Compute Confidence Intervals for Parameters of a [ng]lmer Fit
Description
Compute confidence intervals on the parameters of a *lmer()
model fit (of class"merMod"
).
Usage
1 2 3 4 5 6 7 
Arguments
object 
a fitted [ng]lmer model 
parm 
parameters for which intervals are sought. Specified by an
integer vector of positions, 
level 
confidence level < 1, typically above 0.90. 
method 
a 
zeta 
(for 
nsim 
number of simulations for parametric bootstrap intervals. 
FUN 
bootstrap function; if 
boot.type 
bootstrap confidence interval type, as described
in 
quiet 
(logical) suppress messages about computationally intensive profiling? 
oldNames 
(logical) use oldstyle names for variancecovariance
parameters, e.g. 
... 
additional parameters to be passed to

Details
Depending on the method
specified, confint()
computes
confidence intervals by
"profile"
:computing a likelihood profile and finding the appropriate cutoffs based on the likelihood ratio test;
"Wald"
:approximating the confidence intervals (of fixedeffect parameters only; all variancecovariance parameters CIs will be returned as
NA
) based on the estimated local curvature of the likelihood surface;"boot"
:performing parametric bootstrapping with confidence intervals computed from the bootstrap distribution according to
boot.type
(seebootMer
,boot.ci
).
Value
a numeric table (matrix
with column and row names) of
confidence intervals; the confidence intervals are computed on the
standard deviation scale.
Note
The default method "profile"
amounts to
1 2 
where the profile
method profile.merMod
does almost all the computations. Therefore it is typically
advisable to store the profile(.) result, say
in pp
, and then use confint(pp, level=*)
e.g., for
different levels.
Examples
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15  fm1 < lmer(Reaction ~ Days + (DaysSubject), sleepstudy)
fm1W < confint(fm1, method="Wald")# very fast, but ....
fm1W
testLevel < if (nzchar(s < Sys.getenv("LME4_TEST_LEVEL"))) as.numeric(s) else 1
if(interactive()  testLevel >= 3) {
## ~20 seconds, MacBook Pro laptop
system.time(fm1P < confint(fm1, method="profile", ## default
oldNames = FALSE))
## ~ 40 seconds
system.time(fm1B < confint(fm1,method="boot",
.progress="txt", PBargs=list(style=3)))
} else
load(system.file("testdata","confint_ex.rda",package="lme4"))
fm1P
fm1B
