intervals.lme: Confidence Intervals on lme Parameters

Description Usage Arguments Value Author(s) References See Also Examples

View source: R/lme.R

Description

Approximate confidence intervals for the parameters in the linear mixed-effects model represented by object are obtained, using a normal approximation to the distribution of the (restricted) maximum likelihood estimators (the estimators are assumed to have a normal distribution centered at the true parameter values and with covariance matrix equal to the negative inverse Hessian matrix of the (restricted) log-likelihood evaluated at the estimated parameters). Confidence intervals are obtained in an unconstrained scale first, using the normal approximation, and, if necessary, transformed to the constrained scale. The pdNatural parametrization is used for general positive-definite matrices.

Usage

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## S3 method for class 'lme'
intervals(object, level = 0.95,
          which = c("all", "var-cov", "fixed"), ...)

Arguments

object

an object inheriting from class "lme", representing a fitted linear mixed-effects model.

level

an optional numeric value with the confidence level for the intervals. Defaults to 0.95.

which

an optional character string specifying the subset of parameters for which to construct the confidence intervals. Possible values are "all" for all parameters, "var-cov" for the variance-covariance parameters only, and "fixed" for the fixed effects only. Defaults to "all".

...

some methods for this generic require additional arguments. None are used in this method.

Value

a list with components given by data frames with rows corresponding to parameters and columns lower, est., and upper representing respectively lower confidence limits, the estimated values, and upper confidence limits for the parameters. Possible components are:

fixed

fixed effects, only present when which is not equal to "var-cov".

reStruct

random effects variance-covariance parameters, only present when which is not equal to "fixed".

corStruct

within-group correlation parameters, only present when which is not equal to "fixed" and a correlation structure is used in object.

varFunc

within-group variance function parameters, only present when which is not equal to "fixed" and a variance function structure is used in object.

sigma

within-group standard deviation.

Author(s)

José Pinheiro and Douglas Bates [email protected]

References

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.

See Also

lme, intervals, print.intervals.lme, pdNatural

Examples

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fm1 <- lme(distance ~ age, Orthodont, random = ~ age | Subject)
intervals(fm1)

Example output

Approximate 95% confidence intervals

 Fixed effects:
                 lower       est.      upper
(Intercept) 15.2183224 16.7611111 18.3038999
age          0.5183867  0.6601852  0.8019837
attr(,"label")
[1] "Fixed effects:"

 Random Effects:
  Level: Subject 
                          lower       est.     upper
sd((Intercept))       0.9463689  2.3270341 5.7219626
sd(age)               0.1023206  0.2264278 0.5010679
cor((Intercept),age) -0.9385866 -0.6093329 0.3007315

 Within-group standard error:
   lower     est.    upper 
1.084697 1.310040 1.582197 

nlme documentation built on April 7, 2018, 5:03 p.m.