lme does not produce standard errors for the variance components like HLM does. It
does produce SEs for the fixed effects, however, along with t-statistics and p-values,
just like HLM. Use the summary() command to see these.
When you do this, you will get the AIC, BIC, and loglik values. Just below this output
will be the variance components for the random effects. But, the level 2 variance
components are reported as standard deviations and SEs do not accompany these random
effects.
In lme, the residual is the within-group error, which is the sigma-squared in HLM.
In terms of lme, the plot(intervals) can be used to assess variability rather than the
chi-square in HLM.
-----Original Message-----
From: Andrej Kveder [mailto:[EMAIL PROTECTED]
Sent: Wed 6/25/2003 5:24 PM
To: R-Help
Cc:
Subject: [R] within group variance of the coeficients in LME
Dear listers,
I can't find the variance or se of the coefficients in a multilevel model
using lme.
I want to calculate a Chi square test statistics for the variability of the
coefficients across levels. I have a simple 2-level problem, where I want to
check weather a certain covariate varies across level 2 units. Pinheiro
Bates suggest just looking at the intervals or doing a rather conservative
ANOVA test in their book. I have also consultet Raudenbush Bryk on the
subject and they suggest using a Chi sqare statistics. It is defined as
follows:
SUM by j( (beta_hat_qj - y_hat_q0 - sum(y_hat_qs*w_sj))^2/V_hat_qqj)
beta are the within 2-level coffecients - got them with the coef()
y is a fixed effect or grand mean
the sum is for accounting of the level 2 predictors, that I don't presently
have, but will
the problem is V_hat_qqj which are the variances of the coefficients.
I can't get to them. Does anybody have an idea how to get to them? I would
really appreciate any suggestion.
Andrej
_________
Andrej Kveder, M.A.
researcher
Institute of Medical Sciences SRS SASA; Novi trg 2, SI-1000 Ljubljana,
Slovenia
phone: +386 1 47 06 440 fax: +386 1 42 61 493
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