by Andrew and the end points of whiskers on the caterpillar plot (I tried to approximate them the best I could), and they do match for five different data sets and models. Best, PM
On 21/11/10 18:07, Dimitris Rizopoulos wrote:
On 11/20/2010 2:21 PM, Petar Milin wrote:
This is great! Many thanks! Now, practically, I can build: +/- 1.96*my.se Am I right?
maybe one thing that I think needs to be kept in mind is that the posterior variances that ranef(..., postVar = TRUE) returns condition on the MLEs and do not take their variability into account. Best, Dimitris
Best, PM On 20/11/10 12:13, Andrew Robinson wrote:
last I tried this, the estimated variance of the random effects is (optionally) stored as an attribute. So, something like this should work rfg<- ranef(my.lmer, postVar=TRUE) my.se<http://my.se> = sqrt(as.numeric(attributes(rfg$group)$postVar)) On Sat, Nov 20, 2010 at 8:46 PM, Petar Milin wrote: How can one get upper and lower limits of a prediction interval for random-effect levels; the exact exact values, numbers? They are shown on caterpillar plot using ranef() with argument postVar=TRUE, but I would like to know them. A while ago, some discussions were opened on "Confidence Intervals for Random Effect BLUP's", but the answer was never clear: http://www.mail-archive.com/r-help at r-project.org/msg04820.html
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