Ummm... Define: "Confidence interval for BLUP" .
I know what a confidence interval for a parameter or function of parameters (which is what a predicted value is) is; but a BLUP is neither, so I don't get what a confidence interval for it should mean. Feel free to reply off list, as this is clearly not an R question. Bert Gunter Genentech Nonclinical Statistics -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Rick Bilonick Sent: Friday, November 09, 2007 9:47 AM To: R Help Subject: [R] Confidence Intervals for Random Effect BLUP's I want to compute confidence intervals for the random effect estimates for each subject. From checking on postings, this is what I cobbled together using Orthodont data.frame as an example. There was some discussion of how to properly access lmer slots and bVar, but I'm not sure I understood. Is the approach shown below correct? Rick B. # Orthodont is from nlme (can't have both nlme and lme4 loaded at same time!) # OrthoFem<-Orthodont[Orthodont$Sex=="Female",] # http://tolstoy.newcastle.edu.au/R/help/06/03/23758.html library(lme4) fm1OrthF. <- lmer(distance~age+(age|Subject), data=OrthoFem) lmer(distance~age+(age|Subject), data=OrthoFem)@bVar$Subject[2,2,]* (attr(VarCorr(lmer(distance~age+(age| Subject),data=OrthoFem)),"sc")^2)[1] (attr(VarCorr(fm1OrthF.),"sc")^2)[1] fm1.s <- coef(fm1OrthF.)$Subject fm1.s.var <- [EMAIL PROTECTED](attr(VarCorr(fm1OrthF.),"sc")^2)[1] fm1.s0.s <- sqrt(fm1.s.var[1,1,]) fm1.s0.a <- sqrt(fm1.s.var[2,2,]) fm1.s[,1]+outer(fm1.s0.s, c(-2,0,2)) fm1.s[,2]+outer(fm1.s0.a, c(-2,0,2)) > fm1.s (Intercept) age F10 14.48493 0.3758608 F09 17.26499 0.3529804 F06 16.77328 0.3986699 F01 16.95609 0.4041058 F05 18.36188 0.3855955 F07 17.28390 0.5193954 F02 16.05461 0.6336191 F08 19.40204 0.3562135 F03 16.35720 0.6727714 F04 19.02380 0.5258971 F11 19.13726 0.6498911 > fm1.s[,1]+outer(fm1.s0.s, c(-2,0,2)) [,1] [,2] [,3] [1,] 12.21371 14.48493 16.75616 [2,] 14.99377 17.26499 19.53622 [3,] 14.50205 16.77328 19.04450 [4,] 14.68487 16.95609 19.22732 [5,] 16.09066 18.36188 20.63311 [6,] 15.01267 17.28390 19.55512 [7,] 13.78339 16.05461 18.32584 [8,] 17.13082 19.40204 21.67327 [9,] 14.08598 16.35720 18.62843 [10,] 16.75257 19.02380 21.29502 [11,] 16.86604 19.13726 21.40849 > fm1.s[,2]+outer(fm1.s0.a, c(-2,0,2)) [,1] [,2] [,3] [1,] 0.1738325 0.3758608 0.5778890 [2,] 0.1509522 0.3529804 0.5550087 [3,] 0.1966417 0.3986699 0.6006982 [4,] 0.2020775 0.4041058 0.6061340 [5,] 0.1835672 0.3855955 0.5876237 [6,] 0.3173671 0.5193954 0.7214236 [7,] 0.4315909 0.6336191 0.8356474 [8,] 0.1541852 0.3562135 0.5582417 [9,] 0.4707432 0.6727714 0.8747997 [10,] 0.3238688 0.5258971 0.7279253 [11,] 0.4478629 0.6498911 0.8519194 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.