NEWS.md

In confintROB: Confidence Intervals for Robust and Classical Linear Mixed Model Estimators

confintROB 1.2

• The parametric bootstrap (boot.type = "parametric") for lmer and rlmer fits now generates both the random effects and the errors anew in every bootstrap sample, as described in Mason, Cantoni & Ghisletta (2021). In earlier versions the random effects were held fixed at their predicted values and only the errors were redrawn, which gave intervals that were too narrow, most notably for the fixed effects and the random effects' standard deviations. This affects method = "boot" and method = "BCa". The default boot.type = "wild", Wald intervals and varComprob fits are not affected.

• The wild bootstrap (boot.type = "wild") and the jackknife for method = "BCa" of lmer and rlmer fits now use independent clusters when the model has several grouping factors. Earlier versions used the grouping factor with the most levels, which for nested designs such as (1 | batch/cask) is the innermost one (cask:batch): the wild bootstrap gave correlated casks independent weights and understated the variability between batches, and method = "BCa" failed and returned percentile intervals with a warning. The clusters are now the coarsest grouping factor that contains all the others (batch), the same rule as simulate(type = "wild") in robustlmm. Models with crossed grouping factors have no independent clusters and now stop with an error unless clusterID is given. clusterID, the name of a grouping factor or a vector with one value per observation, is no longer ignored for lmer and rlmer fits with boot.type = "wild" or method = "BCa". Models with a single grouping factor give the same results as before (apart from the BCa jackknife fix below).

• The jackknife that estimates the acceleration of method = "BCa" for lmer and rlmer fits now leaves out one whole cluster at a time. Earlier versions split the observations by the cluster sizes instead of by cluster, so each jackknife sample left out a single observation. This changes all BCa intervals for lmer and rlmer fits; varComprob fits are not affected.

confintROB documentation built on Oct. 31, 2026, 1:07 a.m.