(sorry for the repost, but I just realized the old version was scrubbed due to some html when I copied and pasted from my code editor - apologies!) Hello, all. I have a question about combining fixed effects with their random effects in a multilevel model in order to look at the effects of a treatment at multiple levels. Note, I'm particularly interested in this so that I can later make comparisons between different groups. But, let's use the sleep study as an example. Using lme4 and Gelman's arm library, I can obtain both the fixed effects and deviations due to their different grouping variables. I can also obtain the error around my estimate of both the fixed and random effect. E.g., library(arm) fm1 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy) #gets fixed effect and the error in it's estimate fixef(fm1) se.fixef(fm1) #gets deviation from fixed effect means and the error in that estimate ranef(fm1) se.ranef(fm1) However, what if I wish to look at, say, the error of the intercept for each subject? Or the estimate of error around the effect of Days for each subject? One does not merely add se.fixed and se.ranef to get an estimate of error around those parameters, right? While this may not be as big a problem for the sleepstudy data, it becomes more important for unbalanced data. It seems like mcmcsamp could be a great solution to that, but, mcmcsamp does not give estimates of each individual parameter. Rather, it again also gives estimates of the random effects using saveb=T. I must admit, however, I am unclear one which random effect goes with which fixed effect (they're all b.1, b2, etc in the output of mcmcsamp - can I get some clarification?) Although, hrm, could one merely add the fixed effect estimates to the random effect estimates from mcmcsamp to obtain the values for each parameter value? Note, I'm trying to use the method presented below for multiple comparisons with lmer. Any other thoughts would be appreciated. http://www.stat.columbia.edu/~cook/movabletype/archives/2008/03/why_i_dont_usua_1.html -Jarrett ---------------------------------------- Jarrett Byrnes Population Biology Graduate Group, UC Davis Bodega Marine Lab 707-875-1969 http://www-eve.ucdavis.edu/stachowicz/byrnes.shtml
Obtaining parameter error in a multilevel model
1 message · Jarrett Byrnes